DEMS.L vs. EMIM.L
DEMS.L (WisdomTree Emerging Markets Equity Income UCITS ETF Acc) and EMIM.L (iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)) are both Emerging Markets Equities funds tracking the MSCI EM NR USD, from WisdomTree and iShares respectively. Both are passively managed. Over the past 5 years, DEMS.L returned 10.95%/yr vs 8.76%/yr for EMIM.L. Their correlation of 0.85 suggests significant overlap in exposure. DEMS.L charges 0.46%/yr vs 0.18%/yr for EMIM.L.
Performance
DEMS.L vs. EMIM.L - Performance Comparison
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Returns By Period
In the year-to-date period, DEMS.L achieves a 18.95% return, which is significantly lower than EMIM.L's 24.23% return.
DEMS.L
- 1D
- 0.29%
- 1M
- 3.90%
- YTD
- 18.95%
- 6M
- 18.14%
- 1Y
- 30.81%
- 3Y*
- 16.07%
- 5Y*
- 10.95%
- 10Y*
- —
EMIM.L
- 1D
- -1.35%
- 1M
- 3.19%
- YTD
- 24.23%
- 6M
- 25.19%
- 1Y
- 49.71%
- 3Y*
- 20.15%
- 5Y*
- 8.76%
- 10Y*
- 11.09%
DEMS.L vs. EMIM.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% | -2.61% | 15.25% |
EMIM.L iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) | 24.23% | 23.35% | 9.18% | 4.93% | -10.17% | 0.74% | 14.91% | 12.69% | -9.32% | 24.72% |
Correlation
The correlation between DEMS.L and EMIM.L is 0.78, 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 | 0.78 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.81 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.80 |
Correlation (All Time) Calculated using the full available price history since Nov 9, 2016 | 0.85 |
The correlation between DEMS.L and EMIM.L has been stable across timeframes, ranging from 0.78 to 0.85 - a consistent structural relationship.
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Return for Risk
DEMS.L vs. EMIM.L — Risk / Return Rank
DEMS.L
EMIM.L
DEMS.L vs. EMIM.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 Emerging Markets IMI UCITS ETF (Acc) (EMIM.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.L | EMIM.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.37 | ||
| Sortino ratioReturn per unit of downside risk | -0.31 | ||
| Omega ratioGain probability vs. loss probability | 1.48 | 1.57 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 4.77 | 4.63 | +0.14 |
| Martin ratioReturn relative to average drawdown | 16.97 | 16.57 | +0.41 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DEMS.L | EMIM.L | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.67 | 3.04 | -0.37 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.86 | 0.55 | +0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.62 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.54 | 0.49 | +0.05 |
Drawdowns
DEMS.L vs. EMIM.L - Drawdown Comparison
The maximum DEMS.L drawdown since its inception was -29.57%, smaller than the maximum EMIM.L drawdown of -31.70%. Use the drawdown chart below to compare losses from any high point for DEMS.L and EMIM.L.
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Drawdown Indicators
| DEMS.L | EMIM.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.57% | -31.70% | +2.13% |
Max Drawdown (1Y)Largest decline over 1 year | -6.47% | -10.92% | +4.45% |
Max Drawdown (3Y)Largest decline over 3 years | -12.88% | -15.56% | +2.68% |
Max Drawdown (5Y)Largest decline over 5 years | -14.79% | -21.98% | +7.19% |
Max Drawdown (10Y)Largest decline over 10 years | — | -26.46% | — |
Current DrawdownCurrent decline from peak | -1.15% | -2.39% | +1.24% |
Average DrawdownAverage peak-to-trough decline | -5.01% | -8.71% | +3.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.82% | 3.06% | -1.24% |
Volatility
DEMS.L vs. EMIM.L - Volatility Comparison
The current volatility for WisdomTree Emerging Markets Equity Income UCITS ETF Acc (DEMS.L) is 4.53%, while iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) (EMIM.L) has a volatility of 7.03%. This indicates that DEMS.L experiences smaller price fluctuations and is considered to be less risky than EMIM.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.L | EMIM.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.53% | 7.03% | -2.50% |
Volatility (6M)Calculated over the trailing 6-month period | 9.27% | 14.14% | -4.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.58% | 16.67% | -5.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.78% | 15.82% | -3.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.65% | 17.81% | -2.16% |
DEMS.L vs. EMIM.L - Expense Ratio Comparison
DEMS.L has a 0.46% expense ratio, which is higher than EMIM.L's 0.18% expense ratio.
Dividends
DEMS.L vs. EMIM.L - Dividend Comparison
Neither DEMS.L nor EMIM.L has paid dividends to shareholders.
Frequently Asked Questions
DEMS.L and EMIM.L have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EMIM.L is cheaper at 0.18% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EMIM.L is cheaper with a 0.18% expense ratio, compared with 0.46% for DEMS.L.
Both ETFs track MSCI EM NR USD. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.46% for DEMS.L and 0.18% for EMIM.L.
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