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DEM vs. VEXC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DEM vs. VEXC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Emerging Markets Equity Income Fund (DEM) and Vanguard Emerging Markets Ex-China ETF (VEXC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with DEM having a 19.97% return and VEXC slightly higher at 20.21%.


DEM

1D
-1.19%
1M
6.63%
YTD
19.97%
6M
20.75%
1Y
32.23%
3Y*
19.32%
5Y*
9.57%
10Y*
10.45%

VEXC

1D
-1.20%
1M
4.95%
YTD
20.21%
6M
23.59%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DEM vs. VEXC - Yearly Performance Comparison


Correlation

The correlation between DEM and VEXC is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (All Time)
Calculated using the full available price history since Oct 3, 2025

0.83

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Return for Risk

DEM vs. VEXC — Risk / Return Rank

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

DEM
DEM Risk / Return Rank: 7474
Overall Rank
DEM Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
DEM Sortino Ratio Rank: 7171
Sortino Ratio Rank
DEM Omega Ratio Rank: 7171
Omega Ratio Rank
DEM Calmar Ratio Rank: 7979
Calmar Ratio Rank
DEM Martin Ratio Rank: 7575
Martin Ratio Rank

VEXC
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. VEXC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Emerging Markets Equity Income Fund (DEM) and Vanguard Emerging Markets Ex-China ETF (VEXC). 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.


DEMVEXCDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.43

Calmar ratioReturn relative to maximum drawdown

4.10

Martin ratioReturn relative to average drawdown

14.52

DEM vs. VEXC - Sharpe Ratio Comparison


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Sharpe Ratios by Period


DEMVEXCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.63

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

2.21

-1.99

Drawdowns

DEM vs. VEXC - Drawdown Comparison

The maximum DEM drawdown since its inception was -51.85%, which is greater than VEXC's maximum drawdown of -12.42%. Use the drawdown chart below to compare losses from any high point for DEM and VEXC.


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Drawdown Indicators


DEMVEXCDifference

Max Drawdown

Largest peak-to-trough decline

-51.85%

-12.42%

-39.43%

Max Drawdown (1Y)

Largest decline over 1 year

-7.89%

Max Drawdown (3Y)

Largest decline over 3 years

-15.64%

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

-1.19%

-1.20%

+0.01%

Average Drawdown

Average peak-to-trough decline

-12.90%

-2.23%

-10.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.22%

Volatility

DEM vs. VEXC - Volatility Comparison


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Volatility by Period


DEMVEXCDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.64%

Volatility (6M)

Calculated over the trailing 6-month period

11.33%

Volatility (1Y)

Calculated over the trailing 1-year period

13.59%

18.89%

-5.30%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.33%

18.89%

-3.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.96%

18.89%

-0.93%

DEM vs. VEXC - Expense Ratio Comparison

DEM has a 0.63% expense ratio, which is higher than VEXC's 0.07% expense ratio.


Dividends

DEM vs. VEXC - Dividend Comparison

DEM's dividend yield for the trailing twelve months is around 3.76%, more than VEXC's 0.74% yield.


PositionTTM20252024202320222021202020192018201720162015
DEM
WisdomTree Emerging Markets Equity Income Fund
3.76%4.88%5.24%5.49%8.62%5.87%4.21%4.78%4.47%3.67%3.63%5.21%
VEXC
Vanguard Emerging Markets Ex-China ETF
0.74%0.43%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 VEXC have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VEXC is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VEXC is cheaper with a 0.07% expense ratio, compared with 0.63% for DEM.

DEM has the higher dividend yield at 3.76%, compared with 0.74% for VEXC.

DEM tracks WisdomTree Emerging Markets Equity income Index, while VEXC tracks FTSE Emerging ex China Index. They also come from different issuers: WisdomTree and Vanguard. Their fees differ too: 0.63% for DEM and 0.07% for VEXC.

Portfolio Optimizer

Find the right allocation for DEM and VEXC

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