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DEM.L vs. EPP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

DEM.L vs. EPP

Last updated Jun 14, 2026

DEM.L (WisdomTree Emerging Markets Equity Income UCITS ETF) and EPP (iShares MSCI Pacific ex Japan ETF) are both exchange-traded funds - DEM.L is a Emerging Markets Equities fund tracking the MSCI EM NR USD, while EPP is a Asia Pacific Equities fund tracking the MSCI Pacific ex-Japan Index. Both are passively managed. Over the past 10 years, DEM.L returned 11.10%/yr vs 8.35%/yr for EPP. A 0.58 correlation means they provide meaningful diversification when combined. DEM.L charges 0.46%/yr vs 0.48%/yr for EPP.

Performance

DEM.L vs. EPP - 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 iShares MSCI Pacific ex Japan ETF (EPP). 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 EPP is traded in USD. To make them comparable, the EPP 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 EPP's 9.17% return. Over the past 10 years, DEM.L has outperformed EPP with an annualized return of 11.10%, while EPP has yielded a comparatively lower 8.35% 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%

EPP

1D
0.75%
1M
-0.92%
YTD
9.17%
6M
9.34%
1Y
17.09%
3Y*
9.97%
5Y*
5.61%
10Y*
8.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DEM.L vs. EPP - 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%
EPP
iShares MSCI Pacific ex Japan ETF		9.17%11.17%6.59%0.47%4.52%5.25%2.93%13.80%-5.49%15.15%

Correlation

The correlation between DEM.L and EPP is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.45

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

0.51

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

0.50

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

0.57

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

0.58

The correlation between DEM.L and EPP shifts across timeframes, from 0.45 (1 year) to 0.58 (all time), reflecting how their relationship changes across market environments.

DEM.L vs. EPP - Sectors Allocation Comparison

Sectors
DEM.L
EPP

Financial Services

25.5%
44.9%

Technology

16.7%
1.0%

Industrials

11.7%
8.5%

Consumer Defensive

8.9%
2.9%

Consumer Cyclical

8.7%
6.2%

Basic Materials

6.5%
17.0%

Communication Services

5.5%
2.6%

Real Estate

5.0%
7.4%

Utilities

4.8%
3.5%

Energy

4.8%
2.7%

Healthcare

2.0%
3.3%

Financial Services

DEM.L
25.5%
EPP
44.9%

Technology

DEM.L
16.7%
EPP
1.0%

Industrials

DEM.L
11.7%
EPP
8.5%

Consumer Defensive

DEM.L
8.9%
EPP
2.9%

Consumer Cyclical

DEM.L
8.7%
EPP
6.2%

Basic Materials

DEM.L
6.5%
EPP
17.0%

Communication Services

DEM.L
5.5%
EPP
2.6%

Real Estate

DEM.L
5.0%
EPP
7.4%

Utilities

DEM.L
4.8%
EPP
3.5%

Energy

DEM.L
4.8%
EPP
2.7%

Healthcare

DEM.L
2.0%
EPP
3.3%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

WisdomTree Emerging Markets Equity Income UCITS ETF

iShares MSCI Pacific ex Japan ETF

Often compared with DEM.L:
DEM.L vs. JEPG.LDEM.L vs. IEMGDEM.L vs. VEVE.ASDEM.L vs. IWRD.LDEM.L vs. QQQMDEM.L vs. QGRWDEM.L vs. SSO
Often compared with EPP:
EPP vs. EWTEPP vs. AAXJEPP vs. BBAXEPP vs. EWHEPP vs. AIAEPP vs. EWYEPP vs. VPL

Return for Risk

DEM.L vs. EPP — 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
EPP
EPP Risk / Return Rank: 3232
Overall Rank
EPP Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
EPP Sortino Ratio Rank: 2929
Sortino Ratio Rank
EPP Omega Ratio Rank: 2929
Omega Ratio Rank
EPP Calmar Ratio Rank: 3838
Calmar Ratio Rank
EPP Martin Ratio Rank: 3636
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. EPP - 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 iShares MSCI Pacific ex Japan ETF (EPP). 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.LEPPDifference
Sharpe ratioReturn per unit of total volatility
2.14
1.29

+0.85

Sortino ratioReturn per unit of downside risk
2.98
1.80

+1.18

Omega ratioGain probability vs. loss probability

1.38

1.23

+0.14

Calmar ratioReturn relative to maximum drawdown

4.36

2.19

+2.17

Martin ratioReturn relative to average drawdown

14.77

6.70

+8.07

DEM.L vs. EPP - Sharpe Ratio Comparison

The current DEM.L Sharpe Ratio is 2.14, which is higher than the EPP Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of DEM.L and EPP, 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. EPP - Drawdown Comparison

The maximum DEM.L drawdown since its inception was -55.11%, which is greater than EPP's maximum drawdown of -52.09%. Use the drawdown chart below to compare losses from any high point for DEM.L and EPP.

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Drawdown Indicators

DEM.LEPPDifference

Max Drawdown

Largest peak-to-trough decline

-55.11%

-52.09%

-3.02%

Max Drawdown (1Y)

Largest decline over 1 year

-6.56%

-7.46%

+0.90%

Max Drawdown (3Y)

Largest decline over 3 years

-12.37%

-17.91%

+5.54%

Max Drawdown (5Y)

Largest decline over 5 years

-14.48%

-17.91%

+3.43%

Max Drawdown (10Y)

Largest decline over 10 years

-30.09%

-33.26%

+3.17%

Current Drawdown

Current decline from peak

-0.50%

-2.93%

+2.43%

Average Drawdown

Average peak-to-trough decline

-14.89%

-8.49%

-6.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.94%

2.43%

-0.49%

Volatility

DEM.L vs. EPP - Volatility Comparison

WisdomTree Emerging Markets Equity Income UCITS ETF (DEM.L) and iShares MSCI Pacific ex Japan ETF (EPP) have volatilities of 4.88% and 4.69%, 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.

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Volatility by Period

DEM.LEPPDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.88%

4.69%

+0.19%

Volatility (6M)

Calculated over the trailing 6-month period

10.13%

10.35%

-0.22%

Volatility (1Y)

Calculated over the trailing 1-year period

13.38%

12.71%

+0.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.09%

14.51%

-1.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.79%

17.77%

-1.98%

DEM.L vs. EPP - Expense Ratio Comparison

DEM.L has a 0.46% expense ratio, which is lower than EPP's 0.48% expense ratio.

Dividends

DEM.L vs. EPP - Dividend Comparison

DEM.L's dividend yield for the trailing twelve months is around 3.72%, more than EPP's 3.47% yield.

PositionTTM20252024202320222021202020192018201720162015
DEM.L
WisdomTree Emerging Markets Equity Income UCITS ETF		3.72%4.47%7.67%7.00%7.05%4.14%4.77%4.33%4.19%3.15%1.49%4.55%
EPP
iShares MSCI Pacific ex Japan ETF		3.47%3.77%3.81%4.10%4.37%4.58%2.28%3.89%5.00%4.15%3.96%4.90%

Frequently Asked Questions

DEM.L and EPP have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DEM.L is cheaper at 0.46% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DEM.L is cheaper with a 0.46% expense ratio, compared with 0.48% for EPP.

DEM.L is categorized as Emerging Markets Equities, while EPP is Asia Pacific Equities. DEM.L tracks MSCI EM NR USD, while EPP tracks MSCI Pacific ex-Japan Index. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.46% for DEM.L and 0.48% for EPP.

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