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DEM vs. EMCR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

DEM vs. EMCR

Last updated Apr 1, 2026

Compare and contrast key facts about WisdomTree Emerging Markets Equity Income Fund (DEM) and Xtrackers Emerging Markets Carbon Reduction and Climate Improvers ETF (EMCR).

DEM and EMCR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DEM is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree Emerging Markets Equity income Index. It was launched on Jul 13, 2007. EMCR is a passively managed fund by Deutsche Bank that tracks the performance of the Solactive ISS Emerging Markets Carbon Reduction & Climate Improvers Index - Benchmark TR Net. It was launched on Dec 6, 2018. Both DEM and EMCR are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

DEM vs. EMCR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Emerging Markets Equity Income Fund (DEM) and Xtrackers Emerging Markets Carbon Reduction and Climate Improvers ETF (EMCR). The values are adjusted to include any dividend payments, if applicable.

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DEM vs. EMCR - Yearly Performance Comparison

2026 (YTD)20252024202320222021202020192018
DEM
WisdomTree Emerging Markets Equity Income Fund		6.89%21.29%4.46%20.93%-10.43%11.49%-5.84%19.84%-2.53%
EMCR
Xtrackers Emerging Markets Carbon Reduction and Climate Improvers ETF		1.10%33.25%9.69%10.55%-18.73%5.54%13.49%22.41%-1.76%

Returns By Period

In the year-to-date period, DEM achieves a 6.89% return, which is significantly higher than EMCR's 1.10% return.

DEM

1D
2.73%
1M
-3.50%
YTD
6.89%
6M
9.69%
1Y
23.52%
3Y*
15.42%
5Y*
8.66%
10Y*
9.12%

EMCR

1D
3.31%
1M
-9.79%
YTD
1.10%
6M
3.97%
1Y
30.14%
3Y*
15.86%
5Y*
5.80%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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WisdomTree Emerging Markets Equity Income Fund

Xtrackers Emerging Markets Carbon Reduction and Climate Improvers ETF

Often compared with DEM:
DEM vs. DVYEDEM vs. FNDEDEM vs. AVEMDEM vs. EEMDEM vs. DGREDEM vs. FEMKXDEM vs. VXUS
Often compared with EMCR:
EMCR vs. SPEMEMCR vs. FLLAEMCR vs. POWLEMCR vs. FEMKXEMCR vs. FNDFEMCR vs. VXUSEMCR vs. FRDM

DEM vs. EMCR - Expense Ratio Comparison

DEM has a 0.63% expense ratio, which is higher than EMCR's 0.15% expense ratio.

DEM
WisdomTree Emerging Markets Equity Income Fund
EMCR
Xtrackers Emerging Markets Carbon Reduction and Climate Improvers ETF

Return for Risk

DEM vs. EMCR — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
DEM
DEM Risk / Return Rank: 8383
Overall Rank
DEM Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
DEM Sortino Ratio Rank: 8484
Sortino Ratio Rank
DEM Omega Ratio Rank: 8383
Omega Ratio Rank
DEM Calmar Ratio Rank: 7979
Calmar Ratio Rank
DEM Martin Ratio Rank: 8585
Martin Ratio Rank
EMCR
EMCR Risk / Return Rank: 7979
Overall Rank
EMCR Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
EMCR Sortino Ratio Rank: 7979
Sortino Ratio Rank
EMCR Omega Ratio Rank: 7878
Omega Ratio Rank
EMCR Calmar Ratio Rank: 7979
Calmar Ratio Rank
EMCR Martin Ratio Rank: 7878
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 vs. EMCR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Emerging Markets Equity Income Fund (DEM) and Xtrackers Emerging Markets Carbon Reduction and Climate Improvers ETF (EMCR). 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.

DEMEMCRDifference

Sharpe ratio

Return per unit of total volatility

1.57

1.45

+0.12

Sortino ratio

Return per unit of downside risk

2.16

2.02

+0.14

Omega ratio

Gain probability vs. loss probability

1.32

1.30

+0.02

Calmar ratio

Return relative to maximum drawdown

2.07

2.15

-0.08

Martin ratio

Return relative to average drawdown

9.47

8.39

+1.08

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DEM vs. EMCR - Sharpe Ratio Comparison

The current DEM Sharpe Ratio is 1.57, which is comparable to the EMCR Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of DEM and EMCR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

DEMEMCRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.57

1.45

+0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

0.31

+0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.51

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

0.47

-0.28

Correlation

The correlation between DEM and EMCR is 0.82, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

DEM vs. EMCR - Dividend Comparison

DEM's dividend yield for the trailing twelve months is around 4.22%, more than EMCR's 2.40% yield.

TTM20252024202320222021202020192018201720162015
DEM
WisdomTree Emerging Markets Equity Income Fund		4.22%4.88%5.24%5.49%8.62%5.87%4.21%4.78%4.47%3.67%3.63%5.21%
EMCR
Xtrackers Emerging Markets Carbon Reduction and Climate Improvers ETF		2.40%2.43%6.62%1.95%3.05%1.83%1.75%3.15%0.19%0.00%0.00%0.00%

Drawdowns

DEM vs. EMCR - Drawdown Comparison

The maximum DEM drawdown since its inception was -51.85%, which is greater than EMCR's maximum drawdown of -34.28%. Use the drawdown chart below to compare losses from any high point for DEM and EMCR.

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Drawdown Indicators

DEMEMCRDifference

Max Drawdown

Largest peak-to-trough decline

-51.85%

-34.28%

-17.57%

Max Drawdown (1Y)

Largest decline over 1 year

-11.39%

-13.84%

+2.45%

Max Drawdown (5Y)

Largest decline over 5 years

-27.18%

-34.28%

+7.10%

Max Drawdown (10Y)

Largest decline over 10 years

-37.79%

—

—

Current Drawdown

Current decline from peak

-4.57%

-10.99%

+6.42%

Average Drawdown

Average peak-to-trough decline

-13.01%

-9.49%

-3.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.49%

3.55%

-1.06%

Volatility

DEM vs. EMCR - Volatility Comparison

The current volatility for WisdomTree Emerging Markets Equity Income Fund (DEM) is 7.33%, while Xtrackers Emerging Markets Carbon Reduction and Climate Improvers ETF (EMCR) has a volatility of 10.62%. This indicates that DEM experiences smaller price fluctuations and is considered to be less risky than EMCR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

DEMEMCRDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.33%

10.62%

-3.29%

Volatility (6M)

Calculated over the trailing 6-month period

10.05%

14.85%

-4.80%

Volatility (1Y)

Calculated over the trailing 1-year period

15.04%

20.88%

-5.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.23%

18.82%

-3.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.01%

19.68%

-1.67%