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WisdomTree Emerging Markets Equity Income UCITS ET...
Performance
Return for Risk
Dividends
Drawdowns
Volatility

ETF Info

ISIN
IE00BQQ3Q067
Inception Date
Nov 2, 2016
Leveraged
1x (No leverage)
Index Tracked
WisdomTree Emerging Markets High Dividend Index
Domicile
Ireland
Distribution Policy
Accumulating
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Value

Share Price Chart


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Performance

Performance Chart

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


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S&P 500 Index

Returns By Period

WisdomTree Emerging Markets Equity Income UCITS ETF (DEMR.L) has returned 3.77% so far this year and 19.52% over the past 12 months.


WisdomTree Emerging Markets Equity Income UCITS ETF

1D
0.77%
1M
-5.74%
YTD
3.77%
6M
6.53%
1Y
19.52%
3Y*
14.82%
5Y*
7.90%
10Y*

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Nov 8, 2016, DEMR.L's average daily return is +0.04%, while the average monthly return is +0.73%. At this rate, your investment would double in approximately 7.9 years.

Historically, 58% of months were positive and 42% were negative. The best month was Nov 2022 with a return of +13.7%, while the worst month was Mar 2020 at -16.5%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 5 months.

On a daily basis, DEMR.L closed higher 53% of trading days. The best single day was Mar 24, 2020 with a return of +7.7%, while the worst single day was Mar 12, 2020 at -11.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20265.45%4.40%-5.74%3.77%
20251.47%0.00%3.23%-0.45%4.77%4.64%-0.05%1.73%1.10%-0.23%1.41%1.46%20.63%
2024-2.17%2.78%2.36%-0.33%2.60%2.67%-0.56%1.50%2.56%-3.91%-1.29%-0.64%5.41%
20237.08%-3.48%2.39%0.18%-1.28%4.88%7.17%-5.18%-0.49%-3.33%7.34%5.40%21.41%
20222.00%-0.34%-3.79%-4.59%-0.49%-8.46%0.42%0.38%-8.60%-1.68%13.68%-0.70%-13.08%
2021-0.97%4.33%4.73%0.92%2.64%-1.43%-1.62%3.29%0.42%-0.89%-2.53%4.65%13.97%

Benchmark Metrics

WisdomTree Emerging Markets Equity Income UCITS ETF has an annualized alpha of 3.21%, beta of 0.46, and R² of 0.25 versus S&P 500 Index. Calculated based on daily prices since November 09, 2016.

  • This ETF participated in 71.10% of S&P 500 Index downside but only 62.43% of its upside — more exposed to losses than it benefited from rallies.
  • Beta of 0.46 may look defensive, but with R² of 0.25 this ETF is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R² of 0.25 means this ETF moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
3.21%
Beta
0.46
0.25
Upside Capture
62.43%
Downside Capture
71.10%

Expense Ratio

DEMR.L has an expense ratio of 0.46%, placing it in the medium range.


Return for Risk

Risk / Return Rank

DEMR.L ranks 65 for risk / return — better than 65% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


DEMR.L Risk / Return Rank: 6565
Overall Rank
DEMR.L Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
DEMR.L Sortino Ratio Rank: 6363
Sortino Ratio Rank
DEMR.L Omega Ratio Rank: 6565
Omega Ratio Rank
DEMR.L Calmar Ratio Rank: 6161
Calmar Ratio Rank
DEMR.L Martin Ratio Rank: 6969
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for WisdomTree Emerging Markets Equity Income UCITS ETF (DEMR.L) and compare them to a chosen benchmark (S&P 500 Index).


DEMR.LBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.22

0.90

+0.33

Sortino ratio

Return per unit of downside risk

1.65

1.39

+0.26

Omega ratio

Gain probability vs. loss probability

1.25

1.21

+0.04

Calmar ratio

Return relative to maximum drawdown

1.61

1.40

+0.21

Martin ratio

Return relative to average drawdown

7.27

6.61

+0.66

Explore DEMR.L risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History


WisdomTree Emerging Markets Equity Income UCITS ETF doesn't pay dividends

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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the WisdomTree Emerging Markets Equity Income UCITS ETF. 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 UCITS ETF was 36.98%, occurring on Mar 19, 2020. Recovery took 263 trading sessions.

The current WisdomTree Emerging Markets Equity Income UCITS ETF drawdown is 6.40%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-36.98%Jan 20, 202044Mar 19, 2020263Apr 21, 2021307
-27.86%Feb 17, 2022176Oct 31, 2022328Feb 20, 2024504
-18.56%Jan 29, 2018191Oct 29, 2018296Jan 2, 2020487
-14.84%Sep 27, 2024136Apr 9, 202521May 13, 2025157
-10.99%Jul 15, 202416Aug 5, 202436Sep 25, 202452

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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