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DEMS.L vs. AEME.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DEMS.L vs. AEME.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in WisdomTree Emerging Markets Equity Income UCITS ETF Acc (DEMS.L) and Amundi Index MSCI Emerging Markets UCITS ETF DR (C) (AEME.L). The values are adjusted to include any dividend payments, if applicable.

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DEMS.L vs. AEME.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021
DEMS.L
WisdomTree Emerging Markets Equity Income UCITS ETF Acc
6.80%12.50%7.08%14.64%-2.59%13.72%
AEME.L
Amundi Index MSCI Emerging Markets UCITS ETF DR (C)
6.69%25.33%8.58%2.99%-10.31%-8.65%
Different Trading Currencies

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

Returns By Period

The year-to-date returns for both stocks are quite close, with DEMS.L having a 6.80% return and AEME.L slightly lower at 6.69%.


DEMS.L

1D
1.12%
1M
-1.84%
YTD
6.80%
6M
9.93%
1Y
18.19%
3Y*
12.72%
5Y*
9.13%
10Y*

AEME.L

1D
3.86%
1M
-5.26%
YTD
6.69%
6M
10.52%
1Y
31.91%
3Y*
13.62%
5Y*
4.99%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DEMS.L vs. AEME.L - Expense Ratio Comparison

DEMS.L has a 0.46% expense ratio, which is higher than AEME.L's 0.20% expense ratio.


Return for Risk

DEMS.L vs. AEME.L — Risk / Return Rank

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

DEMS.L
DEMS.L Risk / Return Rank: 7373
Overall Rank
DEMS.L Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
DEMS.L Sortino Ratio Rank: 7070
Sortino Ratio Rank
DEMS.L Omega Ratio Rank: 6969
Omega Ratio Rank
DEMS.L Calmar Ratio Rank: 7575
Calmar Ratio Rank
DEMS.L Martin Ratio Rank: 7777
Martin Ratio Rank

AEME.L
AEME.L Risk / Return Rank: 8686
Overall Rank
AEME.L Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
AEME.L Sortino Ratio Rank: 8686
Sortino Ratio Rank
AEME.L Omega Ratio Rank: 8484
Omega Ratio Rank
AEME.L Calmar Ratio Rank: 8686
Calmar Ratio Rank
AEME.L Martin Ratio Rank: 8787
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.

DEMS.L vs. AEME.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Emerging Markets Equity Income UCITS ETF Acc (DEMS.L) and Amundi Index MSCI Emerging Markets UCITS ETF DR (C) (AEME.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.


DEMS.LAEME.LDifference

Sharpe ratio

Return per unit of total volatility

1.39

1.80

-0.41

Sortino ratio

Return per unit of downside risk

1.85

2.35

-0.50

Omega ratio

Gain probability vs. loss probability

1.27

1.34

-0.07

Calmar ratio

Return relative to maximum drawdown

2.26

3.26

-1.00

Martin ratio

Return relative to average drawdown

9.17

11.61

-2.44

DEMS.L vs. AEME.L - Sharpe Ratio Comparison

The current DEMS.L Sharpe Ratio is 1.39, which is comparable to the AEME.L Sharpe Ratio of 1.80. The chart below compares the historical Sharpe Ratios of DEMS.L and AEME.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DEMS.LAEME.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.39

1.80

-0.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

0.30

+0.41

Sharpe Ratio (All Time)

Calculated using the full available price history

0.47

0.24

+0.23

Correlation

The correlation between DEMS.L and AEME.L is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

DEMS.L vs. AEME.L - Dividend Comparison

Neither DEMS.L nor AEME.L has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

DEMS.L vs. AEME.L - Drawdown Comparison

The maximum DEMS.L drawdown since its inception was -29.57%, which is greater than AEME.L's maximum drawdown of -27.77%. Use the drawdown chart below to compare losses from any high point for DEMS.L and AEME.L.


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Drawdown Indicators


DEMS.LAEME.LDifference

Max Drawdown

Largest peak-to-trough decline

-29.57%

-40.09%

+10.52%

Max Drawdown (1Y)

Largest decline over 1 year

-10.56%

-13.52%

+2.96%

Max Drawdown (5Y)

Largest decline over 5 years

-14.79%

-37.46%

+22.67%

Current Drawdown

Current decline from peak

-3.12%

-9.65%

+6.53%

Average Drawdown

Average peak-to-trough decline

-5.09%

-18.46%

+13.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.03%

3.39%

-1.36%

Volatility

DEMS.L vs. AEME.L - Volatility Comparison

The current volatility for WisdomTree Emerging Markets Equity Income UCITS ETF Acc (DEMS.L) is 4.35%, while Amundi Index MSCI Emerging Markets UCITS ETF DR (C) (AEME.L) has a volatility of 8.06%. This indicates that DEMS.L experiences smaller price fluctuations and is considered to be less risky than AEME.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DEMS.LAEME.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.35%

8.06%

-3.71%

Volatility (6M)

Calculated over the trailing 6-month period

8.72%

13.53%

-4.81%

Volatility (1Y)

Calculated over the trailing 1-year period

13.02%

17.61%

-4.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.81%

16.63%

-3.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.67%

16.76%

-1.09%