DGRE vs. DEM

Last updated Jun 4, 2026

DGRE (WisdomTree Emerging Markets Quality Dividend Growth Fund) and DEM (WisdomTree Emerging Markets Equity Income Fund) are both Emerging Markets Equities funds from WisdomTree. DGRE is actively managed, while DEM is passively managed. Over the past 10 years, DGRE returned 9.71%/yr vs 10.45%/yr for DEM. Their correlation of 0.84 suggests significant overlap in exposure. DGRE charges 0.32%/yr vs 0.63%/yr for DEM.

Performance

DGRE vs. DEM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Emerging Markets Quality Dividend Growth Fund (DGRE) and WisdomTree Emerging Markets Equity Income Fund (DEM). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DGRE achieves a 31.30% return, which is significantly higher than DEM's 19.97% return. Over the past 10 years, DGRE has underperformed DEM with an annualized return of 9.71%, while DEM has yielded a comparatively higher 10.45% annualized return.

DGRE

• 1D: -0.94%
• 1M: 8.34%
• YTD: 31.30%
• 6M: 36.66%
• 1Y: 58.03%
• 3Y*: 24.56%
• 5Y*: 8.61%
• 10Y*: 9.71%

DEM

• 1D: -1.19%
• 1M: 6.63%
• YTD: 19.97%
• 6M: 20.75%
• 1Y: 32.23%
• 3Y*: 19.32%
• 5Y*: 9.57%
• 10Y*: 10.45%

*Multi-year figures are annualized to reflect compound growth (CAGR)

DGRE vs. DEM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DGRE WisdomTree Emerging Markets Quality Dividend Growth Fund	31.30%	27.47%	3.63%	18.46%	-21.86%	2.55%	10.85%	21.12%	-16.36%	33.61%
DEM WisdomTree Emerging Markets Equity Income Fund	19.97%	21.29%	4.46%	20.93%	-10.43%	11.49%	-5.84%	19.84%	-7.69%	26.26%

Correlation

The correlation between DGRE and DEM is 0.82, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.82
Correlation (3Y) Calculated over the trailing 3-year period	0.74
Correlation (5Y) Calculated over the trailing 5-year period	0.78
Correlation (10Y) Calculated over the trailing 10-year period	0.84
Correlation (All Time) Calculated using the full available price history since Aug 2, 2013	0.84

The correlation between DGRE and DEM has been stable across timeframes, ranging from 0.74 to 0.84 - a consistent structural relationship.

DGRE vs. DEM - Sectors Allocation Comparison

Sectors	DGRE	DEM
Technology	38.6%	17.4%
Financial Services	11.8%	21.9%
Industrials	7.8%	9.5%
Basic Materials	4.4%	3.5%
Consumer Cyclical	2.7%	5.0%
Healthcare	2.6%	0.6%
Consumer Defensive	2.3%	5.8%
Energy	1.1%	6.1%
Utilities	0.9%	3.0%
Communication Services	0.8%	3.0%
Real Estate	0.3%	3.0%

Return for Risk

DGRE vs. DEM — Risk / Return Rank

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

DGRE

DGRE Risk / Return Rank: 84
DGRE Sharpe Ratio Rank: 87
DGRE Sortino Ratio Rank: 82
DGRE Omega Ratio Rank: 85
DGRE Calmar Ratio Rank: 81
DGRE Martin Ratio Rank: 84

DEM

DEM Risk / Return Rank: 74
DEM Sharpe Ratio Rank: 72
DEM Sortino Ratio Rank: 71
DEM Omega Ratio Rank: 71
DEM Calmar Ratio Rank: 79
DEM Martin Ratio Rank: 75

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.

DGRE vs. DEM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Emerging Markets Quality Dividend Growth Fund (DGRE) and WisdomTree Emerging Markets Equity Income Fund (DEM). 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.

