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

Performance

DEMD.L vs. ISDE.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 iShares MSCI EM Islamic UCITS ETF USD (Dist) (ISDE.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DEMD.L achieves a 15.99% return, which is significantly lower than ISDE.L's 43.83% return. Over the past 10 years, DEMD.L has underperformed ISDE.L with an annualized return of 8.89%, while ISDE.L has yielded a comparatively higher 11.20% 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%

ISDE.L

1D
-1.28%
1M
-11.07%
6M
34.89%
YTD
43.83%
1Y
74.17%
3Y*
25.27%
5Y*
10.84%
10Y*
11.20%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DEMD.L vs. ISDE.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%
ISDE.L
iShares MSCI EM Islamic UCITS ETF USD (Dist)
43.83%39.00%-3.54%14.04%-22.75%2.66%22.18%19.37%-17.23%41.70%

Correlation

The correlation between DEMD.L and ISDE.L is 0.74, 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

0.74

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

0.75

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

0.79

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

0.83

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

0.84

The correlation between DEMD.L and ISDE.L shifts across timeframes, from 0.74 (1 year) to 0.84 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

DEMD.L vs. ISDE.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

ISDE.L
ISDE.L Risk / Return Rank: 8888
Overall Rank
ISDE.L Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
ISDE.L Sortino Ratio Rank: 8282
Sortino Ratio Rank
ISDE.L Omega Ratio Rank: 8888
Omega Ratio Rank
ISDE.L Calmar Ratio Rank: 9292
Calmar Ratio Rank
ISDE.L Martin Ratio Rank: 8888
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. ISDE.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 iShares MSCI EM Islamic UCITS ETF USD (Dist) (ISDE.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.LISDE.LDifference
Sharpe ratioReturn per unit of total volatility

-1.01

Sortino ratioReturn per unit of downside risk

-0.82

Omega ratioGain probability vs. loss probability

1.26

1.44

-0.17

Calmar ratioReturn relative to maximum drawdown

2.75

4.75

-2.00

Martin ratioReturn relative to average drawdown

8.20

15.21

-7.01

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

The current DEMD.L Sharpe Ratio is 1.48, which is lower than the ISDE.L Sharpe Ratio of 2.49. The chart below compares the historical Sharpe Ratios of DEMD.L and ISDE.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. ISDE.L - Drawdown Comparison

The maximum DEMD.L drawdown since its inception was -40.46%, smaller than the maximum ISDE.L drawdown of -65.53%. Use the drawdown chart below to compare losses from any high point for DEMD.L and ISDE.L.


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Drawdown Indicators


DEMD.LISDE.LDifference

Max Drawdown

Largest peak-to-trough decline

-40.46%

-65.53%

+25.07%

Max Drawdown (1Y)

Largest decline over 1 year

-7.63%

-15.54%

+7.91%

Max Drawdown (3Y)

Largest decline over 3 years

-14.59%

-21.83%

+7.24%

Max Drawdown (5Y)

Largest decline over 5 years

-27.69%

-32.16%

+4.47%

Max Drawdown (10Y)

Largest decline over 10 years

-37.40%

-36.64%

-0.76%

Current Drawdown

Current decline from peak

-4.33%

-15.25%

+10.92%

Average Drawdown

Average peak-to-trough decline

-10.04%

-22.77%

+12.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.56%

4.86%

-2.30%

Volatility

DEMD.L vs. ISDE.L - Volatility Comparison

The current volatility for WisdomTree Emerging Markets High Dividend UCITS ETF USD (Dist) (DEMD.L) is 4.52%, while iShares MSCI EM Islamic UCITS ETF USD (Dist) (ISDE.L) has a volatility of 14.62%. This indicates that DEMD.L experiences smaller price fluctuations and is considered to be less risky than ISDE.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.LISDE.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.52%

14.62%

-10.10%

Volatility (6M)

Calculated over the trailing 6-month period

12.03%

27.67%

-15.64%

Volatility (1Y)

Calculated over the trailing 1-year period

14.23%

29.71%

-15.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.05%

20.58%

-5.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.67%

20.34%

-3.67%

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

DEMD.L has a 0.46% expense ratio, which is lower than ISDE.L's 0.85% expense ratio.


Dividends

DEMD.L vs. ISDE.L - Dividend Comparison

DEMD.L's dividend yield for the trailing twelve months is around 3.70%, more than ISDE.L's 1.20% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
ISDE.L
iShares MSCI EM Islamic UCITS ETF USD (Dist)
1.20%1.06%2.51%2.77%2.10%1.79%0.98%1.55%1.64%1.02%1.07%2.32%

Frequently Asked Questions


DEMD.L and ISDE.L have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DEMD.L is cheaper at 0.46% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DEMD.L is cheaper with a 0.46% expense ratio, compared with 0.85% for ISDE.L.

DEMD.L tracks WisdomTree Emerging Markets High Dividend UCITS Index, while ISDE.L tracks MSCI Emerging Markets Islamic Index. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.46% for DEMD.L and 0.85% for ISDE.L.

Portfolio Optimizer

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