DEM vs. QGRW

Last updated Jun 24, 2026

DEM (WisdomTree Emerging Markets Equity Income Fund) and QGRW (WisdomTree U.S. Quality Growth Fund) are both exchange-traded funds - DEM is a Emerging Markets Equities fund tracking the WisdomTree Emerging Markets Equity income Index, while QGRW is a Large Cap Growth Equities fund tracking the WisdomTree U.S. Quality Growth Index. Both are passively managed. Over the past 3 years, DEM returned 18.30%/yr vs 25.81%/yr for QGRW. A 0.52 correlation means they provide meaningful diversification when combined. DEM charges 0.63%/yr vs 0.28%/yr for QGRW.

Performance

DEM vs. QGRW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Emerging Markets Equity Income Fund (DEM) and WisdomTree U.S. Quality Growth Fund (QGRW). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DEM achieves a 18.12% return, which is significantly higher than QGRW's 9.19% return.

DEM

• 1D: -1.93%
• 1M: 1.59%
• YTD: 18.12%
• 6M: 18.38%
• 1Y: 28.27%
• 3Y*: 18.30%
• 5Y*: 9.65%
• 10Y*: 10.52%

QGRW

• 1D: -2.33%
• 1M: -1.97%
• YTD: 9.19%
• 6M: 7.93%
• 1Y: 27.41%
• 3Y*: 25.81%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

DEM vs. QGRW - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
DEM WisdomTree Emerging Markets Equity Income Fund	18.12%	21.29%	4.46%	20.93%	-0.62%
QGRW WisdomTree U.S. Quality Growth Fund	9.19%	19.20%	34.85%	56.05%	-3.07%

Correlation

The correlation between DEM and QGRW is 0.60, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.60
Correlation (3Y) Calculated over the trailing 3-year period	0.52
Correlation (All Time) Calculated using the full available price history since Dec 15, 2022	0.52

The correlation between DEM and QGRW has been stable across timeframes, ranging from 0.52 to 0.60 - a consistent structural relationship.

DEM vs. QGRW - Sectors Allocation Comparison

Sectors	DEM	QGRW
Financial Services	21.9%	3.7%
Technology	17.4%	55.0%
Industrials	9.5%	7.6%
Energy	6.1%	0.5%
Consumer Defensive	5.8%	0.5%
Consumer Cyclical	5.0%	11.6%
Basic Materials	3.5%	-
Real Estate	3.0%	-
Utilities	3.0%	0.3%
Communication Services	3.0%	16.4%
Healthcare	0.6%	4.4%

Return for Risk

DEM vs. QGRW — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DEM

DEM Risk / Return Rank: 66
DEM Sharpe Ratio Rank: 63
DEM Sortino Ratio Rank: 61
DEM Omega Ratio Rank: 63
DEM Calmar Ratio Rank: 74
DEM Martin Ratio Rank: 70

QGRW

QGRW Risk / Return Rank: 41
QGRW Sharpe Ratio Rank: 44
QGRW Sortino Ratio Rank: 41
QGRW Omega Ratio Rank: 42
QGRW Calmar Ratio Rank: 37
QGRW Martin Ratio Rank: 43

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. QGRW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Emerging Markets Equity Income Fund (DEM) and WisdomTree U.S. Quality Growth Fund (QGRW). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	DEM	QGRW	Difference
Sharpe ratio: Return per unit of total volatility	1.98	1.47	+0.51
Sortino ratio: Return per unit of downside risk	2.72	2.01	+0.71
Omega ratio: Gain probability vs. loss probability	1.36	1.26	+0.10
Calmar ratio: Return relative to maximum drawdown	3.60	1.78	+1.81
Martin ratio: Return relative to average drawdown	12.31	6.70	+5.61

DEM vs. QGRW - Sharpe Ratio Comparison

The current DEM Sharpe Ratio is 1.98, which is higher than the QGRW Sharpe Ratio of 1.47. The chart below compares the historical Sharpe Ratios of DEM and QGRW, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

DEM vs. QGRW - Drawdown Comparison

The maximum DEM drawdown since its inception was -51.85%, which is greater than QGRW's maximum drawdown of -24.40%. Use the drawdown chart below to compare losses from any high point for DEM and QGRW.

Drawdown Indicators

	DEM	QGRW	Difference
Max Drawdown Largest peak-to-trough decline	-51.85%	-24.40%	-27.45%
Max Drawdown (1Y) Largest decline over 1 year	-7.89%	-15.44%	+7.55%
Max Drawdown (3Y) Largest decline over 3 years	-15.64%	-24.40%	+8.76%
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	-2.71%	-6.66%	+3.95%
Average Drawdown Average peak-to-trough decline	-12.87%	-3.28%	-9.59%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.30%	4.10%	-1.80%

Volatility

DEM vs. QGRW - Volatility Comparison

The current volatility for WisdomTree Emerging Markets Equity Income Fund (DEM) is 6.28%, while WisdomTree U.S. Quality Growth Fund (QGRW) has a volatility of 8.12%. This indicates that DEM experiences smaller price fluctuations and is considered to be less risky than QGRW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DEM	QGRW	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.28%	8.12%	-1.84%
Volatility (6M) Calculated over the trailing 6-month period	12.40%	15.20%	-2.80%
Volatility (1Y) Calculated over the trailing 1-year period	14.33%	18.73%	-4.40%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.49%	21.29%	-5.80%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.87%	21.29%	-3.42%

DEM vs. QGRW - Expense Ratio Comparison

DEM has a 0.63% expense ratio, which is higher than QGRW's 0.28% expense ratio.

Dividends

DEM vs. QGRW - Dividend Comparison

DEM's dividend yield for the trailing twelve months is around 3.82%, more than QGRW's 0.08% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DEM WisdomTree Emerging Markets Equity Income Fund	3.82%	4.88%	5.24%	5.49%	8.62%	5.87%	4.21%	4.78%	4.47%	3.67%	3.63%	5.21%
QGRW WisdomTree U.S. Quality Growth Fund	0.08%	0.09%	0.14%	0.11%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both DEM and QGRW in my portfolio?

DEM and QGRW have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DEM or QGRW?

QGRW has higher volatility (8.12%) compared to DEM (6.28%). In terms of maximum drawdown, DEM dropped -51.85% vs QGRW's -24.40%.

Which ETF is better, DEM or QGRW?

On 3-year performance, QGRW leads with 25.81% vs 18.30% for DEM. On fees, QGRW is cheaper at 0.28% per year. On volatility, DEM has been the lower-risk option at 6.28%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DEM or QGRW?

Over the 3-year period, QGRW has performed better with a 25.81% return vs 18.30%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DEM or QGRW?

QGRW is cheaper with a 0.28% expense ratio, compared with 0.63% for DEM.

Which ETF pays a higher dividend yield, DEM or QGRW?

DEM has the higher dividend yield at 3.82%, compared with 0.08% for QGRW.

What is the main difference between DEM and QGRW?

DEM is categorized as Emerging Markets Equities, while QGRW is Large Cap Growth Equities. DEM tracks WisdomTree Emerging Markets Equity income Index, while QGRW tracks WisdomTree U.S. Quality Growth Index. Their fees differ too: 0.63% for DEM and 0.28% for QGRW.

Which has better risk-adjusted returns?

DEM currently has the higher Sharpe Ratio (1.98 vs 1.47), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.