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DEMR.L vs. SEDY.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

DEMR.L vs. SEDY.L

Last updated Jun 4, 2026

DEMR.L (WisdomTree Emerging Markets Equity Income UCITS ETF) and SEDY.L (iShares Emerging Markets Dividend UCITS ETF) are both Emerging Markets Equities funds - DEMR.L tracks the WisdomTree Emerging Markets High Dividend Index while SEDY.L tracks the MSCI EM NR USD. Both are passively managed. Over the past 5 years, DEMR.L returned 9.91%/yr vs 4.36%/yr for SEDY.L. Their correlation of 0.81 suggests significant overlap in exposure. DEMR.L charges 0.46%/yr vs 0.65%/yr for SEDY.L.

Performance

DEMR.L vs. SEDY.L - Performance Comparison

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

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, DEMR.L achieves a 19.39% return, which is significantly higher than SEDY.L's 10.45% return.

DEMR.L

1D
-1.03%
1M
5.88%
YTD
19.39%
6M
20.08%
1Y
31.18%
3Y*
19.53%
5Y*
9.91%
10Y*
—

SEDY.L

1D
-0.33%
1M
-2.01%
YTD
10.45%
6M
11.01%
1Y
27.82%
3Y*
20.70%
5Y*
4.36%
10Y*
7.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DEMR.L vs. SEDY.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
DEMR.L
WisdomTree Emerging Markets Equity Income UCITS ETF		19.39%20.63%5.41%21.41%-13.08%13.97%-6.44%18.38%-7.94%26.61%
SEDY.L
iShares Emerging Markets Dividend UCITS ETF		10.45%27.65%6.90%18.97%-30.91%11.62%-2.97%14.87%-5.42%25.64%

Correlation

The correlation between DEMR.L and SEDY.L is 0.77, 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

0.77

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

0.79

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

0.79

Correlation (All Time)
Calculated using the full available price history since Nov 9, 2016

0.81

The correlation between DEMR.L and SEDY.L has been stable across timeframes, ranging from 0.77 to 0.81 - a consistent structural relationship.

DEMR.L vs. SEDY.L - Sectors Allocation Comparison

Sectors
DEMR.L
SEDY.L

Financial Services

25.5%
28.6%

Technology

16.7%
8.3%

Industrials

11.7%
17.3%

Consumer Defensive

8.9%
2.2%

Consumer Cyclical

8.7%
4.2%

Basic Materials

6.5%
8.7%

Communication Services

5.5%
1.6%

Real Estate

5.0%
3.8%

Utilities

4.8%
7.2%

Energy

4.8%
18.2%

Healthcare

2.0%

-

Financial Services

DEMR.L
25.5%
SEDY.L
28.6%

Technology

DEMR.L
16.7%
SEDY.L
8.3%

Industrials

DEMR.L
11.7%
SEDY.L
17.3%

Consumer Defensive

DEMR.L
8.9%
SEDY.L
2.2%

Consumer Cyclical

DEMR.L
8.7%
SEDY.L
4.2%

Basic Materials

DEMR.L
6.5%
SEDY.L
8.7%

Communication Services

DEMR.L
5.5%
SEDY.L
1.6%

Real Estate

DEMR.L
5.0%
SEDY.L
3.8%

Utilities

DEMR.L
4.8%
SEDY.L
7.2%

Energy

DEMR.L
4.8%
SEDY.L
18.2%

Healthcare

DEMR.L
2.0%
SEDY.L

-

Compare stocks, funds, or ETFs

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WisdomTree Emerging Markets Equity Income UCITS ETF

iShares Emerging Markets Dividend UCITS ETF

Often compared with DEMR.L:
DEMR.L vs. UC79.LDEMR.L vs. XDEX.LDEMR.L vs. 3USL.LDEMR.L vs. EMV.LDEMR.L vs. EXCS.LDEMR.L vs. DEM.LDEMR.L vs. EMXC.L
Often compared with SEDY.L:
SEDY.L vs. SEML.LSEDY.L vs. SCHDSEDY.L vs. IIND.LSEDY.L vs. CUKX.LSEDY.L vs. VHYG.LSEDY.L vs. IEMGSEDY.L vs. IDAP.L

Return for Risk

DEMR.L vs. SEDY.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
DEMR.L
DEMR.L Risk / Return Rank: 7171
Overall Rank
DEMR.L Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
DEMR.L Sortino Ratio Rank: 6868
Sortino Ratio Rank
DEMR.L Omega Ratio Rank: 6666
Omega Ratio Rank
DEMR.L Calmar Ratio Rank: 8080
Calmar Ratio Rank
DEMR.L Martin Ratio Rank: 7171
Martin Ratio Rank
SEDY.L
SEDY.L Risk / Return Rank: 8181
Overall Rank
SEDY.L Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
SEDY.L Sortino Ratio Rank: 7979
Sortino Ratio Rank
SEDY.L Omega Ratio Rank: 7777
Omega Ratio Rank
SEDY.L Calmar Ratio Rank: 9191
Calmar Ratio Rank
SEDY.L Martin Ratio Rank: 8181
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.

