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WisdomTree Emerging Markets Equity Income Fund (DE...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US97717W3152

CUSIP

97717W315

Issuer

WisdomTree

Inception Date

Jul 13, 2007

Region

Emerging Markets (Broad)

Leveraged

1x

Index Tracked

WisdomTree Emerging Markets Equity income Index

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

DEM features an expense ratio of 0.63%, falling within the medium range.


Expense ratio chart for DEM: current value at 0.63% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.63%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
DEM vs. DVYE DEM vs. AVEM DEM vs. FNDE DEM vs. IHDG DEM vs. FEMKX DEM vs. EEM DEM vs. SCHD DEM vs. MFEM DEM vs. IDV DEM vs. VXUS
Popular comparisons:
DEM vs. DVYE DEM vs. AVEM DEM vs. FNDE DEM vs. IHDG DEM vs. FEMKX DEM vs. EEM DEM vs. SCHD DEM vs. MFEM DEM vs. IDV DEM vs. VXUS

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in WisdomTree Emerging Markets Equity Income Fund, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


100.00%150.00%200.00%250.00%300.00%JulyAugustSeptemberOctoberNovemberDecember
76.44%
282.02%
DEM (WisdomTree Emerging Markets Equity Income Fund)
Benchmark (^GSPC)

Returns By Period

WisdomTree Emerging Markets Equity Income Fund had a return of 4.90% year-to-date (YTD) and 7.24% in the last 12 months. Over the past 10 years, WisdomTree Emerging Markets Equity Income Fund had an annualized return of 4.76%, while the S&P 500 had an annualized return of 11.06%, indicating that WisdomTree Emerging Markets Equity Income Fund did not perform as well as the benchmark.


DEM

YTD

4.90%

1M

-1.21%

6M

-4.12%

1Y

7.24%

5Y*

3.80%

10Y*

4.76%

^GSPC (Benchmark)

YTD

24.34%

1M

0.23%

6M

8.53%

1Y

24.95%

5Y*

13.01%

10Y*

11.06%

Monthly Returns

The table below presents the monthly returns of DEM, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.28%2.86%1.83%0.05%3.99%0.94%-0.44%2.02%2.44%-3.95%-1.87%4.90%
20238.64%-4.47%2.63%1.03%-2.48%4.54%6.69%-5.24%-0.33%-2.72%6.91%5.19%20.93%
20224.15%-1.84%-0.36%-6.74%2.08%-9.28%-0.65%-0.41%-7.22%-1.20%15.62%-2.92%-10.43%
2021-1.29%4.51%4.95%1.71%3.32%-0.65%-2.45%2.15%-2.01%-0.87%-2.98%5.01%11.49%
2020-8.13%-5.49%-18.76%7.69%3.25%2.02%2.32%1.05%-3.21%-1.48%13.39%5.24%-5.84%
201910.46%-2.05%1.16%1.51%-4.11%5.91%-2.49%-4.66%2.21%3.95%0.21%7.32%19.84%
20188.84%-4.05%0.97%-3.14%-1.90%-4.74%5.65%-3.38%2.46%-7.63%2.55%-2.39%-7.69%
20174.90%1.97%2.28%0.73%-0.22%0.88%4.39%3.55%-0.80%1.28%-0.34%5.16%26.26%
2016-3.86%1.87%12.39%3.45%-6.47%5.97%6.61%-0.29%1.93%0.96%-2.45%1.67%22.44%
2015-1.59%6.19%-3.54%11.55%-5.00%-2.78%-7.92%-8.85%-5.51%5.02%-4.52%-4.90%-21.46%
2014-8.90%2.19%3.68%0.98%1.96%3.48%-0.37%2.09%-7.09%-0.57%-3.77%-6.81%-13.34%
2013-0.21%-2.40%-0.91%1.65%-4.93%-7.38%1.90%-1.75%8.39%3.31%-3.11%-0.89%-7.00%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of DEM is 37, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of DEM is 3737
Overall Rank
The Sharpe Ratio Rank of DEM is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of DEM is 3535
Sortino Ratio Rank
The Omega Ratio Rank of DEM is 3535
Omega Ratio Rank
The Calmar Ratio Rank of DEM is 4747
Calmar Ratio Rank
The Martin Ratio Rank of DEM is 3434
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for WisdomTree Emerging Markets Equity Income Fund (DEM) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for DEM, currently valued at 0.61, compared to the broader market0.002.004.000.622.10
The chart of Sortino ratio for DEM, currently valued at 0.94, compared to the broader market-2.000.002.004.006.008.0010.000.942.80
The chart of Omega ratio for DEM, currently valued at 1.12, compared to the broader market0.501.001.502.002.503.001.121.39
The chart of Calmar ratio for DEM, currently valued at 0.86, compared to the broader market0.005.0010.0015.000.863.09
The chart of Martin ratio for DEM, currently valued at 2.26, compared to the broader market0.0020.0040.0060.0080.00100.002.2613.49
DEM
^GSPC

