DEM.L vs. QQQM
Compare and contrast key facts about WisdomTree Emerging Markets Equity Income UCITS ETF (DEM.L) and Invesco NASDAQ 100 ETF (QQQM).
DEM.L and QQQM are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DEM.L is a passively managed fund by WisdomTree that tracks the performance of the MSCI EM NR USD. It was launched on Nov 19, 2014. QQQM is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on Oct 13, 2020. Both DEM.L and QQQM are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DEM.L or QQQM.
Key characteristics
| DEM.L | QQQM | |
|---|---|---|
| YTD Return | 3.01% | 19.63% |
| 1Y Return | 7.91% | 33.56% |
| 3Y Return (Ann) | 7.23% | 7.81% |
| Sharpe Ratio | 0.57 | 2.17 |
| Sortino Ratio | 0.85 | 2.85 |
| Omega Ratio | 1.11 | 1.39 |
| Calmar Ratio | 0.68 | 2.77 |
| Martin Ratio | 2.02 | 10.13 |
| Ulcer Index | 3.92% | 3.70% |
| Daily Std Dev | 13.79% | 17.26% |
| Max Drawdown | -34.40% | -35.05% |
| Current Drawdown | -7.17% | -2.95% |
Correlation
The correlation between DEM.L and QQQM is 0.40, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
DEM.L vs. QQQM - Performance Comparison
In the year-to-date period, DEM.L achieves a 3.01% return, which is significantly lower than QQQM's 19.63% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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DEM.L vs. QQQM - Expense Ratio Comparison
DEM.L has a 0.46% expense ratio, which is higher than QQQM's 0.15% expense ratio.
Risk-Adjusted Performance
DEM.L vs. QQQM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree Emerging Markets Equity Income UCITS ETF (DEM.L) and Invesco NASDAQ 100 ETF (QQQM). 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.
Dividends
DEM.L vs. QQQM - Dividend Comparison
DEM.L's dividend yield for the trailing twelve months is around 4.16%, more than QQQM's 0.67% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|
DEM.L WisdomTree Emerging Markets Equity Income UCITS ETF | 4.16% | 8.46% | 9.00% | 5.71% | 6.19% | 5.40% | 0.06% | 0.04% | 0.02% | 0.07% |
QQQM Invesco NASDAQ 100 ETF | 0.67% | 0.65% | 0.83% | 0.40% | 0.16% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
DEM.L vs. QQQM - Drawdown Comparison
The maximum DEM.L drawdown since its inception was -34.40%, roughly equal to the maximum QQQM drawdown of -35.05%. Use the drawdown chart below to compare losses from any high point for DEM.L and QQQM. For additional features, visit the drawdowns tool.
Volatility
DEM.L vs. QQQM - Volatility Comparison
The current volatility for WisdomTree Emerging Markets Equity Income UCITS ETF (DEM.L) is 3.98%, while Invesco NASDAQ 100 ETF (QQQM) has a volatility of 4.60%. This indicates that DEM.L experiences smaller price fluctuations and is considered to be less risky than QQQM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.