DEMR.L vs. SEDY.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Emerging Markets Equity Income UCITS ETF (DEMR.L) and iShares Emerging Markets Dividend UCITS ETF (SEDY.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.

DEMR.LSEDY.LDifference
Sharpe ratioReturn per unit of total volatility
2.21
2.09

+0.12

Sortino ratioReturn per unit of downside risk
3.08
2.88

+0.20

Omega ratioGain probability vs. loss probability

1.39

1.35

+0.04

Calmar ratioReturn relative to maximum drawdown

4.12

4.44

-0.32

Martin ratioReturn relative to average drawdown

13.19

12.60

+0.59

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DEMR.L vs. SEDY.L - Sharpe Ratio Comparison

The current DEMR.L Sharpe Ratio is 2.21, which is comparable to the SEDY.L Sharpe Ratio of 2.09. The chart below compares the historical Sharpe Ratios of DEMR.L and SEDY.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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Sharpe Ratios by Period

DEMR.LSEDY.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.21

2.09

+0.12

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.65

0.26

+0.40

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.42

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.56

0.22

+0.34

Drawdowns

DEMR.L vs. SEDY.L - Drawdown Comparison

The maximum DEMR.L drawdown since its inception was -36.98%, smaller than the maximum SEDY.L drawdown of -48.38%. Use the drawdown chart below to compare losses from any high point for DEMR.L and SEDY.L.

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Drawdown Indicators

DEMR.LSEDY.LDifference

Max Drawdown

Largest peak-to-trough decline

-36.98%

-48.38%

+11.40%

Max Drawdown (1Y)

Largest decline over 1 year

-7.54%

-6.24%

-1.30%

Max Drawdown (3Y)

Largest decline over 3 years

-14.84%

-13.31%

-1.53%

Max Drawdown (5Y)

Largest decline over 5 years

-27.86%

-40.64%

+12.78%

Max Drawdown (10Y)

Largest decline over 10 years

—

-40.64%

—

Current Drawdown

Current decline from peak

-1.03%

-4.07%

+3.04%

Average Drawdown

Average peak-to-trough decline

-7.67%

-15.48%

+7.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.36%

2.20%

+0.16%

Volatility

DEMR.L vs. SEDY.L - Volatility Comparison

WisdomTree Emerging Markets Equity Income UCITS ETF (DEMR.L) and iShares Emerging Markets Dividend UCITS ETF (SEDY.L) have volatilities of 5.74% and 5.48%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

DEMR.LSEDY.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.74%

5.48%

+0.26%

Volatility (6M)

Calculated over the trailing 6-month period

11.00%

10.93%

+0.07%

Volatility (1Y)

Calculated over the trailing 1-year period

14.06%

13.23%

+0.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.16%

16.99%

-1.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.98%

17.52%

-0.54%

DEMR.L vs. SEDY.L - Expense Ratio Comparison

DEMR.L has a 0.46% expense ratio, which is lower than SEDY.L's 0.65% expense ratio.

Dividends

DEMR.L vs. SEDY.L - Dividend Comparison

DEMR.L has not paid dividends to shareholders, while SEDY.L's dividend yield for the trailing twelve months is around 5.28%.

PositionTTM20252024202320222021202020192018201720162015
DEMR.L
WisdomTree Emerging Markets Equity Income UCITS ETF		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SEDY.L
iShares Emerging Markets Dividend UCITS ETF		5.28%5.72%7.74%7.98%9.33%6.41%5.11%5.84%5.54%4.08%4.25%6.31%

Frequently Asked Questions

DEMR.L and SEDY.L have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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

DEMR.L is cheaper with a 0.46% expense ratio, compared with 0.65% for SEDY.L.

DEMR.L tracks WisdomTree Emerging Markets High Dividend Index, while SEDY.L tracks MSCI EM NR USD. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.46% for DEMR.L and 0.65% for SEDY.L.

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