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DEM vs. MVUS.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

DEM vs. MVUS.L

Last updated Jun 9, 2026

DEM (WisdomTree Emerging Markets Equity Income Fund) and MVUS.L (iShares Edge S&P 500 Minimum Volatility UCITS ETF USD (Acc)) are both exchange-traded funds - DEM is a Emerging Markets Equities fund tracking the WisdomTree Emerging Markets Equity income Index, while MVUS.L is a S&P 500 fund tracking the S&P 500 Index. Both are passively managed. Over the past 10 years, DEM returned 10.16%/yr vs 10.45%/yr for MVUS.L. At a 0.38 correlation, their price movements are largely independent. DEM charges 0.63%/yr vs 0.20%/yr for MVUS.L.

Performance

DEM vs. MVUS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Emerging Markets Equity Income Fund (DEM) and iShares Edge S&P 500 Minimum Volatility UCITS ETF USD (Acc) (MVUS.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

DEM is traded in USD, while MVUS.L is traded in GBp. To make them comparable, the MVUS.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, DEM achieves a 16.22% return, which is significantly higher than MVUS.L's 3.12% return. Both investments have delivered pretty close results over the past 10 years, with DEM having a 10.16% annualized return and MVUS.L not far ahead at 10.45%.

DEM

1D
0.54%
1M
-0.97%
YTD
16.22%
6M
17.83%
1Y
26.87%
3Y*
16.99%
5Y*
9.02%
10Y*
10.16%

MVUS.L

1D
-0.39%
1M
2.24%
YTD
3.12%
6M
4.80%
1Y
10.22%
3Y*
13.40%
5Y*
8.71%
10Y*
10.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DEM vs. MVUS.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
DEM
WisdomTree Emerging Markets Equity Income Fund		16.22%21.29%4.46%20.93%-10.43%11.49%-5.84%19.84%-7.69%26.26%
MVUS.L
iShares Edge S&P 500 Minimum Volatility UCITS ETF USD (Acc)		3.12%11.72%18.70%9.31%-11.01%25.45%7.05%31.95%-6.00%16.33%

Correlation

The correlation between DEM and MVUS.L is 0.37, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.37

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

0.37

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

0.39

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

0.38

Correlation (All Time)
Calculated using the full available price history since Dec 3, 2012

0.38

DEM vs. MVUS.L - Sectors Allocation Comparison

Sectors
DEM
MVUS.L

Financial Services

21.9%
17.8%

Technology

17.4%
29.0%

Industrials

9.5%
5.7%

Energy

6.1%
5.2%

Consumer Defensive

5.8%
10.4%

Consumer Cyclical

5.0%
6.9%

Basic Materials

3.5%
2.3%

Real Estate

3.0%
0.2%

Utilities

3.0%
2.9%

Communication Services

3.0%
6.5%

Healthcare

0.6%
13.3%

Financial Services

DEM
21.9%
MVUS.L
17.8%

Technology

DEM
17.4%
MVUS.L
29.0%

Industrials

DEM
9.5%
MVUS.L
5.7%

Energy

DEM
6.1%
MVUS.L
5.2%

Consumer Defensive

DEM
5.8%
MVUS.L
10.4%

Consumer Cyclical

DEM
5.0%
MVUS.L
6.9%

Basic Materials

DEM
3.5%
MVUS.L
2.3%

Real Estate

DEM
3.0%
MVUS.L
0.2%

Utilities

DEM
3.0%
MVUS.L
2.9%

Communication Services

DEM
3.0%
MVUS.L
6.5%

Healthcare

DEM
0.6%
MVUS.L
13.3%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

WisdomTree Emerging Markets Equity Income Fund

iShares Edge S&P 500 Minimum Volatility UCITS ETF USD (Acc)

Often compared with DEM:
DEM vs. DVYEDEM vs. EEMDEM vs. FNDEDEM vs. AVEMDEM vs. DGREDEM vs. FEMKXDEM vs. VXUS
Often compared with MVUS.L:
MVUS.L vs. USMVMVUS.L vs. XDEB.LMVUS.L vs. MVEA.LMVUS.L vs. GLTS.LMVUS.L vs. HMUD.LMVUS.L vs. XLPP.LMVUS.L vs. JURE.L

