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

DEMS.L vs. EIMU.L

Last updated Jun 5, 2026

DEMS.L (WisdomTree Emerging Markets Equity Income UCITS ETF Acc) and EIMU.L (iShares Core MSCI EM IMI UCITS ETF USD (Dist)) are both Emerging Markets Equities funds - DEMS.L tracks the MSCI EM NR USD while EIMU.L tracks the MSCI Emerging Markets Investable Market (IMI) Index. Both are passively managed. Over the past 5 years, DEMS.L returned 10.95%/yr vs 8.77%/yr for EIMU.L. Their correlation of 0.81 suggests significant overlap in exposure. DEMS.L charges 0.46%/yr vs 0.18%/yr for EIMU.L.

Performance

DEMS.L vs. EIMU.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 iShares Core MSCI EM IMI UCITS ETF USD (Dist) (EIMU.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, DEMS.L achieves a 18.95% return, which is significantly lower than EIMU.L's 24.90% return.

DEMS.L

1D
0.29%
1M
5.82%
YTD
18.95%
6M
18.43%
1Y
31.01%
3Y*
16.07%
5Y*
10.95%
10Y*
—

EIMU.L

1D
-1.28%
1M
5.59%
YTD
24.90%
6M
26.33%
1Y
50.95%
3Y*
20.24%
5Y*
8.77%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

2026 (YTD)20252024202320222021202020192018
DEMS.L
WisdomTree Emerging Markets Equity Income UCITS ETF Acc		18.95%12.50%7.08%14.64%-2.59%15.41%-9.66%14.70%-5.45%
EIMU.L
iShares Core MSCI EM IMI UCITS ETF USD (Dist)		24.86%22.53%9.34%5.47%-10.12%0.31%15.29%12.00%-11.10%

Correlation

The correlation between DEMS.L and EIMU.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

0.76

Correlation (All Time)
Calculated using the full available price history since Mar 13, 2018

0.81

The correlation between DEMS.L and EIMU.L has been stable across timeframes, ranging from 0.76 to 0.81 - a consistent structural relationship.

DEMS.L vs. EIMU.L - Sectors Allocation Comparison

Sectors
DEMS.L
EIMU.L

Financial Services

23.9%
18.4%

Technology

22.9%
35.0%

Industrials

11.0%
8.9%

Consumer Defensive

8.3%
3.3%

Consumer Cyclical

7.9%
9.6%

Basic Materials

5.9%
6.9%

Communication Services

5.1%
6.4%

Real Estate

4.6%
1.7%

Energy

4.4%
3.9%

Utilities

4.2%
2.2%

Healthcare

1.8%
3.7%

Financial Services

DEMS.L
23.9%
EIMU.L
18.4%

Technology

DEMS.L
22.9%
EIMU.L
35.0%

Industrials

DEMS.L
11.0%
EIMU.L
8.9%

Consumer Defensive

DEMS.L
8.3%
EIMU.L
3.3%

Consumer Cyclical

DEMS.L
7.9%
EIMU.L
9.6%

Basic Materials

DEMS.L
5.9%
EIMU.L
6.9%

Communication Services

DEMS.L
5.1%
EIMU.L
6.4%

Real Estate

DEMS.L
4.6%
EIMU.L
1.7%

Energy

DEMS.L
4.4%
EIMU.L
3.9%

Utilities

DEMS.L
4.2%
EIMU.L
2.2%

Healthcare

DEMS.L
1.8%
EIMU.L
3.7%

Compare stocks, funds, or ETFs

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WisdomTree Emerging Markets Equity Income UCITS ETF Acc

iShares Core MSCI EM IMI UCITS ETF USD (Dist)

Often compared with DEMS.L:
DEMS.L vs. VFEG.LDEMS.L vs. GGRG.LDEMS.L vs. NDIA.LDEMS.L vs. AEME.LDEMS.L vs. EMHD.LDEMS.L vs. EIMI.LDEMS.L vs. DGSE.L
Often compared with EIMU.L:
EIMU.L vs. EIMI.LEIMU.L vs. EXCS.LEIMU.L vs. XDEX.LEIMU.L vs. ISAC.LEIMU.L vs. DGSE.LEIMU.L vs. EMV.LEIMU.L vs. HEMC.L

