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DEM vs. GDMN
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DEM vs. GDMN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Emerging Markets Equity Income Fund (DEM) and WisdomTree Efficient Gold Plus Gold Miners Strategy Fund (GDMN). The values are adjusted to include any dividend payments, if applicable.

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DEM vs. GDMN - Yearly Performance Comparison


2026 (YTD)20252024202320222021
DEM
WisdomTree Emerging Markets Equity Income Fund
6.89%21.29%4.46%20.93%-10.43%1.25%
GDMN
WisdomTree Efficient Gold Plus Gold Miners Strategy Fund
8.77%237.09%28.23%12.97%-14.62%5.11%

Returns By Period

In the year-to-date period, DEM achieves a 6.89% return, which is significantly lower than GDMN's 8.77% 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%

GDMN

1D
9.38%
1M
-27.72%
YTD
8.77%
6M
31.63%
1Y
140.14%
3Y*
65.41%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DEM vs. GDMN - Expense Ratio Comparison

DEM has a 0.63% expense ratio, which is higher than GDMN's 0.45% expense ratio.


Return for Risk

DEM vs. GDMN — 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

GDMN
GDMN Risk / Return Rank: 9191
Overall Rank
GDMN Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
GDMN Sortino Ratio Rank: 8888
Sortino Ratio Rank
GDMN Omega Ratio Rank: 8888
Omega Ratio Rank
GDMN Calmar Ratio Rank: 9494
Calmar Ratio Rank
GDMN Martin Ratio Rank: 9292
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. GDMN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Emerging Markets Equity Income Fund (DEM) and WisdomTree Efficient Gold Plus Gold Miners Strategy Fund (GDMN). 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.


DEMGDMNDifference

Sharpe ratio

Return per unit of total volatility

1.57

2.20

-0.63

Sortino ratio

Return per unit of downside risk

2.16

2.34

-0.18

Omega ratio

Gain probability vs. loss probability

1.32

1.35

-0.04

Calmar ratio

Return relative to maximum drawdown

2.07

3.69

-1.61

Martin ratio

Return relative to average drawdown

9.47

12.63

-3.15

DEM vs. GDMN - Sharpe Ratio Comparison

The current DEM Sharpe Ratio is 1.57, which is comparable to the GDMN Sharpe Ratio of 2.20. The chart below compares the historical Sharpe Ratios of DEM and GDMN, 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


DEMGDMNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.57

2.20

-0.63

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

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

0.94

-0.74

Correlation

The correlation between DEM and GDMN is 0.47, 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.


Dividends

DEM vs. GDMN - Dividend Comparison

DEM's dividend yield for the trailing twelve months is around 4.22%, more than GDMN's 2.48% 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%
GDMN
WisdomTree Efficient Gold Plus Gold Miners Strategy Fund
2.48%2.70%9.44%7.69%1.44%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

DEM vs. GDMN - Drawdown Comparison

The maximum DEM drawdown since its inception was -51.85%, roughly equal to the maximum GDMN drawdown of -52.82%. Use the drawdown chart below to compare losses from any high point for DEM and GDMN.


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Drawdown Indicators


DEMGDMNDifference

Max Drawdown

Largest peak-to-trough decline

-51.85%

-52.82%

+0.97%

Max Drawdown (1Y)

Largest decline over 1 year

-11.39%

-39.03%

+27.64%

Max Drawdown (5Y)

Largest decline over 5 years

-27.18%

Max Drawdown (10Y)

Largest decline over 10 years

-37.79%

Current Drawdown

Current decline from peak

-4.57%

-28.60%

+24.03%

Average Drawdown

Average peak-to-trough decline

-13.01%

-18.45%

+5.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.49%

11.39%

-8.90%

Volatility

DEM vs. GDMN - Volatility Comparison

The current volatility for WisdomTree Emerging Markets Equity Income Fund (DEM) is 7.33%, while WisdomTree Efficient Gold Plus Gold Miners Strategy Fund (GDMN) has a volatility of 24.97%. This indicates that DEM experiences smaller price fluctuations and is considered to be less risky than GDMN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DEMGDMNDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.33%

24.97%

-17.64%

Volatility (6M)

Calculated over the trailing 6-month period

10.05%

53.89%

-43.84%

Volatility (1Y)

Calculated over the trailing 1-year period

15.04%

63.99%

-48.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.23%

47.19%

-31.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.01%

47.19%

-29.18%