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

Performance

DEMD.L vs. DEM.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Emerging Markets High Dividend UCITS ETF USD (Dist) (DEMD.L) and WisdomTree Emerging Markets Equity Income UCITS ETF (DEM.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, DEMD.L achieves a 15.99% return, which is significantly lower than DEM.L's 17.25% return. Over the past 10 years, DEMD.L has outperformed DEM.L with an annualized return of 8.89%, while DEM.L has yielded a comparatively lower 8.37% annualized return.


DEMD.L

1D
-0.71%
1M
-4.33%
6M
13.70%
YTD
15.99%
1Y
21.23%
3Y*
16.53%
5Y*
10.01%
10Y*
8.89%

DEM.L

1D
0.64%
1M
-3.03%
6M
14.97%
YTD
17.25%
1Y
21.55%
3Y*
16.93%
5Y*
10.30%
10Y*
8.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DEMD.L vs. DEM.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DEMD.L
WisdomTree Emerging Markets High Dividend UCITS ETF USD (Dist)
15.99%20.91%5.26%21.17%-12.75%13.36%-6.14%18.40%-7.50%25.04%
DEM.L
WisdomTree Emerging Markets Equity Income UCITS ETF
17.25%21.21%5.07%20.84%-13.01%14.12%-6.70%15.65%-11.40%24.71%

Correlation

The correlation between DEMD.L and DEM.L is 0.84, 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

0.84

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

0.89

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

0.90

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

0.91

Correlation (All Time)
Calculated using the full available price history since Nov 14, 2014

0.93

The correlation between DEMD.L and DEM.L has been stable across timeframes, ranging from 0.84 to 0.93 - a consistent structural relationship.

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Return for Risk

DEMD.L vs. DEM.L — Risk / Return Rank

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

DEMD.L
DEMD.L Risk / Return Rank: 5757
Overall Rank
DEMD.L Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
DEMD.L Sortino Ratio Rank: 5353
Sortino Ratio Rank
DEMD.L Omega Ratio Rank: 5151
Omega Ratio Rank
DEMD.L Calmar Ratio Rank: 6868
Calmar Ratio Rank
DEMD.L Martin Ratio Rank: 5858
Martin Ratio Rank

DEM.L
DEM.L Risk / Return Rank: 5959
Overall Rank
DEM.L Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
DEM.L Sortino Ratio Rank: 5252
Sortino Ratio Rank
DEM.L Omega Ratio Rank: 5050
Omega Ratio Rank
DEM.L Calmar Ratio Rank: 7474
Calmar Ratio Rank
DEM.L Martin Ratio Rank: 6565
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.

DEMD.L vs. DEM.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Emerging Markets High Dividend UCITS ETF USD (Dist) (DEMD.L) and WisdomTree Emerging Markets Equity Income UCITS ETF (DEM.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.

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.


DEMD.LDEM.LDifference
Sharpe ratioReturn per unit of total volatility

+0.05

Sortino ratioReturn per unit of downside risk

+0.14

Omega ratioGain probability vs. loss probability

1.26

1.26

+0.01

Calmar ratioReturn relative to maximum drawdown

2.75

2.78

-0.03

Martin ratioReturn relative to average drawdown

8.20

8.34

-0.14

DEMD.L vs. DEM.L - Sharpe Ratio Comparison

The current DEMD.L Sharpe Ratio is 1.48, which is comparable to the DEM.L Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of DEMD.L and DEM.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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Drawdowns

DEMD.L vs. DEM.L - Drawdown Comparison

The maximum DEMD.L drawdown since its inception was -40.46%, smaller than the maximum DEM.L drawdown of -59.39%. Use the drawdown chart below to compare losses from any high point for DEMD.L and DEM.L.


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Drawdown Indicators


DEMD.LDEM.LDifference

Max Drawdown

Largest peak-to-trough decline

-40.46%

-59.39%

+18.93%

Max Drawdown (1Y)

Largest decline over 1 year

-7.63%

-7.73%

+0.10%

Max Drawdown (3Y)

Largest decline over 3 years

-14.59%

-14.39%

-0.20%

Max Drawdown (5Y)

Largest decline over 5 years

-27.69%

-27.85%

+0.16%

Max Drawdown (10Y)

Largest decline over 10 years

-37.40%

-40.19%

+2.79%

Current Drawdown

Current decline from peak

-4.33%

-3.03%

-1.30%

Average Drawdown

Average peak-to-trough decline

-10.04%

-28.51%

+18.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.56%

2.58%

-0.02%

Volatility

DEMD.L vs. DEM.L - Volatility Comparison

The current volatility for WisdomTree Emerging Markets High Dividend UCITS ETF USD (Dist) (DEMD.L) is 4.52%, while WisdomTree Emerging Markets Equity Income UCITS ETF (DEM.L) has a volatility of 5.91%. This indicates that DEMD.L experiences smaller price fluctuations and is considered to be less risky than DEM.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DEMD.LDEM.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.52%

5.91%

-1.39%

Volatility (6M)

Calculated over the trailing 6-month period

12.03%

12.83%

-0.80%

Volatility (1Y)

Calculated over the trailing 1-year period

14.23%

15.10%

-0.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.05%

15.49%

-0.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.67%

16.99%

-0.32%

DEMD.L vs. DEM.L - Expense Ratio Comparison

Both DEMD.L and DEM.L have an expense ratio of 0.46%.


Dividends

DEMD.L vs. DEM.L - Dividend Comparison

DEMD.L's dividend yield for the trailing twelve months is around 3.70%, which matches DEM.L's 3.70% yield.


PositionTTM20252024202320222021202020192018201720162015
DEM.L
WisdomTree Emerging Markets Equity Income UCITS ETF
3.70%4.47%7.67%7.00%7.05%4.14%4.77%1.46%0.00%2.15%1.49%4.55%
DEMD.L
WisdomTree Emerging Markets High Dividend UCITS ETF USD (Dist)
3.70%4.42%7.88%6.68%7.48%4.20%4.51%4.13%4.39%1.98%1.68%4.75%

Frequently Asked Questions


DEMD.L and DEM.L have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Both ETFs have the same 0.46% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

DEMD.L and DEM.L have the same expense ratio: 0.46% per year.

DEMD.L tracks WisdomTree Emerging Markets High Dividend UCITS Index, while DEM.L tracks MSCI EM NR USD.

Portfolio Optimizer

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