DVYA vs. DEM
Compare and contrast key facts about iShares Asia/Pacific Dividend ETF (DVYA) and WisdomTree Emerging Markets Equity Income Fund (DEM).
DVYA and DEM are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DVYA is a passively managed fund by iShares that tracks the performance of the Dow Jones Asia/Pacific Select Dividend 30 Index. It was launched on Feb 23, 2012. 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. Both DVYA and DEM are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DVYA or DEM.
Key characteristics
| DVYA | DEM | |
|---|---|---|
| YTD Return | 9.69% | 7.32% |
| 1Y Return | 25.77% | 17.31% |
| 3Y Return (Ann) | 6.39% | 5.45% |
| 5Y Return (Ann) | 2.52% | 5.44% |
| 10Y Return (Ann) | 1.94% | 4.30% |
| Sharpe Ratio | 1.91 | 1.21 |
| Sortino Ratio | 2.69 | 1.73 |
| Omega Ratio | 1.32 | 1.22 |
| Calmar Ratio | 1.94 | 1.86 |
| Martin Ratio | 8.10 | 6.16 |
| Ulcer Index | 3.28% | 2.89% |
| Daily Std Dev | 13.96% | 14.76% |
| Max Drawdown | -45.62% | -51.85% |
| Current Drawdown | -4.69% | -7.36% |
Correlation
The correlation between DVYA and DEM is 0.73, 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
DVYA vs. DEM - Performance Comparison
In the year-to-date period, DVYA achieves a 9.69% return, which is significantly higher than DEM's 7.32% return. Over the past 10 years, DVYA has underperformed DEM with an annualized return of 1.94%, while DEM has yielded a comparatively higher 4.30% 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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DVYA vs. DEM - Expense Ratio Comparison
DVYA has a 0.49% expense ratio, which is lower than DEM's 0.63% expense ratio.
Risk-Adjusted Performance
DVYA vs. DEM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Asia/Pacific Dividend ETF (DVYA) 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
DVYA vs. DEM - Dividend Comparison
DVYA's dividend yield for the trailing twelve months is around 6.20%, more than DEM's 5.35% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DVYA iShares Asia/Pacific Dividend ETF | 6.20% | 6.48% | 7.30% | 5.81% | 3.66% | 5.52% | 6.24% | 4.74% | 4.80% | 5.33% | 5.28% | 5.63% |
DEM WisdomTree Emerging Markets Equity Income Fund | 5.35% | 5.49% | 8.62% | 5.87% | 4.21% | 4.78% | 4.47% | 3.67% | 3.63% | 5.21% | 5.51% | 4.10% |
Drawdowns
DVYA vs. DEM - Drawdown Comparison
The maximum DVYA drawdown since its inception was -45.62%, smaller than the maximum DEM drawdown of -51.85%. Use the drawdown chart below to compare losses from any high point for DVYA and DEM. For additional features, visit the drawdowns tool.
Volatility
DVYA vs. DEM - Volatility Comparison
The current volatility for iShares Asia/Pacific Dividend ETF (DVYA) is 4.28%, while WisdomTree Emerging Markets Equity Income Fund (DEM) has a volatility of 4.57%. This indicates that DVYA experiences smaller price fluctuations and is considered to be less risky than DEM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.