DEM.L vs. VUSA.L
Compare and contrast key facts about WisdomTree Emerging Markets Equity Income UCITS ETF (DEM.L) and Vanguard S&P 500 UCITS ETF (VUSA.L).
DEM.L and VUSA.L 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. VUSA.L is a passively managed fund by Vanguard that tracks the performance of the Russell 1000 TR USD. It was launched on May 22, 2012. Both DEM.L and VUSA.L 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 VUSA.L.
Key characteristics
| DEM.L | VUSA.L | |
|---|---|---|
| YTD Return | 2.34% | 24.57% |
| 1Y Return | 7.25% | 31.34% |
| 3Y Return (Ann) | 6.30% | 11.95% |
| 5Y Return (Ann) | 5.10% | 15.83% |
| Sharpe Ratio | 0.53 | 2.78 |
| Sortino Ratio | 0.79 | 3.94 |
| Omega Ratio | 1.10 | 1.54 |
| Calmar Ratio | 0.63 | 4.93 |
| Martin Ratio | 1.82 | 19.41 |
| Ulcer Index | 4.04% | 1.59% |
| Daily Std Dev | 13.90% | 11.09% |
| Max Drawdown | -34.40% | -25.47% |
| Current Drawdown | -7.78% | 0.00% |
Correlation
The correlation between DEM.L and VUSA.L is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
DEM.L vs. VUSA.L - Performance Comparison
In the year-to-date period, DEM.L achieves a 2.34% return, which is significantly lower than VUSA.L's 24.57% 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. VUSA.L - Expense Ratio Comparison
DEM.L has a 0.46% expense ratio, which is higher than VUSA.L's 0.07% expense ratio.
Risk-Adjusted Performance
DEM.L vs. VUSA.L - 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 Vanguard S&P 500 UCITS ETF (VUSA.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.
Dividends
DEM.L vs. VUSA.L - Dividend Comparison
DEM.L's dividend yield for the trailing twelve months is around 4.18%, more than VUSA.L's 0.75% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DEM.L WisdomTree Emerging Markets Equity Income UCITS ETF | 4.18% | 8.46% | 9.00% | 5.71% | 6.19% | 5.40% | 0.06% | 0.04% | 0.02% | 0.07% | 0.00% | 0.00% |
VUSA.L Vanguard S&P 500 UCITS ETF | 0.75% | 1.25% | 1.41% | 1.05% | 1.46% | 1.48% | 1.70% | 1.60% | 1.55% | 1.73% | 1.50% | 1.62% |
Drawdowns
DEM.L vs. VUSA.L - Drawdown Comparison
The maximum DEM.L drawdown since its inception was -34.40%, which is greater than VUSA.L's maximum drawdown of -25.47%. Use the drawdown chart below to compare losses from any high point for DEM.L and VUSA.L. For additional features, visit the drawdowns tool.
Volatility
DEM.L vs. VUSA.L - Volatility Comparison
WisdomTree Emerging Markets Equity Income UCITS ETF (DEM.L) has a higher volatility of 4.77% compared to Vanguard S&P 500 UCITS ETF (VUSA.L) at 3.39%. This indicates that DEM.L's price experiences larger fluctuations and is considered to be riskier than VUSA.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.