6PSC.DE vs. DEM.L
6PSC.DE (Invesco FTSE RAFI Europe UCITS ETF) and DEM.L (WisdomTree Emerging Markets Equity Income UCITS ETF) are both exchange-traded funds - 6PSC.DE is a Europe Equities fund tracking the FTSE RAFI Europe, while DEM.L is a Emerging Markets Equities fund tracking the MSCI EM NR USD. Both are passively managed. Over the past 10 years, 6PSC.DE returned 10.23%/yr vs 11.35%/yr for DEM.L. A 0.53 correlation means they provide meaningful diversification when combined. 6PSC.DE charges 0.39%/yr vs 0.46%/yr for DEM.L.
Performance
6PSC.DE vs. DEM.L - Performance Comparison
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Different Trading Currencies
6PSC.DE is traded in EUR, while DEM.L is traded in GBp. To make them comparable, the DEM.L values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, 6PSC.DE achieves a 8.79% return, which is significantly lower than DEM.L's 20.48% return. Over the past 10 years, 6PSC.DE has underperformed DEM.L with an annualized return of 10.23%, while DEM.L has yielded a comparatively higher 11.35% annualized return.
6PSC.DE
- 1D
- 0.50%
- 1M
- 1.19%
- YTD
- 8.79%
- 6M
- 11.76%
- 1Y
- 21.88%
- 3Y*
- 18.36%
- 5Y*
- 12.72%
- 10Y*
- 10.23%
DEM.L
- 1D
- 0.22%
- 1M
- 6.09%
- YTD
- 20.48%
- 6M
- 20.30%
- 1Y
- 28.16%
- 3Y*
- 18.77%
- 5Y*
- 12.62%
- 10Y*
- 11.35%
6PSC.DE vs. DEM.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
6PSC.DE Invesco FTSE RAFI Europe UCITS ETF | 8.79% | 28.47% | 10.65% | 16.01% | -4.18% | 26.14% | -8.74% | 22.28% | -11.68% | 10.84% |
DEM.L WisdomTree Emerging Markets Equity Income UCITS ETF | 20.50% | 6.83% | 17.09% | 20.54% | -7.62% | 22.65% | -10.89% | 24.16% | -3.18% | 10.24% |
Correlation
The correlation between 6PSC.DE and DEM.L is 0.50, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.50 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.53 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.50 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.53 |
Correlation (All Time) Calculated using the full available price history since Nov 21, 2014 | 0.53 |
The correlation between 6PSC.DE and DEM.L has been stable across timeframes, ranging from 0.50 to 0.53 - a consistent structural relationship.
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Return for Risk
6PSC.DE vs. DEM.L — Risk / Return Rank
6PSC.DE
DEM.L
6PSC.DE vs. DEM.L - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco FTSE RAFI Europe UCITS ETF (6PSC.DE) and WisdomTree Emerging Markets Equity Income UCITS ETF (DEM.L). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| 6PSC.DE | DEM.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.22 | ||
| Sortino ratioReturn per unit of downside risk | -0.45 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.38 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.66 | 4.74 | -2.08 |
| Martin ratioReturn relative to average drawdown | 9.93 | 16.07 | -6.14 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| 6PSC.DE | DEM.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.92 | 2.14 | -0.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.87 | 0.92 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.60 | 0.75 | -0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.52 | 0.00 |
Drawdowns
6PSC.DE vs. DEM.L - Drawdown Comparison
The maximum 6PSC.DE drawdown since its inception was -39.52%, roughly equal to the maximum DEM.L drawdown of -40.39%. Use the drawdown chart below to compare losses from any high point for 6PSC.DE and DEM.L.
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Drawdown Indicators
| 6PSC.DE | DEM.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.52% | -40.39% | +0.87% |
Max Drawdown (1Y)Largest decline over 1 year | -8.23% | -5.92% | -2.31% |
Max Drawdown (3Y)Largest decline over 3 years | -15.44% | -15.07% | -0.37% |
Max Drawdown (5Y)Largest decline over 5 years | -17.94% | -16.94% | -1.00% |
Max Drawdown (10Y)Largest decline over 10 years | -39.52% | -36.38% | -3.14% |
Current DrawdownCurrent decline from peak | -1.23% | -0.77% | -0.46% |
Average DrawdownAverage peak-to-trough decline | -6.73% | -8.43% | +1.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.21% | 1.75% | +0.46% |
Volatility
6PSC.DE vs. DEM.L - Volatility Comparison
The current volatility for Invesco FTSE RAFI Europe UCITS ETF (6PSC.DE) is 3.45%, while WisdomTree Emerging Markets Equity Income UCITS ETF (DEM.L) has a volatility of 4.38%. This indicates that 6PSC.DE experiences smaller price fluctuations and is considered to be less risky than DEM.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| 6PSC.DE | DEM.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.45% | 4.38% | -0.93% |
Volatility (6M)Calculated over the trailing 6-month period | 9.05% | 9.73% | -0.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.39% | 13.09% | -1.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.40% | 13.81% | +0.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.34% | 16.78% | +0.56% |
6PSC.DE vs. DEM.L - Expense Ratio Comparison
6PSC.DE has a 0.39% expense ratio, which is lower than DEM.L's 0.46% expense ratio.
Dividends
6PSC.DE vs. DEM.L - Dividend Comparison
6PSC.DE's dividend yield for the trailing twelve months is around 2.75%, less than DEM.L's 3.72% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
6PSC.DE Invesco FTSE RAFI Europe UCITS ETF | 2.75% | 3.05% | 3.57% | 3.59% | 3.41% | 2.75% | 2.06% | 3.55% | 3.67% | 2.80% | 2.83% | 2.73% |
DEM.L WisdomTree Emerging Markets Equity Income UCITS ETF | 3.72% | 4.47% | 11.82% | 9.48% | 7.05% | 4.14% | 9.14% | 6.10% | 4.19% | 3.16% | 1.48% | 4.55% |
Frequently Asked Questions
6PSC.DE and DEM.L have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, 6PSC.DE is cheaper at 0.39% per year. The better choice depends on whether you care most about return, fees, risk, or income.
6PSC.DE is cheaper with a 0.39% expense ratio, compared with 0.46% for DEM.L.
6PSC.DE is categorized as Europe Equities, while DEM.L is Emerging Markets Equities. 6PSC.DE tracks FTSE RAFI Europe, while DEM.L tracks MSCI EM NR USD. They also come from different issuers: Invesco and WisdomTree. Their fees differ too: 0.39% for 6PSC.DE and 0.46% for DEM.L.
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