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DEM.L vs. BTC-USD
Performance
Return for Risk
Drawdowns
Volatility

Performance

DEM.L vs. BTC-USD - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in WisdomTree Emerging Markets Equity Income UCITS ETF (DEM.L) and Bitcoin (BTC-USD). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, DEM.L achieves a 19.52% return, which is significantly higher than BTC-USD's -24.90% return. Over the past 10 years, DEM.L has underperformed BTC-USD with an annualized return of 11.10%, while BTC-USD has yielded a comparatively higher 56.83% annualized return.


DEM.L

1D
1.92%
1M
5.07%
YTD
19.52%
6M
20.30%
1Y
29.45%
3Y*
15.43%
5Y*
11.06%
10Y*
11.10%

BTC-USD

1D
3.07%
1M
-17.81%
YTD
-24.90%
6M
-26.11%
1Y
-37.62%
3Y*
34.59%
5Y*
11.32%
10Y*
56.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DEM.L vs. BTC-USD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DEM.L
WisdomTree Emerging Markets Equity Income UCITS ETF
19.52%12.71%6.85%14.78%-2.59%15.16%-9.47%14.76%-2.21%15.11%
BTC-USD
Bitcoin
-24.90%-12.95%125.81%140.73%-59.81%60.91%292.68%86.71%-73.15%1,284.82%

Correlation

The correlation between DEM.L and BTC-USD is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.08

Correlation (3Y)
Calculated over the trailing 3-year period

0.07

Correlation (5Y)
Calculated over the trailing 5-year period

0.10

Correlation (10Y)
Calculated over the trailing 10-year period

0.08

Correlation (All Time)
Calculated using the full available price history since Nov 14, 2014

0.07

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Return for Risk

DEM.L vs. BTC-USD — Risk / Return Rank

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

DEM.L
DEM.L Risk / Return Rank: 7979
Overall Rank
DEM.L Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
DEM.L Sortino Ratio Rank: 7777
Sortino Ratio Rank
DEM.L Omega Ratio Rank: 7373
Omega Ratio Rank
DEM.L Calmar Ratio Rank: 8787
Calmar Ratio Rank
DEM.L Martin Ratio Rank: 8383
Martin Ratio Rank

BTC-USD
BTC-USD Risk / Return Rank: 3636
Overall Rank
BTC-USD Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
BTC-USD Sortino Ratio Rank: 3636
Sortino Ratio Rank
BTC-USD Omega Ratio Rank: 3535
Omega Ratio Rank
BTC-USD Calmar Ratio Rank: 5353
Calmar Ratio Rank
BTC-USD Martin Ratio Rank: 3535
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.

DEM.L vs. BTC-USD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Emerging Markets Equity Income UCITS ETF (DEM.L) and Bitcoin (BTC-USD). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


DEM.LBTC-USDDifference
Sharpe ratioReturn per unit of total volatility

+3.04

Sortino ratioReturn per unit of downside risk

+4.19

Omega ratioGain probability vs. loss probability

1.38

0.87

+0.51

Calmar ratioReturn relative to maximum drawdown

4.36

-0.74

+5.11

Martin ratioReturn relative to average drawdown

14.77

-1.29

+16.05

DEM.L vs. BTC-USD - Sharpe Ratio Comparison

The current DEM.L Sharpe Ratio is 2.14, which is higher than the BTC-USD Sharpe Ratio of -0.90. The chart below compares the historical Sharpe Ratios of DEM.L and BTC-USD, 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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Drawdowns

DEM.L vs. BTC-USD - Drawdown Comparison

The maximum DEM.L drawdown since its inception was -55.11%, smaller than the maximum BTC-USD drawdown of -84.19%. Use the drawdown chart below to compare losses from any high point for DEM.L and BTC-USD.


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Drawdown Indicators


DEM.LBTC-USDDifference

Max Drawdown

Largest peak-to-trough decline

-55.11%

-84.19%

+29.08%

Max Drawdown (1Y)

Largest decline over 1 year

-6.56%

-50.55%

+43.99%

Max Drawdown (3Y)

Largest decline over 3 years

-12.37%

-50.55%

+38.18%

Max Drawdown (5Y)

Largest decline over 5 years

-14.48%

-73.24%

+58.76%

Max Drawdown (10Y)

Largest decline over 10 years

-30.09%

-82.15%

+52.06%

Current Drawdown

Current decline from peak

-0.50%

-47.29%

+46.79%

Average Drawdown

Average peak-to-trough decline

-14.89%

-40.36%

+25.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.94%

34.99%

-33.05%

Volatility

DEM.L vs. BTC-USD - Volatility Comparison

The current volatility for WisdomTree Emerging Markets Equity Income UCITS ETF (DEM.L) is 4.88%, while Bitcoin (BTC-USD) has a volatility of 11.79%. This indicates that DEM.L experiences smaller price fluctuations and is considered to be less risky than BTC-USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DEM.LBTC-USDDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.88%

11.79%

-6.91%

Volatility (6M)

Calculated over the trailing 6-month period

10.13%

34.04%

-23.91%

Volatility (1Y)

Calculated over the trailing 1-year period

13.38%

34.70%

-21.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.09%

44.40%

-31.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.79%

55.76%

-39.97%

Frequently Asked Questions


DEM.L and BTC-USD have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for DEM.L and BTC-USD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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