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AVEM.L vs. DEMS.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AVEM.L vs. DEMS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Avantis Emerging Markets Equity UCITS ETF USD Acc (AVEM.L) and WisdomTree Emerging Markets Equity Income UCITS ETF Acc (DEMS.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

AVEM.L is traded in USD, while DEMS.L is traded in GBp. To make them comparable, the DEMS.L values have been converted to USD using the latest available exchange rates.

Returns By Period

The year-to-date returns for both stocks are quite close, with AVEM.L having a 16.34% return and DEMS.L slightly lower at 15.93%.


AVEM.L

1D
-1.11%
1M
-2.81%
YTD
16.34%
6M
18.51%
1Y
37.78%
3Y*
5Y*
10Y*

DEMS.L

1D
-2.31%
1M
-0.27%
YTD
15.93%
6M
16.22%
1Y
26.15%
3Y*
17.99%
5Y*
9.28%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

AVEM.L vs. DEMS.L - Yearly Performance Comparison


Correlation

The correlation between AVEM.L and DEMS.L is 0.80, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.80

Correlation (All Time)
Calculated using the full available price history since Mar 25, 2025

0.80

The correlation between AVEM.L and DEMS.L has been stable across timeframes, ranging from 0.80 to 0.80 - a consistent structural relationship.

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Return for Risk

AVEM.L vs. DEMS.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AVEM.L
AVEM.L Risk / Return Rank: 6666
Overall Rank
AVEM.L Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
AVEM.L Sortino Ratio Rank: 6767
Sortino Ratio Rank
AVEM.L Omega Ratio Rank: 6767
Omega Ratio Rank
AVEM.L Calmar Ratio Rank: 6464
Calmar Ratio Rank
AVEM.L Martin Ratio Rank: 6666
Martin Ratio Rank

DEMS.L
DEMS.L Risk / Return Rank: 8383
Overall Rank
DEMS.L Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
DEMS.L Sortino Ratio Rank: 8181
Sortino Ratio Rank
DEMS.L Omega Ratio Rank: 8080
Omega Ratio Rank
DEMS.L Calmar Ratio Rank: 8686
Calmar Ratio Rank
DEMS.L Martin Ratio Rank: 8484
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.

AVEM.L vs. DEMS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis Emerging Markets Equity UCITS ETF USD Acc (AVEM.L) and WisdomTree Emerging Markets Equity Income UCITS ETF Acc (DEMS.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.


AVEM.LDEMS.LDifference
Sharpe ratioReturn per unit of total volatility

+0.04

Sortino ratioReturn per unit of downside risk

+0.04

Omega ratioGain probability vs. loss probability

1.36

1.35

+0.01

Calmar ratioReturn relative to maximum drawdown

2.89

3.36

-0.46

Martin ratioReturn relative to average drawdown

11.01

11.14

-0.13

AVEM.L vs. DEMS.L - Sharpe Ratio Comparison

The current AVEM.L Sharpe Ratio is 2.01, which is comparable to the DEMS.L Sharpe Ratio of 1.97. The chart below compares the historical Sharpe Ratios of AVEM.L and DEMS.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


AVEM.LDEMS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.01

1.97

+0.04

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.61

Sharpe Ratio (All Time)

Calculated using the full available price history

1.91

0.33

+1.58

Drawdowns

AVEM.L vs. DEMS.L - Drawdown Comparison

The maximum AVEM.L drawdown since its inception was -13.87%, smaller than the maximum DEMS.L drawdown of -38.10%. Use the drawdown chart below to compare losses from any high point for AVEM.L and DEMS.L.


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Drawdown Indicators


AVEM.LDEMS.LDifference

Max Drawdown

Largest peak-to-trough decline

-13.87%

-38.10%

+24.23%

Max Drawdown (1Y)

Largest decline over 1 year

-13.05%

-7.84%

-5.21%

Max Drawdown (3Y)

Largest decline over 3 years

-14.77%

Max Drawdown (5Y)

Largest decline over 5 years

-28.11%

Current Drawdown

Current decline from peak

-7.02%

-3.73%

-3.29%

Average Drawdown

Average peak-to-trough decline

-2.11%

-10.03%

+7.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.43%

2.37%

+1.06%

Volatility

AVEM.L vs. DEMS.L - Volatility Comparison

Avantis Emerging Markets Equity UCITS ETF USD Acc (AVEM.L) has a higher volatility of 7.97% compared to WisdomTree Emerging Markets Equity Income UCITS ETF Acc (DEMS.L) at 5.63%. This indicates that AVEM.L's price experiences larger fluctuations and is considered to be riskier than DEMS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AVEM.LDEMS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.97%

5.63%

+2.34%

Volatility (6M)

Calculated over the trailing 6-month period

15.98%

10.99%

+4.99%

Volatility (1Y)

Calculated over the trailing 1-year period

18.86%

13.34%

+5.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.86%

15.10%

+4.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.86%

21.00%

-1.14%

AVEM.L vs. DEMS.L - Expense Ratio Comparison

AVEM.L has a 0.35% expense ratio, which is lower than DEMS.L's 0.46% expense ratio.


Dividends

AVEM.L vs. DEMS.L - Dividend Comparison

Neither AVEM.L nor DEMS.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


AVEM.L and DEMS.L have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, AVEM.L is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

AVEM.L is cheaper with a 0.35% expense ratio, compared with 0.46% for DEMS.L.

They also come from different issuers: Avantis and WisdomTree. Their fees differ too: 0.35% for AVEM.L and 0.46% for DEMS.L.

Portfolio Optimizer

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