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DEM.L vs. SXR8.DE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DEM.L vs. SXR8.DE - 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 Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE). 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 SXR8.DE is traded in EUR. To make them comparable, the SXR8.DE 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 19.41% return, which is significantly higher than SXR8.DE's 10.49% return. Over the past 10 years, DEM.L has underperformed SXR8.DE with an annualized return of 12.42%, while SXR8.DE has yielded a comparatively higher 16.07% annualized return.


DEM.L

1D
0.31%
1M
6.29%
YTD
19.41%
6M
19.10%
1Y
31.60%
3Y*
18.95%
5Y*
12.77%
10Y*
12.42%

SXR8.DE

1D
-0.02%
1M
5.45%
YTD
10.49%
6M
10.34%
1Y
29.02%
3Y*
19.04%
5Y*
14.93%
10Y*
16.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DEM.L vs. SXR8.DE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DEM.L
WisdomTree Emerging Markets Equity Income UCITS ETF
19.41%12.71%11.70%18.04%-2.59%15.16%-6.66%17.84%-1.94%14.47%
SXR8.DE
iShares Core S&P 500 UCITS ETF USD (Acc)
10.49%10.18%26.55%20.03%-9.61%30.81%12.83%27.49%0.35%11.23%

Correlation

The correlation between DEM.L and SXR8.DE is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.49

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

0.46

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

0.44

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

0.49

Correlation (All Time)
Calculated using the full available price history since Nov 21, 2014

0.49

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Return for Risk

DEM.L vs. SXR8.DE — 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: 7878
Overall Rank
DEM.L Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
DEM.L Sortino Ratio Rank: 7575
Sortino Ratio Rank
DEM.L Omega Ratio Rank: 7272
Omega Ratio Rank
DEM.L Calmar Ratio Rank: 8686
Calmar Ratio Rank
DEM.L Martin Ratio Rank: 8383
Martin Ratio Rank

SXR8.DE
SXR8.DE Risk / Return Rank: 6969
Overall Rank
SXR8.DE Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
SXR8.DE Sortino Ratio Rank: 6767
Sortino Ratio Rank
SXR8.DE Omega Ratio Rank: 7070
Omega Ratio Rank
SXR8.DE Calmar Ratio Rank: 7373
Calmar Ratio Rank
SXR8.DE Martin Ratio Rank: 7070
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. SXR8.DE - 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 Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE). 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.


DEM.LSXR8.DEDifference
Sharpe ratioReturn per unit of total volatility

-0.20

Sortino ratioReturn per unit of downside risk

-0.19

Omega ratioGain probability vs. loss probability

1.42

1.48

-0.05

Calmar ratioReturn relative to maximum drawdown

4.80

4.08

+0.72

Martin ratioReturn relative to average drawdown

16.63

14.71

+1.93

DEM.L vs. SXR8.DE - Sharpe Ratio Comparison

The current DEM.L Sharpe Ratio is 2.40, which is comparable to the SXR8.DE Sharpe Ratio of 2.61. The chart below compares the historical Sharpe Ratios of DEM.L and SXR8.DE, 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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Sharpe Ratios by Period


DEM.LSXR8.DEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.40

2.61

-0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.97

1.00

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.84

1.00

-0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.81

-0.21

Drawdowns

DEM.L vs. SXR8.DE - Drawdown Comparison

The maximum DEM.L drawdown since its inception was -35.94%, which is greater than SXR8.DE's maximum drawdown of -30.78%. Use the drawdown chart below to compare losses from any high point for DEM.L and SXR8.DE.


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Drawdown Indicators


DEM.LSXR8.DEDifference

Max Drawdown

Largest peak-to-trough decline

-35.94%

-30.78%

-5.16%

Max Drawdown (1Y)

Largest decline over 1 year

-6.56%

-7.08%

+0.52%

Max Drawdown (3Y)

Largest decline over 3 years

-12.37%

-22.03%

+9.66%

Max Drawdown (5Y)

Largest decline over 5 years

-14.48%

-22.03%

+7.55%

Max Drawdown (10Y)

Largest decline over 10 years

-30.09%

-26.38%

-3.71%

Current Drawdown

Current decline from peak

-0.59%

-0.26%

-0.33%

Average Drawdown

Average peak-to-trough decline

-6.54%

-4.92%

-1.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.90%

1.97%

-0.07%

Volatility

DEM.L vs. SXR8.DE - Volatility Comparison

WisdomTree Emerging Markets Equity Income UCITS ETF (DEM.L) has a higher volatility of 4.23% compared to iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) at 3.03%. This indicates that DEM.L's price experiences larger fluctuations and is considered to be riskier than SXR8.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DEM.LSXR8.DEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.23%

3.03%

+1.20%

Volatility (6M)

Calculated over the trailing 6-month period

9.73%

7.42%

+2.31%

Volatility (1Y)

Calculated over the trailing 1-year period

13.09%

11.09%

+2.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.31%

14.73%

-1.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.47%

15.98%

+0.49%

DEM.L vs. SXR8.DE - Expense Ratio Comparison

DEM.L has a 0.46% expense ratio, which is higher than SXR8.DE's 0.07% expense ratio.


Dividends

DEM.L vs. SXR8.DE - Dividend Comparison

DEM.L's dividend yield for the trailing twelve months is around 3.72%, while SXR8.DE has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
DEM.L
WisdomTree Emerging Markets Equity Income UCITS ETF
3.72%4.47%11.82%9.48%7.05%4.14%9.14%6.10%4.19%3.16%1.48%4.55%
SXR8.DE
iShares Core S&P 500 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 SXR8.DE have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SXR8.DE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SXR8.DE is cheaper with a 0.07% expense ratio, compared with 0.46% for DEM.L.

DEM.L is categorized as Emerging Markets Equities, while SXR8.DE is S&P 500. DEM.L tracks MSCI EM NR USD, while SXR8.DE tracks S&P 500 Index. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.46% for DEM.L and 0.07% for SXR8.DE.

Portfolio Optimizer

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