DEM.L vs. XSOE
Compare and contrast key facts about WisdomTree Emerging Markets Equity Income UCITS ETF (DEM.L) and WisdomTree Emerging Markets ex-State-Owned Enterprises Fund (XSOE).
DEM.L and XSOE 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. XSOE is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree Emerging Markets ex-State-Owned Enterprises Index. It was launched on Dec 10, 2014. Both DEM.L and XSOE 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 XSOE.
Key characteristics
| DEM.L | XSOE | |
|---|---|---|
| YTD Return | 3.01% | 12.03% |
| 1Y Return | 7.91% | 20.53% |
| 3Y Return (Ann) | 7.23% | -3.92% |
| 5Y Return (Ann) | 5.40% | 3.24% |
| Sharpe Ratio | 0.57 | 1.60 |
| Sortino Ratio | 0.85 | 2.31 |
| Omega Ratio | 1.11 | 1.29 |
| Calmar Ratio | 0.68 | 0.66 |
| Martin Ratio | 2.02 | 8.59 |
| Ulcer Index | 3.92% | 2.92% |
| Daily Std Dev | 13.79% | 15.69% |
| Max Drawdown | -34.40% | -45.23% |
| Current Drawdown | -7.17% | -24.09% |
Correlation
The correlation between DEM.L and XSOE is 0.60, 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. XSOE - Performance Comparison
In the year-to-date period, DEM.L achieves a 3.01% return, which is significantly lower than XSOE's 12.03% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
DEM.L vs. XSOE - Expense Ratio Comparison
DEM.L has a 0.46% expense ratio, which is higher than XSOE's 0.32% expense ratio.
Risk-Adjusted Performance
DEM.L vs. XSOE - 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 WisdomTree Emerging Markets ex-State-Owned Enterprises Fund (XSOE). 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. XSOE - Dividend Comparison
DEM.L's dividend yield for the trailing twelve months is around 4.16%, more than XSOE's 1.51% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% |
XSOE WisdomTree Emerging Markets ex-State-Owned Enterprises Fund | 1.51% | 1.78% | 2.53% | 1.36% | 1.02% | 2.00% | 1.56% | 0.65% | 1.43% | 3.93% | 0.21% |
Drawdowns
DEM.L vs. XSOE - Drawdown Comparison
The maximum DEM.L drawdown since its inception was -34.40%, smaller than the maximum XSOE drawdown of -45.23%. Use the drawdown chart below to compare losses from any high point for DEM.L and XSOE. For additional features, visit the drawdowns tool.
Volatility
DEM.L vs. XSOE - Volatility Comparison
WisdomTree Emerging Markets Equity Income UCITS ETF (DEM.L) and WisdomTree Emerging Markets ex-State-Owned Enterprises Fund (XSOE) have volatilities of 3.98% and 4.02%, 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.