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

Performance

DEM.L vs. IPOL.L - 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 Poland UCITS ETF USD (Acc) (IPOL.L). 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 IPOL.L is traded in USD. To make them comparable, the IPOL.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

The year-to-date returns for both investments are quite close, with DEM.L having a 14.51% return and IPOL.L slightly higher at 14.97%. Over the past 10 years, DEM.L has underperformed IPOL.L with an annualized return of 7.79%, while IPOL.L has yielded a comparatively higher 9.34% annualized return.


DEM.L

1D
-0.48%
1M
-5.81%
6M
11.38%
YTD
14.51%
1Y
19.59%
3Y*
14.76%
5Y*
10.26%
10Y*
7.79%

IPOL.L

1D
-1.01%
1M
-4.14%
6M
12.04%
YTD
14.97%
1Y
30.48%
3Y*
26.74%
5Y*
15.31%
10Y*
9.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DEM.L vs. IPOL.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DEM.L
WisdomTree Emerging Markets Equity Income UCITS ETF
14.51%12.71%6.85%14.78%-2.59%15.16%-9.47%11.19%-6.09%13.87%
IPOL.L
iShares MSCI Poland UCITS ETF USD (Acc)
14.97%60.44%-4.46%41.75%-17.88%7.85%-13.81%-10.35%-7.43%40.84%

Correlation

The correlation between DEM.L and IPOL.L is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.41

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

0.44

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

0.45

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

0.51

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

0.51

The correlation between DEM.L and IPOL.L has been stable across timeframes, ranging from 0.41 to 0.51 - a consistent structural relationship.

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Return for Risk

DEM.L vs. IPOL.L — 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: 5858
Overall Rank
DEM.L Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
DEM.L Sortino Ratio Rank: 5252
Sortino Ratio Rank
DEM.L Omega Ratio Rank: 5050
Omega Ratio Rank
DEM.L Calmar Ratio Rank: 7474
Calmar Ratio Rank
DEM.L Martin Ratio Rank: 6464
Martin Ratio Rank

IPOL.L
IPOL.L Risk / Return Rank: 5353
Overall Rank
IPOL.L Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
IPOL.L Sortino Ratio Rank: 4747
Sortino Ratio Rank
IPOL.L Omega Ratio Rank: 4343
Omega Ratio Rank
IPOL.L Calmar Ratio Rank: 7777
Calmar Ratio Rank
IPOL.L Martin Ratio Rank: 5353
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. IPOL.L - 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 Poland UCITS ETF USD (Acc) (IPOL.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.

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.LIPOL.LDifference
Sharpe ratioReturn per unit of total volatility

+0.14

Sortino ratioReturn per unit of downside risk

+0.14

Omega ratioGain probability vs. loss probability

1.25

1.22

+0.03

Calmar ratioReturn relative to maximum drawdown

2.90

3.16

-0.26

Martin ratioReturn relative to average drawdown

8.71

7.17

+1.55

DEM.L vs. IPOL.L - Sharpe Ratio Comparison

The current DEM.L Sharpe Ratio is 1.43, which is comparable to the IPOL.L Sharpe Ratio of 1.28. The chart below compares the historical Sharpe Ratios of DEM.L and IPOL.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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Drawdowns

DEM.L vs. IPOL.L - Drawdown Comparison

The maximum DEM.L drawdown since its inception was -55.11%, roughly equal to the maximum IPOL.L drawdown of -56.74%. Use the drawdown chart below to compare losses from any high point for DEM.L and IPOL.L.


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Drawdown Indicators


DEM.LIPOL.LDifference

Max Drawdown

Largest peak-to-trough decline

-55.11%

-56.74%

+1.63%

Max Drawdown (1Y)

Largest decline over 1 year

-6.72%

-9.60%

+2.88%

Max Drawdown (3Y)

Largest decline over 3 years

-12.37%

-19.63%

+7.26%

Max Drawdown (5Y)

Largest decline over 5 years

-14.48%

-46.45%

+31.97%

Max Drawdown (10Y)

Largest decline over 10 years

-30.09%

-56.74%

+26.65%

Current Drawdown

Current decline from peak

-6.72%

-4.14%

-2.58%

Average Drawdown

Average peak-to-trough decline

-17.55%

-21.55%

+4.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.24%

4.24%

-2.00%

Volatility

DEM.L vs. IPOL.L - Volatility Comparison

WisdomTree Emerging Markets Equity Income UCITS ETF (DEM.L) has a higher volatility of 5.37% compared to iShares MSCI Poland UCITS ETF USD (Acc) (IPOL.L) at 5.06%. This indicates that DEM.L's price experiences larger fluctuations and is considered to be riskier than IPOL.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DEM.LIPOL.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.37%

5.06%

+0.31%

Volatility (6M)

Calculated over the trailing 6-month period

11.26%

18.08%

-6.82%

Volatility (1Y)

Calculated over the trailing 1-year period

13.66%

23.64%

-9.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.32%

27.89%

-14.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.89%

25.84%

-9.95%

DEM.L vs. IPOL.L - Expense Ratio Comparison

DEM.L has a 0.46% expense ratio, which is lower than IPOL.L's 0.74% expense ratio.


Dividends

DEM.L vs. IPOL.L - Dividend Comparison

DEM.L's dividend yield for the trailing twelve months is around 3.76%, while IPOL.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
DEM.L
WisdomTree Emerging Markets Equity Income UCITS ETF
3.76%4.47%7.67%7.00%7.05%4.14%4.77%1.46%0.00%2.15%1.49%4.55%
IPOL.L
iShares MSCI Poland UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


DEM.L and IPOL.L have a correlation of 0.41, 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 0.74% for IPOL.L.

DEM.L tracks MSCI EM NR USD, while IPOL.L tracks MSCI Emerging - Poland in Net USD. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.46% for DEM.L and 0.74% for IPOL.L.

Portfolio Optimizer

Find the right allocation for DEM.L and IPOL.L

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