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DVYE vs. DEM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.00.9

Performance

DVYE vs. DEM - Performance Comparison

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

0.00%10.00%20.00%30.00%40.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
6.36%
31.48%
DVYE
DEM

Key characteristics

Sharpe Ratio

DVYE:

0.83

DEM:

0.62

Sortino Ratio

DVYE:

1.29

DEM:

0.94

Omega Ratio

DVYE:

1.15

DEM:

1.12

Calmar Ratio

DVYE:

0.54

DEM:

0.86

Martin Ratio

DVYE:

2.85

DEM:

2.26

Ulcer Index

DVYE:

4.66%

DEM:

3.98%

Daily Std Dev

DVYE:

15.96%

DEM:

14.64%

Max Drawdown

DVYE:

-47.42%

DEM:

-51.85%

Current Drawdown

DVYE:

-14.18%

DEM:

-9.44%

Returns By Period

In the year-to-date period, DVYE achieves a 9.02% return, which is significantly higher than DEM's 4.90% return. Over the past 10 years, DVYE has underperformed DEM with an annualized return of 2.21%, while DEM has yielded a comparatively higher 4.76% annualized return.


DVYE

YTD

9.02%

1M

-0.67%

6M

2.71%

1Y

10.69%

5Y*

-0.18%

10Y*

2.21%

DEM

YTD

4.90%

1M

-1.21%

6M

-4.12%

1Y

7.24%

5Y*

3.80%

10Y*

4.76%

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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.


DEM
WisdomTree Emerging Markets Equity Income Fund
Expense ratio chart for DEM: current value at 0.63% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.63%
Expense ratio chart for DVYE: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%

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.


Sharpe ratio
The chart of Sharpe ratio for DVYE, currently valued at 0.83, compared to the broader market0.002.004.000.830.62
The chart of Sortino ratio for DVYE, currently valued at 1.29, compared to the broader market-2.000.002.004.006.008.0010.001.290.94
The chart of Omega ratio for DVYE, currently valued at 1.15, compared to the broader market0.501.001.502.002.503.001.151.12
The chart of Calmar ratio for DVYE, currently valued at 0.54, compared to the broader market0.005.0010.0015.000.540.86
The chart of Martin ratio for DVYE, currently valued at 2.85, compared to the broader market0.0020.0040.0060.0080.00100.002.852.26
DVYE
DEM

The current DVYE Sharpe Ratio is 0.83, which is higher than the DEM Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of DVYE and DEM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
0.83
0.62
DVYE
DEM

Dividends

DVYE vs. DEM - Dividend Comparison

DVYE's dividend yield for the trailing twelve months is around 11.79%, more than DEM's 5.47% yield.


TTM20232022202120202019201820172016201520142013
DVYE
iShares Emerging Markets Dividend ETF
11.79%9.05%9.90%7.31%5.27%5.97%5.69%4.81%4.56%6.52%4.51%4.59%
DEM
WisdomTree Emerging Markets Equity Income Fund
4.70%5.49%8.62%5.87%4.21%4.78%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.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-14.18%
-9.44%
DVYE
DEM

Volatility

DVYE vs. DEM - Volatility Comparison

iShares Emerging Markets Dividend ETF (DVYE) has a higher volatility of 5.28% compared to WisdomTree Emerging Markets Equity Income Fund (DEM) at 3.64%. This indicates that DVYE'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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
5.28%
3.64%
DVYE
DEM
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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