DEMD.L vs. GGRP.L
DEMD.L (WisdomTree Emerging Markets High Dividend UCITS ETF USD (Dist)) and GGRP.L (WisdomTree Global Quality Dividend Growth UCITS ETF - USD) are both exchange-traded funds - DEMD.L is a Emerging Markets Equities fund tracking the WisdomTree Emerging Markets High Dividend UCITS Index, while GGRP.L is a Global Equities fund tracking the WisdomTree Global Developed Quality Dividend Growth. Both are passively managed. Over the past 5 years, DEMD.L returned 10.01%/yr vs 8.10%/yr for GGRP.L. A 0.61 correlation means they provide meaningful diversification when combined. DEMD.L charges 0.46%/yr vs 0.38%/yr for GGRP.L.
Performance
DEMD.L vs. GGRP.L - Performance Comparison
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Different Trading Currencies
DEMD.L is traded in USD, while GGRP.L is traded in GBp. To make them comparable, the GGRP.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 higher than GGRP.L's 6.40% 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%
GGRP.L
- 1D
- 0.81%
- 1M
- 0.77%
- 6M
- 5.30%
- YTD
- 6.40%
- 1Y
- 16.10%
- 3Y*
- 12.36%
- 5Y*
- 8.10%
- 10Y*
- —
DEMD.L vs. GGRP.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
GGRP.L WisdomTree Global Quality Dividend Growth UCITS ETF - USD | 6.40% | 16.68% | 9.22% | 17.49% | -13.56% | 19.87% | 14.98% | 33.45% | -10.74% | 28.54% |
Correlation
The correlation between DEMD.L and GGRP.L 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 | 0.61 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.61 |
Correlation (All Time) Calculated using the full available price history since Nov 2, 2016 | 0.61 |
The correlation between DEMD.L and GGRP.L has been stable across timeframes, ranging from 0.60 to 0.61 - a consistent structural relationship.
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Return for Risk
DEMD.L vs. GGRP.L — Risk / Return Rank
DEMD.L
GGRP.L
DEMD.L vs. GGRP.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 Global Quality Dividend Growth UCITS ETF - USD (GGRP.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.L | GGRP.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.07 | ||
| Sortino ratioReturn per unit of downside risk | -0.06 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.25 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.75 | 1.57 | +1.18 |
| Martin ratioReturn relative to average drawdown | 8.20 | 6.34 | +1.86 |
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Drawdowns
DEMD.L vs. GGRP.L - Drawdown Comparison
The maximum DEMD.L drawdown since its inception was -40.46%, which is greater than GGRP.L's maximum drawdown of -30.97%. Use the drawdown chart below to compare losses from any high point for DEMD.L and GGRP.L.
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Drawdown Indicators
| DEMD.L | GGRP.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.46% | -30.97% | -9.49% |
Max Drawdown (1Y)Largest decline over 1 year | -7.63% | -10.21% | +2.58% |
Max Drawdown (3Y)Largest decline over 3 years | -14.59% | -15.10% | +0.51% |
Max Drawdown (5Y)Largest decline over 5 years | -27.69% | -25.16% | -2.53% |
Max Drawdown (10Y)Largest decline over 10 years | -37.40% | — | — |
Current DrawdownCurrent decline from peak | -4.33% | 0.00% | -4.33% |
Average DrawdownAverage peak-to-trough decline | -10.04% | -5.05% | -4.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.56% | 2.53% | +0.03% |
Volatility
DEMD.L vs. GGRP.L - Volatility Comparison
WisdomTree Emerging Markets High Dividend UCITS ETF USD (Dist) (DEMD.L) has a higher volatility of 4.52% compared to WisdomTree Global Quality Dividend Growth UCITS ETF - USD (GGRP.L) at 2.46%. This indicates that DEMD.L's price experiences larger fluctuations and is considered to be riskier than GGRP.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.L | GGRP.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.52% | 2.46% | +2.06% |
Volatility (6M)Calculated over the trailing 6-month period | 12.03% | 9.34% | +2.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.23% | 11.43% | +2.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.05% | 14.22% | +0.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.67% | 15.99% | +0.68% |
DEMD.L vs. GGRP.L - Expense Ratio Comparison
DEMD.L has a 0.46% expense ratio, which is higher than GGRP.L's 0.38% expense ratio.
Dividends
DEMD.L vs. GGRP.L - Dividend Comparison
DEMD.L's dividend yield for the trailing twelve months is around 3.70%, more than GGRP.L's 1.19% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
GGRP.L WisdomTree Global Quality Dividend Growth UCITS ETF - USD | 1.19% | 1.23% | 1.61% | 1.84% | 2.42% | 1.60% | 0.84% | 0.78% | 2.14% | 1.42% | 0.00% | 0.00% |
Frequently Asked Questions
DEMD.L and GGRP.L 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.
On fees, GGRP.L is cheaper at 0.38% per year. The better choice depends on whether you care most about return, fees, risk, or income.
GGRP.L is cheaper with a 0.38% expense ratio, compared with 0.46% for DEMD.L.
DEMD.L is categorized as Emerging Markets Equities, while GGRP.L is Global Equities. DEMD.L tracks WisdomTree Emerging Markets High Dividend UCITS Index, while GGRP.L tracks WisdomTree Global Developed Quality Dividend Growth. Their fees differ too: 0.46% for DEMD.L and 0.38% for GGRP.L.
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