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DIEM vs. DEM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DIEM vs. DEM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Emerging Market Core Dividend Tilt Index ETF (DIEM) and WisdomTree Emerging Markets Equity Income Fund (DEM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DIEM achieves a 29.85% return, which is significantly higher than DEM's 18.12% return. Over the past 10 years, DIEM has underperformed DEM with an annualized return of 9.27%, while DEM has yielded a comparatively higher 10.52% annualized return.


DIEM

1D
-4.97%
1M
4.80%
YTD
29.85%
6M
30.75%
1Y
53.23%
3Y*
27.25%
5Y*
11.58%
10Y*
9.27%

DEM

1D
-1.93%
1M
1.59%
YTD
18.12%
6M
18.38%
1Y
28.27%
3Y*
18.30%
5Y*
9.65%
10Y*
10.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DIEM vs. DEM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DIEM
Franklin Emerging Market Core Dividend Tilt Index ETF
29.85%30.81%12.29%15.41%-20.61%6.92%1.27%12.23%-11.29%27.61%
DEM
WisdomTree Emerging Markets Equity Income Fund
18.12%21.29%4.46%20.93%-10.43%11.49%-5.84%19.84%-7.69%26.26%

Correlation

The correlation between DIEM and DEM is 0.85, 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

0.85

Correlation (3Y)
Calculated over the trailing 3-year period

0.90

Correlation (5Y)
Calculated over the trailing 5-year period

0.90

Correlation (10Y)
Calculated over the trailing 10-year period

0.90

Correlation (All Time)
Calculated using the full available price history since Jun 3, 2016

0.90

The correlation between DIEM and DEM has been stable across timeframes, ranging from 0.85 to 0.90 - a consistent structural relationship.

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Return for Risk

DIEM vs. DEM — Risk / Return Rank

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

DIEM
DIEM Risk / Return Rank: 8383
Overall Rank
DIEM Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
DIEM Sortino Ratio Rank: 7676
Sortino Ratio Rank
DIEM Omega Ratio Rank: 8686
Omega Ratio Rank
DIEM Calmar Ratio Rank: 8484
Calmar Ratio Rank
DIEM Martin Ratio Rank: 8686
Martin Ratio Rank

DEM
DEM Risk / Return Rank: 6666
Overall Rank
DEM Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
DEM Sortino Ratio Rank: 6161
Sortino Ratio Rank
DEM Omega Ratio Rank: 6363
Omega Ratio Rank
DEM Calmar Ratio Rank: 7474
Calmar Ratio Rank
DEM Martin Ratio Rank: 7070
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.

DIEM vs. DEM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Emerging Market Core Dividend Tilt Index ETF (DIEM) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


DIEMDEMDifference
Sharpe ratioReturn per unit of total volatility

+0.57

Sortino ratioReturn per unit of downside risk

+0.45

Omega ratioGain probability vs. loss probability

1.49

1.36

+0.13

Calmar ratioReturn relative to maximum drawdown

4.34

3.60

+0.74

Martin ratioReturn relative to average drawdown

16.81

12.31

+4.50

DIEM vs. DEM - Sharpe Ratio Comparison

The current DIEM Sharpe Ratio is 2.55, which is comparable to the DEM Sharpe Ratio of 1.98. The chart below compares the historical Sharpe Ratios of DIEM 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.


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Drawdowns

DIEM vs. DEM - Drawdown Comparison

The maximum DIEM drawdown since its inception was -38.61%, smaller than the maximum DEM drawdown of -51.85%. Use the drawdown chart below to compare losses from any high point for DIEM and DEM.


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Drawdown Indicators


DIEMDEMDifference

Max Drawdown

Largest peak-to-trough decline

-38.61%

-51.85%

+13.24%

Max Drawdown (1Y)

Largest decline over 1 year

-12.33%

-7.89%

-4.44%

Max Drawdown (3Y)

Largest decline over 3 years

-16.82%

-15.64%

-1.18%

Max Drawdown (5Y)

Largest decline over 5 years

-33.34%

-27.18%

-6.16%

Max Drawdown (10Y)

Largest decline over 10 years

-38.61%

-37.79%

-0.82%

Current Drawdown

Current decline from peak

-4.97%

-2.71%

-2.26%

Average Drawdown

Average peak-to-trough decline

-9.68%

-12.87%

+3.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.18%

2.30%

+0.88%

Volatility

DIEM vs. DEM - Volatility Comparison

Franklin Emerging Market Core Dividend Tilt Index ETF (DIEM) has a higher volatility of 12.21% compared to WisdomTree Emerging Markets Equity Income Fund (DEM) at 6.28%. This indicates that DIEM'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


DIEMDEMDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.21%

6.28%

+5.93%

Volatility (6M)

Calculated over the trailing 6-month period

19.22%

12.40%

+6.82%

Volatility (1Y)

Calculated over the trailing 1-year period

20.98%

14.33%

+6.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.58%

15.49%

+2.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.91%

17.87%

+0.04%

DIEM vs. DEM - Expense Ratio Comparison

DIEM has a 0.19% expense ratio, which is lower than DEM's 0.63% expense ratio.


Dividends

DIEM vs. DEM - Dividend Comparison

DIEM's dividend yield for the trailing twelve months is around 1.63%, less than DEM's 3.82% yield.


PositionTTM20252024202320222021202020192018201720162015
DEM
WisdomTree Emerging Markets Equity Income Fund
3.82%4.88%5.24%5.49%8.62%5.87%4.21%4.78%4.47%3.67%3.63%5.21%
DIEM
Franklin Emerging Market Core Dividend Tilt Index ETF
1.63%2.99%4.92%4.45%6.31%4.06%2.75%5.98%3.87%2.61%0.35%0.00%

Frequently Asked Questions


DIEM and DEM have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DIEM has higher volatility (12.21%) compared to DEM (6.28%). In terms of maximum drawdown, DIEM dropped -38.61% vs DEM's -51.85%.

On 10-year performance, DEM leads with 10.52% vs 9.27% for DIEM. On fees, DIEM is cheaper at 0.19% per year. On volatility, DEM has been the lower-risk option at 6.28%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, DEM has performed better with a 10.52% return vs 9.27%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DIEM is cheaper with a 0.19% expense ratio, compared with 0.63% for DEM.

DEM has the higher dividend yield at 3.82%, compared with 1.63% for DIEM.

DIEM is categorized as Emerging Markets Diversified, while DEM is Emerging Markets Equities. DIEM tracks Morningstar Emerging Markets Dividend Enhanced Select Index, while DEM tracks WisdomTree Emerging Markets Equity income Index. They also come from different issuers: Franklin Templeton and WisdomTree. Their fees differ too: 0.19% for DIEM and 0.63% for DEM.

DIEM currently has the higher Sharpe Ratio (2.55 vs 1.98), 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.

Portfolio Optimizer

Find the right allocation for DIEM and DEM

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