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WisdomTree Emerging Markets Equity Income UCITS ET...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINIE00BDF12W49
WKNA2ARXB
IssuerWisdomTree
Inception DateNov 2, 2016
CategoryEmerging Markets Equities
Index TrackedMSCI EM NR USD
DomicileIreland
Distribution PolicyAccumulating
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Value

Expense Ratio

The WisdomTree Emerging Markets Equity Income UCITS ETF Acc has a high expense ratio of 0.46%, indicating higher-than-average management fees.


Expense ratio chart for DEMS.L: current value at 0.46% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.46%

Share Price Chart


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Compare to other instruments

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WisdomTree Emerging Markets Equity Income UCITS ETF Acc

Popular comparisons: DEMS.L vs. GGRG.L

Performance

Performance Chart

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


0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
10.06%
17.73%
DEMS.L (WisdomTree Emerging Markets Equity Income UCITS ETF Acc)
Benchmark (^GSPC)

S&P 500

Returns By Period

WisdomTree Emerging Markets Equity Income UCITS ETF Acc had a return of 3.08% year-to-date (YTD) and 16.07% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date3.08%6.33%
1 month-0.36%-2.81%
6 months10.06%21.13%
1 year16.07%24.56%
5 years (annualized)4.80%11.55%
10 years (annualized)N/A10.55%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-1.88%3.38%2.38%
20233.30%-2.65%2.95%4.54%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of DEMS.L is 74, suggesting that the investment has average results relative to the market in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.

The Risk-Adjusted Performance Rank of DEMS.L is 7474
WisdomTree Emerging Markets Equity Income UCITS ETF Acc(DEMS.L)
The Sharpe Ratio Rank of DEMS.L is 6868Sharpe Ratio Rank
The Sortino Ratio Rank of DEMS.L is 6868Sortino Ratio Rank
The Omega Ratio Rank of DEMS.L is 6868Omega Ratio Rank
The Calmar Ratio Rank of DEMS.L is 9191Calmar Ratio Rank
The Martin Ratio Rank of DEMS.L is 7676Martin 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 UCITS ETF Acc (DEMS.L) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


DEMS.L
Sharpe ratio
The chart of Sharpe ratio for DEMS.L, currently valued at 1.38, compared to the broader market-1.000.001.002.003.004.001.38
Sortino ratio
The chart of Sortino ratio for DEMS.L, currently valued at 2.02, compared to the broader market-2.000.002.004.006.008.002.02
Omega ratio
The chart of Omega ratio for DEMS.L, currently valued at 1.25, compared to the broader market1.001.502.001.25
Calmar ratio
The chart of Calmar ratio for DEMS.L, currently valued at 2.36, compared to the broader market0.002.004.006.008.0010.002.36
Martin ratio
The chart of Martin ratio for DEMS.L, currently valued at 7.01, compared to the broader market0.0010.0020.0030.0040.0050.0060.007.01
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.91, compared to the broader market-1.000.001.002.003.004.001.91
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.77, compared to the broader market-2.000.002.004.006.008.002.77
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market1.001.502.001.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.46, compared to the broader market0.002.004.006.008.0010.001.46
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.61, compared to the broader market0.0010.0020.0030.0040.0050.0060.007.61

Sharpe Ratio

The current WisdomTree Emerging Markets Equity Income UCITS ETF Acc Sharpe ratio is 1.38. A Sharpe ratio greater than 1.0 is considered acceptable.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00NovemberDecember2024FebruaryMarchApril
1.38
1.69
DEMS.L (WisdomTree Emerging Markets Equity Income UCITS ETF Acc)
Benchmark (^GSPC)

Dividends

Dividend History


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

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%NovemberDecember2024FebruaryMarchApril
-2.60%
-2.21%
DEMS.L (WisdomTree Emerging Markets Equity Income UCITS ETF Acc)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the WisdomTree Emerging Markets Equity Income UCITS ETF Acc. 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 Acc was 29.57%, occurring on Mar 19, 2020. Recovery took 382 trading sessions.

The current WisdomTree Emerging Markets Equity Income UCITS ETF Acc drawdown is 2.60%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-29.57%Jan 21, 202043Mar 19, 2020382Oct 7, 2021425
-14.79%Feb 17, 2022176Oct 31, 2022183Jul 25, 2023359
-10.87%Jan 29, 2018179Oct 11, 201880Feb 5, 2019259
-8.51%Jul 31, 201919Aug 27, 201988Jan 2, 2020107
-7.58%Apr 23, 201914May 13, 201925Jun 18, 201939

Volatility

Volatility Chart

The current WisdomTree Emerging Markets Equity Income UCITS ETF Acc volatility is 3.59%, 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%2.50%3.00%3.50%4.00%4.50%5.00%5.50%NovemberDecember2024FebruaryMarchApril
3.59%
4.46%
DEMS.L (WisdomTree Emerging Markets Equity Income UCITS ETF Acc)
Benchmark (^GSPC)