DEM vs. VXUS

Last updated Apr 1, 2026

Compare and contrast key facts about WisdomTree Emerging Markets Equity Income Fund (DEM) and Vanguard Total International Stock ETF (VXUS).

DEM and VXUS 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. VXUS is a passively managed fund by Vanguard that tracks the performance of the MSCI All Country World ex USA Investable Market Index. It was launched on Jan 26, 2011. Both DEM and VXUS 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. VXUS - Performance Comparison

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

DEM vs. VXUS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DEM WisdomTree Emerging Markets Equity Income Fund	6.89%	21.29%	4.46%	20.93%	-10.43%	11.49%	-5.84%	19.84%	-7.69%	26.26%
VXUS Vanguard Total International Stock ETF	2.32%	32.35%	5.08%	15.86%	-16.08%	8.98%	10.66%	21.75%	-14.43%	27.46%

Returns By Period

In the year-to-date period, DEM achieves a 6.89% return, which is significantly higher than VXUS's 2.32% return. Both investments have delivered pretty close results over the past 10 years, with DEM having a 9.12% annualized return and VXUS not far behind at 8.91%.

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%

VXUS

• 1D: 3.32%
• 1M: -7.90%
• YTD: 2.32%
• 6M: 7.01%
• 1Y: 28.12%
• 3Y*: 15.50%
• 5Y*: 7.32%
• 10Y*: 8.91%

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

DEM vs. VXUS - Expense Ratio Comparison

DEM has a 0.63% expense ratio, which is higher than VXUS's 0.05% expense ratio.

DEM

WisdomTree Emerging Markets Equity Income Fund

VXUS

Vanguard Total International Stock ETF

Return for Risk

DEM vs. VXUS — Risk / Return Rank

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

DEM

DEM Risk / Return Rank: 83
DEM Sharpe Ratio Rank: 83
DEM Sortino Ratio Rank: 84
DEM Omega Ratio Rank: 83
DEM Calmar Ratio Rank: 79
DEM Martin Ratio Rank: 85

VXUS

VXUS Risk / Return Rank: 86
VXUS Sharpe Ratio Rank: 85
VXUS Sortino Ratio Rank: 87
VXUS Omega Ratio Rank: 87
VXUS Calmar Ratio Rank: 86
VXUS Martin Ratio Rank: 85

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. VXUS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Emerging Markets Equity Income Fund (DEM) and Vanguard Total International Stock ETF (VXUS). 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.

	DEM	VXUS	Difference
Sharpe ratio Return per unit of total volatility	1.57	1.64	-0.07
Sortino ratio Return per unit of downside risk	2.16	2.26	-0.09
Omega ratio Gain probability vs. loss probability	1.32	1.34	-0.02
Calmar ratio Return relative to maximum drawdown	2.07	2.42	-0.35
Martin ratio Return relative to average drawdown	9.47	9.37	+0.10
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. VXUS - Sharpe Ratio Comparison

The current DEM Sharpe Ratio is 1.57, which is comparable to the VXUS Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of DEM and VXUS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	DEM	VXUS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.57	1.64	-0.07
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.57	0.47	+0.11
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.51	0.52	-0.02
Sharpe Ratio (All Time) Calculated using the full available price history	0.20	0.35	-0.15

Correlation

The correlation between DEM and VXUS is 0.86, 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. VXUS - Dividend Comparison

DEM's dividend yield for the trailing twelve months is around 4.22%, more than VXUS's 2.97% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
VXUS Vanguard Total International Stock ETF	2.97%	3.18%	3.37%	3.24%	3.09%	3.10%	2.14%	3.06%	3.18%	2.73%	2.93%	2.83%

Drawdowns

DEM vs. VXUS - Drawdown Comparison

The maximum DEM drawdown since its inception was -51.85%, which is greater than VXUS's maximum drawdown of -35.97%. Use the drawdown chart below to compare losses from any high point for DEM and VXUS.

Drawdown Indicators

	DEM	VXUS	Difference
Max Drawdown Largest peak-to-trough decline	-51.85%	-35.97%	-15.88%
Max Drawdown (1Y) Largest decline over 1 year	-11.39%	-11.27%	-0.12%
Max Drawdown (5Y) Largest decline over 5 years	-27.18%	-29.44%	+2.26%
Max Drawdown (10Y) Largest decline over 10 years	-37.79%	-35.97%	-1.82%
Current Drawdown Current decline from peak	-4.57%	-8.33%	+3.76%
Average Drawdown Average peak-to-trough decline	-13.01%	-8.29%	-4.72%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.49%	2.91%	-0.42%

Volatility

DEM vs. VXUS - Volatility Comparison

The current volatility for WisdomTree Emerging Markets Equity Income Fund (DEM) is 7.33%, while Vanguard Total International Stock ETF (VXUS) has a volatility of 8.31%. This indicates that DEM experiences smaller price fluctuations and is considered to be less risky than VXUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DEM	VXUS	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.33%	8.31%	-0.98%
Volatility (6M) Calculated over the trailing 6-month period	10.05%	11.50%	-1.45%
Volatility (1Y) Calculated over the trailing 1-year period	15.04%	17.19%	-2.15%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.23%	15.82%	-0.59%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.01%	17.09%	+0.92%