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AVEM vs. DEM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


AVEMDEM
YTD Return2.54%3.35%
1Y Return14.32%18.82%
3Y Return (Ann)-1.20%5.13%
Sharpe Ratio1.101.44
Daily Std Dev14.38%13.58%
Max Drawdown-36.05%-51.85%
Current Drawdown-10.75%-1.37%

Correlation

0.89
-1.001.00

The correlation between AVEM and DEM is 0.89, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Performance

AVEM vs. DEM - Performance Comparison

In the year-to-date period, AVEM achieves a 2.54% return, which is significantly lower than DEM's 3.35% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


10.00%15.00%20.00%25.00%30.00%OctoberNovemberDecember2024FebruaryMarch
29.40%
29.07%
AVEM
DEM

Compare stocks, funds, or ETFs


Avantis Emerging Markets Equity ETF

WisdomTree Emerging Markets Equity Income Fund

AVEM vs. DEM - Expense Ratio Comparison

AVEM has a 0.33% expense ratio, which is lower than DEM's 0.63% expense ratio.

DEM
WisdomTree Emerging Markets Equity Income Fund
0.50%1.00%1.50%2.00%0.63%
0.50%1.00%1.50%2.00%0.33%

Risk-Adjusted Performance

AVEM vs. DEM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis Emerging Markets Equity ETF (AVEM) and WisdomTree Emerging Markets Equity Income Fund (DEM). 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.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
AVEM
Avantis Emerging Markets Equity ETF
1.10
DEM
WisdomTree Emerging Markets Equity Income Fund
1.44

AVEM vs. DEM - Sharpe Ratio Comparison

The current AVEM Sharpe Ratio is 1.10, which roughly equals the DEM Sharpe Ratio of 1.44. The chart below compares the 12-month rolling Sharpe Ratio of AVEM and DEM.


Rolling 12-month Sharpe Ratio0.000.501.001.50OctoberNovemberDecember2024FebruaryMarch
1.10
1.44
AVEM
DEM

Dividends

AVEM vs. DEM - Dividend Comparison

AVEM's dividend yield for the trailing twelve months is around 2.98%, less than DEM's 5.64% yield.


TTM20232022202120202019201820172016201520142013
AVEM
Avantis Emerging Markets Equity ETF
2.98%3.06%2.77%2.61%1.60%0.34%0.00%0.00%0.00%0.00%0.00%0.00%
DEM
WisdomTree Emerging Markets Equity Income Fund
5.64%5.49%8.62%5.87%4.21%4.79%4.47%3.67%3.63%5.21%5.51%4.10%

Drawdowns

AVEM vs. DEM - Drawdown Comparison

The maximum AVEM drawdown since its inception was -36.05%, smaller than the maximum DEM drawdown of -51.85%. The drawdown chart below compares losses from any high point along the way for AVEM and DEM


-20.00%-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-10.75%
-1.37%
AVEM
DEM

Volatility

AVEM vs. DEM - Volatility Comparison

Avantis Emerging Markets Equity ETF (AVEM) and WisdomTree Emerging Markets Equity Income Fund (DEM) have volatilities of 3.50% and 3.53%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


3.50%4.00%4.50%5.00%5.50%OctoberNovemberDecember2024FebruaryMarch
3.50%
3.53%
AVEM
DEM