	DGRE	DEM	Difference
Sharpe ratio Return per unit of total volatility	2.91	2.38	+0.52
Sortino ratio Return per unit of downside risk	3.72	3.28	+0.44
Omega ratio Gain probability vs. loss probability	1.52	1.43	+0.09
Calmar ratio Return relative to maximum drawdown	4.26	4.10	+0.16
Martin ratio Return relative to average drawdown	17.40	14.52	+2.88
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DGRE vs. DEM - Sharpe Ratio Comparison

The current DGRE Sharpe Ratio is 2.91, which is comparable to the DEM Sharpe Ratio of 2.38. The chart below compares the historical Sharpe Ratios of DGRE and DEM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	DGRE	DEM	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.91	2.38	+0.52
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.48	0.63	-0.15
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.50	0.58	-0.09
Sharpe Ratio (All Time) Calculated using the full available price history	0.32	0.22	+0.10

Drawdowns

DGRE vs. DEM - Drawdown Comparison

The maximum DGRE drawdown since its inception was -36.95%, smaller than the maximum DEM drawdown of -51.85%. Use the drawdown chart below to compare losses from any high point for DGRE and DEM.

Drawdown Indicators

	DGRE	DEM	Difference
Max Drawdown Largest peak-to-trough decline	-36.95%	-51.85%	+14.90%
Max Drawdown (1Y) Largest decline over 1 year	-13.68%	-7.89%	-5.79%
Max Drawdown (3Y) Largest decline over 3 years	-20.65%	-15.64%	-5.01%
Max Drawdown (5Y) Largest decline over 5 years	-34.82%	-27.18%	-7.64%
Max Drawdown (10Y) Largest decline over 10 years	-36.95%	-37.79%	+0.84%
Current Drawdown Current decline from peak	-0.94%	-1.19%	+0.25%
Average Drawdown Average peak-to-trough decline	-12.00%	-12.90%	+0.90%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.34%	2.22%	+1.12%

Volatility

DGRE vs. DEM - Volatility Comparison

WisdomTree Emerging Markets Quality Dividend Growth Fund (DGRE) has a higher volatility of 8.88% compared to WisdomTree Emerging Markets Equity Income Fund (DEM) at 5.64%. This indicates that DGRE's price experiences larger fluctuations and is considered to be riskier than DEM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DGRE	DEM	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.88%	5.64%	+3.24%
Volatility (6M) Calculated over the trailing 6-month period	17.97%	11.33%	+6.64%
Volatility (1Y) Calculated over the trailing 1-year period	20.08%	13.59%	+6.49%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.11%	15.33%	+2.78%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.64%	17.96%	+1.68%

DGRE vs. DEM - Expense Ratio Comparison

DGRE has a 0.32% expense ratio, which is lower than DEM's 0.63% expense ratio.

Dividends

DGRE vs. DEM - Dividend Comparison

DGRE's dividend yield for the trailing twelve months is around 1.18%, less than DEM's 3.76% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DEM WisdomTree Emerging Markets Equity Income Fund	3.76%	4.88%	5.24%	5.49%	8.62%	5.87%	4.21%	4.78%	4.47%	3.67%	3.63%	5.21%
DGRE WisdomTree Emerging Markets Quality Dividend Growth Fund	1.18%	1.65%	1.90%	2.22%	4.38%	2.56%	2.11%	2.32%	2.71%	3.12%	3.18%	3.01%

Frequently Asked Questions

Can I hold both DGRE and DEM in my portfolio?

DGRE and DEM have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DGRE or DEM?

DGRE has higher volatility (8.88%) compared to DEM (5.64%). In terms of maximum drawdown, DGRE dropped -36.95% vs DEM's -51.85%.

Which ETF is better, DGRE or DEM?

On 10-year performance, DEM leads with 10.45% vs 9.71% for DGRE. On fees, DGRE is cheaper at 0.32% per year. On volatility, DEM has been the lower-risk option at 5.64%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DGRE or DEM?

Over the 10-year period, DEM has performed better with a 10.45% return vs 9.71%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DGRE or DEM?

DGRE is cheaper with a 0.32% expense ratio, compared with 0.63% for DEM.

Which ETF pays a higher dividend yield, DGRE or DEM?

DEM has the higher dividend yield at 3.76%, compared with 1.18% for DGRE.

What is the main difference between DGRE and DEM?

Their fees differ too: 0.32% for DGRE and 0.63% for DEM.

Which has better risk-adjusted returns?

DGRE currently has the higher Sharpe Ratio (2.91 vs 2.38), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.