Return for Risk

DEM vs. MVUS.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
DEM
DEM Risk / Return Rank: 6767
Overall Rank
DEM Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
DEM Sortino Ratio Rank: 6363
Sortino Ratio Rank
DEM Omega Ratio Rank: 6565
Omega Ratio Rank
DEM Calmar Ratio Rank: 7474
Calmar Ratio Rank
DEM Martin Ratio Rank: 7171
Martin Ratio Rank
MVUS.L
MVUS.L Risk / Return Rank: 4646
Overall Rank
MVUS.L Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
MVUS.L Sortino Ratio Rank: 4646
Sortino Ratio Rank
MVUS.L Omega Ratio Rank: 4545
Omega Ratio Rank
MVUS.L Calmar Ratio Rank: 4848
Calmar Ratio Rank
MVUS.L Martin Ratio Rank: 4646
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. MVUS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Emerging Markets Equity Income Fund (DEM) and iShares Edge S&P 500 Minimum Volatility UCITS ETF USD (Acc) (MVUS.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.

DEMMVUS.LDifference
Sharpe ratioReturn per unit of total volatility
1.92
1.24

+0.69

Sortino ratioReturn per unit of downside risk
2.63
1.82

+0.82

Omega ratioGain probability vs. loss probability

1.35

1.21

+0.14

Calmar ratioReturn relative to maximum drawdown

3.42

1.55

+1.86

Martin ratioReturn relative to average drawdown

11.90

6.27

+5.63

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. MVUS.L - Sharpe Ratio Comparison

The current DEM Sharpe Ratio is 1.92, which is higher than the MVUS.L Sharpe Ratio of 1.24. The chart below compares the historical Sharpe Ratios of DEM and MVUS.L, 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

DEMMVUS.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.92

1.24

+0.69

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

0.46

+0.13

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.61

-0.04

Sharpe Ratio (All Time)

Calculated using the full available price history

0.21

0.42

-0.21

Drawdowns

DEM vs. MVUS.L - Drawdown Comparison

The maximum DEM drawdown since its inception was -51.85%, which is greater than MVUS.L's maximum drawdown of -38.28%. Use the drawdown chart below to compare losses from any high point for DEM and MVUS.L.

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Drawdown Indicators

DEMMVUS.LDifference

Max Drawdown

Largest peak-to-trough decline

-51.85%

-38.28%

-13.57%

Max Drawdown (1Y)

Largest decline over 1 year

-7.89%

-6.55%

-1.34%

Max Drawdown (3Y)

Largest decline over 3 years

-15.64%

-19.31%

+3.67%

Max Drawdown (5Y)

Largest decline over 5 years

-27.18%

-19.44%

-7.74%

Max Drawdown (10Y)

Largest decline over 10 years

-37.79%

-33.05%

-4.74%

Current Drawdown

Current decline from peak

-4.27%

-1.04%

-3.23%

Average Drawdown

Average peak-to-trough decline

-12.89%

-7.33%

-5.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.26%

1.63%

+0.63%

Volatility

DEM vs. MVUS.L - Volatility Comparison

WisdomTree Emerging Markets Equity Income Fund (DEM) has a higher volatility of 6.13% compared to iShares Edge S&P 500 Minimum Volatility UCITS ETF USD (Acc) (MVUS.L) at 1.81%. This indicates that DEM's price experiences larger fluctuations and is considered to be riskier than MVUS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

DEMMVUS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.13%

1.81%

+4.32%

Volatility (6M)

Calculated over the trailing 6-month period

11.90%

5.85%

+6.05%

Volatility (1Y)

Calculated over the trailing 1-year period

14.06%

8.26%

+5.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.40%

18.88%

-3.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.98%

17.08%

+0.90%

DEM vs. MVUS.L - Expense Ratio Comparison

DEM has a 0.63% expense ratio, which is higher than MVUS.L's 0.20% expense ratio.

Dividends

DEM vs. MVUS.L - Dividend Comparison

DEM's dividend yield for the trailing twelve months is around 3.88%, while MVUS.L has not paid dividends to shareholders.

PositionTTM20252024202320222021202020192018201720162015
DEM
WisdomTree Emerging Markets Equity Income Fund		3.88%4.88%5.24%5.49%8.62%5.87%4.21%4.78%4.47%3.67%3.63%5.21%
MVUS.L
iShares Edge S&P 500 Minimum Volatility 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 and MVUS.L have a correlation of 0.37, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, MVUS.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MVUS.L is cheaper with a 0.20% expense ratio, compared with 0.63% for DEM.

DEM is categorized as Emerging Markets Equities, while MVUS.L is S&P 500. DEM tracks WisdomTree Emerging Markets Equity income Index, while MVUS.L tracks S&P 500 Index. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.63% for DEM and 0.20% for MVUS.L.

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