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.
Performance
DGRE vs. DEM - Performance Comparison
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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 | 6.00% | 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 | 6.89% | 21.29% | 4.46% | 20.93% | -10.43% | 11.49% | -5.84% | 19.84% | -7.69% | 26.26% |
Returns By Period
In the year-to-date period, DGRE achieves a 6.00% return, which is significantly lower than DEM's 6.89% return. Over the past 10 years, DGRE has underperformed DEM with an annualized return of 7.39%, while DEM has yielded a comparatively higher 9.12% annualized return.
DGRE
- 1D
- 3.90%
- 1M
- -9.64%
- YTD
- 6.00%
- 6M
- 16.05%
- 1Y
- 38.54%
- 3Y*
- 15.78%
- 5Y*
- 4.68%
- 10Y*
- 7.39%
DEM
- 1D
- 2.73%
- 1M
- -3.50%
- YTD
- 6.89%
- 6M
- 9.69%
- 1Y
- 23.52%
- 3Y*
- 15.42%
- 5Y*
- 8.66%
- 10Y*
- 9.12%
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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.
Return for Risk
DGRE vs. DEM — Risk / Return Rank
DGRE
DEM
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 ratioReturn per unit of total volatility | 1.97 | 1.57 | +0.40 |
Sortino ratioReturn per unit of downside risk | 2.63 | 2.16 | +0.47 |
Omega ratioGain probability vs. loss probability | 1.38 | 1.32 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 2.78 | 2.07 | +0.70 |
Martin ratioReturn relative to average drawdown | 12.01 | 9.47 | +2.54 |
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
| DGRE | DEM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.97 | 1.57 | +0.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.27 | 0.57 | -0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.38 | 0.51 | -0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.24 | 0.20 | +0.04 |
Correlation
The correlation between DGRE and DEM is 0.84, 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
DGRE vs. DEM - Dividend Comparison
DGRE's dividend yield for the trailing twelve months is around 1.47%, less than DEM's 4.22% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DGRE WisdomTree Emerging Markets Quality Dividend Growth Fund | 1.47% | 1.65% | 1.90% | 2.22% | 4.38% | 2.56% | 2.11% | 2.32% | 2.71% | 3.12% | 3.18% | 3.01% |
DEM WisdomTree Emerging Markets Equity Income Fund | 4.22% | 4.88% | 5.24% | 5.49% | 8.62% | 5.87% | 4.21% | 4.78% | 4.47% | 3.67% | 3.63% | 5.21% |
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.
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Drawdown Indicators
| DGRE | DEM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.95% | -51.85% | +14.90% |
Max Drawdown (1Y)Largest decline over 1 year | -13.68% | -11.39% | -2.29% |
Max Drawdown (5Y)Largest decline over 5 years | -34.88% | -27.18% | -7.70% |
Max Drawdown (10Y)Largest decline over 10 years | -36.95% | -37.79% | +0.84% |
Current DrawdownCurrent decline from peak | -10.31% | -4.57% | -5.74% |
Average DrawdownAverage peak-to-trough decline | -12.14% | -13.01% | +0.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.16% | 2.49% | +0.67% |
Volatility
DGRE vs. DEM - Volatility Comparison
WisdomTree Emerging Markets Quality Dividend Growth Fund (DGRE) has a higher volatility of 11.19% compared to WisdomTree Emerging Markets Equity Income Fund (DEM) at 7.33%. 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.
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Volatility by Period
| DGRE | DEM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.19% | 7.33% | +3.86% |
Volatility (6M)Calculated over the trailing 6-month period | 14.94% | 10.05% | +4.89% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.61% | 15.04% | +4.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.53% | 15.23% | +2.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.44% | 18.01% | +1.43% |