Return for Risk

DEMS.L vs. EIMU.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: 8383
Overall Rank
DEMS.L Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
DEMS.L Sortino Ratio Rank: 8282
Sortino Ratio Rank
DEMS.L Omega Ratio Rank: 8181
Omega Ratio Rank
DEMS.L Calmar Ratio Rank: 8686
Calmar Ratio Rank
DEMS.L Martin Ratio Rank: 8484
Martin Ratio Rank
EIMU.L
EIMU.L Risk / Return Rank: 7878
Overall Rank
EIMU.L Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
EIMU.L Sortino Ratio Rank: 7878
Sortino Ratio Rank
EIMU.L Omega Ratio Rank: 7979
Omega Ratio Rank
EIMU.L Calmar Ratio Rank: 7777
Calmar Ratio Rank
EIMU.L Martin Ratio Rank: 7575
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. EIMU.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 iShares Core MSCI EM IMI UCITS ETF USD (Dist) (EIMU.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.LEIMU.LDifference
Sharpe ratioReturn per unit of total volatility
2.67
2.83

-0.17

Sortino ratioReturn per unit of downside risk
3.60
3.68

-0.08

Omega ratioGain probability vs. loss probability

1.48

1.53

-0.05

Calmar ratioReturn relative to maximum drawdown

4.77

4.82

-0.05

Martin ratioReturn relative to average drawdown

16.97

16.29

+0.69

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

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

The current DEMS.L Sharpe Ratio is 2.67, which is comparable to the EIMU.L Sharpe Ratio of 2.83. The chart below compares the historical Sharpe Ratios of DEMS.L and EIMU.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

DEMS.LEIMU.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.67

2.83

-0.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.86

0.53

+0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.40

+0.14

Drawdowns

DEMS.L vs. EIMU.L - Drawdown Comparison

The maximum DEMS.L drawdown since its inception was -29.57%, which is greater than EIMU.L's maximum drawdown of -26.41%. Use the drawdown chart below to compare losses from any high point for DEMS.L and EIMU.L.

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Drawdown Indicators

DEMS.LEIMU.LDifference

Max Drawdown

Largest peak-to-trough decline

-29.57%

-26.41%

-3.16%

Max Drawdown (1Y)

Largest decline over 1 year

-6.47%

-10.52%

+4.05%

Max Drawdown (3Y)

Largest decline over 3 years

-12.88%

-15.56%

+2.68%

Max Drawdown (5Y)

Largest decline over 5 years

-14.79%

-22.23%

+7.44%

Current Drawdown

Current decline from peak

-1.15%

-2.16%

+1.01%

Average Drawdown

Average peak-to-trough decline

-5.01%

-8.49%

+3.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.82%

3.12%

-1.30%

Volatility

DEMS.L vs. EIMU.L - Volatility Comparison

The current volatility for WisdomTree Emerging Markets Equity Income UCITS ETF Acc (DEMS.L) is 4.53%, while iShares Core MSCI EM IMI UCITS ETF USD (Dist) (EIMU.L) has a volatility of 7.91%. This indicates that DEMS.L experiences smaller price fluctuations and is considered to be less risky than EIMU.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.LEIMU.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.53%

7.91%

-3.38%

Volatility (6M)

Calculated over the trailing 6-month period

9.27%

15.46%

-6.19%

Volatility (1Y)

Calculated over the trailing 1-year period

11.58%

17.92%

-6.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.78%

16.53%

-3.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.65%

18.78%

-3.13%

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

DEMS.L has a 0.46% expense ratio, which is higher than EIMU.L's 0.18% expense ratio.

Dividends

DEMS.L vs. EIMU.L - Dividend Comparison

DEMS.L has not paid dividends to shareholders, while EIMU.L's dividend yield for the trailing twelve months is around 1.61%.

PositionTTM20252024202320222021202020192018
DEMS.L
WisdomTree Emerging Markets Equity Income UCITS ETF Acc		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EIMU.L
iShares Core MSCI EM IMI UCITS ETF USD (Dist)		1.61%1.92%2.34%2.43%3.14%1.90%1.70%2.30%1.80%

Frequently Asked Questions

DEMS.L and EIMU.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, EIMU.L is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.

EIMU.L is cheaper with a 0.18% expense ratio, compared with 0.46% for DEMS.L.

DEMS.L tracks MSCI EM NR USD, while EIMU.L tracks MSCI Emerging Markets Investable Market (IMI) Index. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.46% for DEMS.L and 0.18% for EIMU.L.

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