DEM vs. VXUS

Last updated Jun 23, 2026

DEM (WisdomTree Emerging Markets Equity Income Fund) and VXUS (Vanguard Total International Stock ETF) are both exchange-traded funds - DEM is a Emerging Markets Equities fund tracking the WisdomTree Emerging Markets Equity income Index, while VXUS is a Global Equities fund tracking the FTSE Global All Cap ex US Index. Both are passively managed. Over the past 10 years, DEM returned 10.73%/yr vs 10.57%/yr for VXUS. Their correlation of 0.86 suggests significant overlap in exposure. DEM charges 0.63%/yr vs 0.05%/yr for VXUS.

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.

Returns By Period

In the year-to-date period, DEM achieves a 20.44% return, which is significantly higher than VXUS's 16.04% return. Both investments have delivered pretty close results over the past 10 years, with DEM having a 10.73% annualized return and VXUS not far behind at 10.57%.

DEM

• 1D: 0.54%
• 1M: 3.59%
• YTD: 20.44%
• 6M: 21.22%
• 1Y: 31.41%
• 3Y*: 19.07%
• 5Y*: 10.23%
• 10Y*: 10.73%

VXUS

• 1D: 0.33%
• 1M: 3.54%
• YTD: 16.04%
• 6M: 16.58%
• 1Y: 34.50%
• 3Y*: 20.13%
• 5Y*: 9.22%
• 10Y*: 10.57%

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

DEM vs. VXUS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DEM WisdomTree Emerging Markets Equity Income Fund	20.44%	21.29%	4.46%	20.93%	-10.43%	11.49%	-5.84%	19.84%	-7.69%	26.26%
VXUS Vanguard Total International Stock ETF	16.04%	32.35%	5.08%	15.86%	-16.08%	8.98%	10.66%	21.75%	-14.43%	27.46%

Correlation

The correlation between DEM and VXUS is 0.86, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.86
Correlation (3Y) Calculated over the trailing 3-year period	0.84
Correlation (5Y) Calculated over the trailing 5-year period	0.84
Correlation (10Y) Calculated over the trailing 10-year period	0.85
Correlation (All Time) Calculated using the full available price history since Jan 28, 2011	0.86

The correlation between DEM and VXUS has been stable across timeframes, ranging from 0.84 to 0.86 - a consistent structural relationship.

DEM vs. VXUS - Sectors Allocation Comparison

Sectors	DEM	VXUS
Financial Services	21.9%	21.7%
Technology	17.4%	21.0%
Industrials	9.5%	15.6%
Energy	6.1%	4.7%
Consumer Defensive	5.8%	4.8%
Consumer Cyclical	5.0%	8.2%
Basic Materials	3.5%	7.6%
Real Estate	3.0%	2.4%
Utilities	3.0%	3.0%
Communication Services	3.0%	4.4%
Healthcare	0.6%	6.8%

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: 73
DEM Sharpe Ratio Rank: 72
DEM Sortino Ratio Rank: 70
DEM Omega Ratio Rank: 72
DEM Calmar Ratio Rank: 80
DEM Martin Ratio Rank: 75

VXUS

VXUS Risk / Return Rank: 67
VXUS Sharpe Ratio Rank: 69
VXUS Sortino Ratio Rank: 66
VXUS Omega Ratio Rank: 70
VXUS Calmar Ratio Rank: 64
VXUS Martin Ratio Rank: 66

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.

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	VXUS	Difference
Sharpe ratio: Return per unit of total volatility	2.22	2.16	+0.06
Sortino ratio: Return per unit of downside risk	3.03	2.92	+0.11
Omega ratio: Gain probability vs. loss probability	1.41	1.40	+0.01
Calmar ratio: Return relative to maximum drawdown	4.00	3.07	+0.92
Martin ratio: Return relative to average drawdown	13.71	11.84	+1.88

DEM vs. VXUS - Sharpe Ratio Comparison

The current DEM Sharpe Ratio is 2.22, which is comparable to the VXUS Sharpe Ratio of 2.16. The chart below compares the historical Sharpe Ratios of DEM and VXUS, 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. 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	-7.89%	-11.27%	+3.38%
Max Drawdown (3Y) Largest decline over 3 years	-15.64%	-13.58%	-2.06%
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	-0.80%	0.00%	-0.80%
Average Drawdown Average peak-to-trough decline	-12.87%	-8.20%	-4.67%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.30%	2.92%	-0.62%

Volatility

DEM vs. VXUS - Volatility Comparison

The current volatility for WisdomTree Emerging Markets Equity Income Fund (DEM) is 5.90%, while Vanguard Total International Stock ETF (VXUS) has a volatility of 6.28%. 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	5.90%	6.28%	-0.38%
Volatility (6M) Calculated over the trailing 6-month period	12.23%	14.10%	-1.87%
Volatility (1Y) Calculated over the trailing 1-year period	14.21%	16.08%	-1.87%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.46%	16.21%	-0.75%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.97%	17.18%	+0.79%

DEM vs. VXUS - Expense Ratio Comparison

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

Dividends

DEM vs. VXUS - Dividend Comparison

DEM's dividend yield for the trailing twelve months is around 3.74%, more than VXUS's 2.51% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DEM WisdomTree Emerging Markets Equity Income Fund	3.74%	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	2.51%	3.18%	3.37%	3.24%	3.09%	3.10%	2.14%	3.06%	3.18%	2.73%	2.93%	2.83%

Frequently Asked Questions

Can I hold both DEM and VXUS in my portfolio?

DEM and VXUS have a correlation of 0.86, 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 VXUS?

VXUS has higher volatility (6.28%) compared to DEM (5.90%). In terms of maximum drawdown, DEM dropped -51.85% vs VXUS's -35.97%.

Which ETF is better, DEM or VXUS?

On 10-year performance, DEM leads with 10.73% vs 10.57% for VXUS. On fees, VXUS is cheaper at 0.05% per year. On volatility, DEM has been the lower-risk option at 5.90%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DEM or VXUS?

Over the 10-year period, DEM has performed better with a 10.73% return vs 10.57%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DEM or VXUS?

VXUS is cheaper with a 0.05% expense ratio, compared with 0.63% for DEM.

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

DEM has the higher dividend yield at 3.74%, compared with 2.51% for VXUS.

What is the main difference between DEM and VXUS?

DEM is categorized as Emerging Markets Equities, while VXUS is Global Equities. DEM tracks WisdomTree Emerging Markets Equity income Index, while VXUS tracks FTSE Global All Cap ex US Index. They also come from different issuers: WisdomTree and Vanguard. Their fees differ too: 0.63% for DEM and 0.05% for VXUS.

Which has better risk-adjusted returns?

DEM currently has the higher Sharpe Ratio (2.22 vs 2.16), 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.