The current WisdomTree Emerging Markets Equity Income Fund Sharpe ratio is 0.62. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of WisdomTree Emerging Markets Equity Income Fund with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.62
2.10
DEM (WisdomTree Emerging Markets Equity Income Fund)
Benchmark (^GSPC)

Dividends

Dividend History

WisdomTree Emerging Markets Equity Income Fund provided a 4.70% dividend yield over the last twelve months, with an annual payout of $1.92 per share.


4.00%5.00%6.00%7.00%8.00%9.00%$0.00$0.50$1.00$1.50$2.00$2.50$3.00$3.5020132014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM20232022202120202019201820172016201520142013
Dividend$1.92$2.24$3.07$2.55$1.73$2.19$1.79$1.67$1.36$1.65$2.32$2.09

Dividend yield

4.70%5.49%8.62%5.87%4.21%4.78%4.47%3.67%3.63%5.21%5.51%4.10%

Monthly Dividends

The table displays the monthly dividend distributions for WisdomTree Emerging Markets Equity Income Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.23$0.00$0.00$0.64$0.00$0.00$1.06$0.00$0.00$0.00$1.92
2023$0.00$0.00$0.10$0.00$0.00$0.72$0.00$0.00$1.10$0.00$0.00$0.32$2.24
2022$0.00$0.00$0.37$0.00$0.00$0.76$0.00$0.00$1.51$0.00$0.00$0.43$3.07
2021$0.00$0.00$0.18$0.00$0.00$0.64$0.00$0.00$0.99$0.00$0.00$0.74$2.55
2020$0.00$0.00$0.03$0.00$0.00$0.47$0.00$0.00$0.94$0.00$0.00$0.29$1.73
2019$0.00$0.00$0.11$0.00$0.00$0.53$0.00$0.00$1.15$0.00$0.00$0.41$2.19
2018$0.00$0.00$0.00$0.00$0.00$0.42$0.00$0.00$1.15$0.00$0.00$0.23$1.79
2017$0.00$0.00$0.00$0.00$0.00$0.43$0.00$0.00$0.95$0.00$0.00$0.29$1.67
2016$0.00$0.00$0.00$0.00$0.00$0.28$0.00$0.00$0.81$0.00$0.00$0.27$1.36
2015$0.00$0.00$0.00$0.00$0.00$0.36$0.00$0.00$1.01$0.00$0.00$0.28$1.65
2014$0.00$0.00$0.18$0.00$0.00$0.44$0.00$0.00$1.26$0.00$0.00$0.44$2.32
2013$0.13$0.00$0.00$0.93$0.00$0.00$0.78$0.00$0.00$0.25$2.09

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.44%
-2.62%
DEM (WisdomTree Emerging Markets Equity Income Fund)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the WisdomTree Emerging Markets Equity Income Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the WisdomTree Emerging Markets Equity Income Fund was 51.85%, occurring on Mar 2, 2009. Recovery took 274 trading sessions.

The current WisdomTree Emerging Markets Equity Income Fund drawdown is 9.44%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-51.85%May 20, 2008197Mar 2, 2009274Apr 1, 2010471
-47.04%May 2, 20111188Jan 20, 2016504Jan 19, 20181692
-37.79%Jan 21, 202041Mar 18, 2020249Mar 15, 2021290
-27.18%Feb 17, 2022177Oct 31, 2022326Feb 20, 2024503
-19.03%Jan 29, 2018191Oct 29, 2018295Jan 2, 2020486

Volatility

Volatility Chart

The current WisdomTree Emerging Markets Equity Income Fund volatility is 3.64%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
3.64%
3.79%
DEM (WisdomTree Emerging Markets Equity Income Fund)
Benchmark (^GSPC)
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The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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