DVYE vs. DEM
Compare and contrast key facts about iShares Emerging Markets Dividend ETF (DVYE) and WisdomTree Emerging Markets Equity Income Fund (DEM).
DVYE and DEM are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DVYE is a passively managed fund by iShares that tracks the performance of the Dow Jones Emerging Markets Select Dividend 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 DVYE 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: DVYE or DEM.
Key characteristics
| DVYE | DEM | |
|---|---|---|
| YTD Return | 5.93% | 6.64% |
| 1Y Return | 23.48% | 20.60% |
| 3Y Return (Ann) | -2.98% | 5.61% |
| 5Y Return (Ann) | -0.01% | 5.44% |
| 10Y Return (Ann) | 0.61% | 3.76% |
| Sharpe Ratio | 1.68 | 1.56 |
| Daily Std Dev | 14.40% | 13.69% |
| Max Drawdown | -47.42% | -51.85% |
| Current Drawdown | -16.61% | 0.00% |
Correlation
The correlation between DVYE and DEM is 0.91, 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
DVYE vs. DEM - Performance Comparison
In the year-to-date period, DVYE achieves a 5.93% return, which is significantly lower than DEM's 6.64% return. Over the past 10 years, DVYE has underperformed DEM with an annualized return of 0.61%, while DEM has yielded a comparatively higher 3.76% 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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DVYE vs. DEM - Expense Ratio Comparison
DVYE has a 0.49% expense ratio, which is lower than DEM's 0.63% expense ratio.
Risk-Adjusted Performance
DVYE vs. DEM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Emerging Markets Dividend ETF (DVYE) 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
DVYE vs. DEM - Dividend Comparison
DVYE's dividend yield for the trailing twelve months is around 8.64%, more than DEM's 5.47% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DVYE iShares Emerging Markets Dividend ETF | 8.64% | 9.05% | 9.89% | 7.31% | 5.27% | 5.97% | 5.69% | 4.81% | 4.56% | 6.53% | 4.51% | 4.59% |
DEM WisdomTree Emerging Markets Equity Income Fund | 5.47% | 5.49% | 8.62% | 5.87% | 4.21% | 4.79% | 4.47% | 3.67% | 3.63% | 5.21% | 5.51% | 4.10% |
Drawdowns
DVYE vs. DEM - Drawdown Comparison
The maximum DVYE drawdown since its inception was -47.42%, smaller than the maximum DEM drawdown of -51.85%. Use the drawdown chart below to compare losses from any high point for DVYE and DEM. For additional features, visit the drawdowns tool.
Volatility
DVYE vs. DEM - Volatility Comparison
iShares Emerging Markets Dividend ETF (DVYE) and WisdomTree Emerging Markets Equity Income Fund (DEM) have volatilities of 4.43% and 4.26%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.