DGRE vs. DEM
Compare and contrast key facts about WisdomTree Emerging Markets Quality Dividend Growth Fund (DGRE) and WisdomTree Emerging Markets Equity Income Fund (DEM).
DGRE and DEM are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DGRE is an actively managed fund by WisdomTree. It was launched on Aug 1, 2013. DEM is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree Emerging Markets Equity income Index. It was launched on Jul 13, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DGRE or DEM.
Key characteristics
| DGRE | DEM | |
|---|---|---|
| YTD Return | 2.27% | 2.27% |
| 1Y Return | 17.73% | 17.19% |
| 3Y Return (Ann) | -3.09% | 3.65% |
| 5Y Return (Ann) | 2.89% | 4.69% |
| 10Y Return (Ann) | 2.74% | 3.54% |
| Sharpe Ratio | 1.14 | 1.12 |
| Daily Std Dev | 13.70% | 13.59% |
| Max Drawdown | -36.95% | -51.85% |
| Current Drawdown | -11.65% | -3.50% |
Correlation
The correlation between DGRE and DEM is 0.86, 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.
Performance
DGRE vs. DEM - Performance Comparison
As of year-to-date, both investments have demonstrated similar returns, with DGRE at 2.27% and DEM at 2.27%. Over the past 10 years, DGRE has underperformed DEM with an annualized return of 2.74%, while DEM has yielded a comparatively higher 3.54% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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DGRE vs. DEM - Expense Ratio Comparison
DGRE has a 0.32% expense ratio, which is lower than DEM's 0.63% expense ratio.
Risk-Adjusted Performance
DGRE vs. DEM - Risk-Adjusted Performance 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.
Dividends
DGRE vs. DEM - Dividend Comparison
DGRE's dividend yield for the trailing twelve months is around 2.18%, less than DEM's 5.70% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGRE WisdomTree Emerging Markets Quality Dividend Growth Fund | 2.18% | 2.22% | 4.38% | 2.56% | 2.11% | 2.32% | 2.71% | 2.09% | 3.18% | 3.01% | 2.45% | 0.57% |
DEM WisdomTree Emerging Markets Equity Income Fund | 5.70% | 5.49% | 8.62% | 5.87% | 4.21% | 4.79% | 4.47% | 3.67% | 3.63% | 5.21% | 5.51% | 4.10% |
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. For additional features, visit the drawdowns tool.
Volatility
DGRE vs. DEM - Volatility Comparison
WisdomTree Emerging Markets Quality Dividend Growth Fund (DGRE) has a higher volatility of 3.99% compared to WisdomTree Emerging Markets Equity Income Fund (DEM) at 3.35%. 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.