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E127.L vs. DEM.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

E127.L vs. DEM.L

Last updated Apr 2, 2026

Compare and contrast key facts about Amundi MSCI Emerging Markets II UCITS ETF Dist (E127.L) and WisdomTree Emerging Markets Equity Income UCITS ETF (DEM.L).

E127.L and DEM.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. E127.L is a passively managed fund by Amundi that tracks the performance of the MSCI EM NR USD. It was launched on Mar 24, 2023. DEM.L is a passively managed fund by WisdomTree that tracks the performance of the MSCI EM NR USD. It was launched on Nov 19, 2014. Both E127.L and DEM.L are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

E127.L vs. DEM.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Amundi MSCI Emerging Markets II UCITS ETF Dist (E127.L) and WisdomTree Emerging Markets Equity Income UCITS ETF (DEM.L). The values are adjusted to include any dividend payments, if applicable.

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E127.L vs. DEM.L - Yearly Performance Comparison

2026 (YTD)202520242023202220212020
E127.L
Amundi MSCI Emerging Markets II UCITS ETF Dist		6.19%25.81%10.12%3.48%-9.65%-1.28%23.50%
DEM.L
WisdomTree Emerging Markets Equity Income UCITS ETF		6.97%12.71%11.70%18.04%-2.59%15.16%6.80%
Different Trading Currencies

E127.L is traded in GBP, while DEM.L is traded in GBp. To make them comparable, the DEM.L values have been converted to GBP using the latest available exchange rates.

Returns By Period

In the year-to-date period, E127.L achieves a 6.19% return, which is significantly lower than DEM.L's 6.97% return.

E127.L

1D
3.29%
1M
-5.21%
YTD
6.19%
6M
10.87%
1Y
31.94%
3Y*
14.68%
5Y*
5.77%
10Y*
—

DEM.L

1D
1.23%
1M
-1.57%
YTD
6.97%
6M
9.97%
1Y
18.53%
3Y*
15.58%
5Y*
10.83%
10Y*
11.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Amundi MSCI Emerging Markets II UCITS ETF Dist

WisdomTree Emerging Markets Equity Income UCITS ETF

Often compared with E127.L:
E127.L vs. SPXP.LE127.L vs. FEMD.LE127.L vs. AEME.LE127.L vs. HMEF.LE127.L vs. EMHD.LE127.L vs. HEMC.LE127.L vs. SEGM.L
Often compared with DEM.L:
DEM.L vs. JEPG.LDEM.L vs. IEMGDEM.L vs. IWRD.LDEM.L vs. VEVE.ASDEM.L vs. QQQMDEM.L vs. SSODEM.L vs. VUSA.L

E127.L vs. DEM.L - Expense Ratio Comparison

E127.L has a 0.14% expense ratio, which is lower than DEM.L's 0.46% expense ratio.

DEM.L
WisdomTree Emerging Markets Equity Income UCITS ETF
E127.L
Amundi MSCI Emerging Markets II UCITS ETF Dist

Return for Risk

E127.L vs. DEM.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
E127.L
E127.L Risk / Return Rank: 8787
Overall Rank
E127.L Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
E127.L Sortino Ratio Rank: 8787
Sortino Ratio Rank
E127.L Omega Ratio Rank: 8787
Omega Ratio Rank
E127.L Calmar Ratio Rank: 8787
Calmar Ratio Rank
E127.L Martin Ratio Rank: 8484
Martin Ratio Rank
DEM.L
DEM.L Risk / Return Rank: 7676
Overall Rank
DEM.L Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
DEM.L Sortino Ratio Rank: 7171
Sortino Ratio Rank
DEM.L Omega Ratio Rank: 6565
Omega Ratio Rank
DEM.L Calmar Ratio Rank: 8888
Calmar Ratio Rank
DEM.L Martin Ratio Rank: 8282
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.

E127.L vs. DEM.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi MSCI Emerging Markets II UCITS ETF Dist (E127.L) and WisdomTree Emerging Markets Equity Income UCITS ETF (DEM.L). 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.

E127.LDEM.LDifference

Sharpe ratio

Return per unit of total volatility

1.93

1.36

+0.57

Sortino ratio

Return per unit of downside risk

2.47

1.87

+0.59

Omega ratio

Gain probability vs. loss probability

1.37

1.25

+0.12

Calmar ratio

Return relative to maximum drawdown

3.01

2.94

+0.06

Martin ratio

Return relative to average drawdown

10.76

9.88

+0.88

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

E127.L vs. DEM.L - Sharpe Ratio Comparison

The current E127.L Sharpe Ratio is 1.93, which is higher than the DEM.L Sharpe Ratio of 1.36. The chart below compares the historical Sharpe Ratios of E127.L and DEM.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

E127.LDEM.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.93

1.36

+0.57

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.37

0.82

-0.46

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.74

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.54

+0.03

Correlation

The correlation between E127.L and DEM.L is 0.77, 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

E127.L vs. DEM.L - Dividend Comparison

E127.L's dividend yield for the trailing twelve months is around 2.32%, less than DEM.L's 4.38% yield.

TTM20252024202320222021202020192018201720162015
E127.L
Amundi MSCI Emerging Markets II UCITS ETF Dist		2.32%2.47%4.04%4.40%2.79%2.25%0.00%0.00%0.00%0.00%0.00%0.00%
DEM.L
WisdomTree Emerging Markets Equity Income UCITS ETF		4.38%4.47%11.82%9.48%7.05%4.14%9.14%6.10%4.19%3.16%1.48%4.55%

Drawdowns

E127.L vs. DEM.L - Drawdown Comparison

The maximum E127.L drawdown since its inception was -26.68%, smaller than the maximum DEM.L drawdown of -35.94%. Use the drawdown chart below to compare losses from any high point for E127.L and DEM.L.

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Drawdown Indicators

E127.LDEM.LDifference

Max Drawdown

Largest peak-to-trough decline

-26.68%

-35.94%

+9.26%

Max Drawdown (1Y)

Largest decline over 1 year

-10.82%

-9.75%

-1.07%

Max Drawdown (5Y)

Largest decline over 5 years

-22.89%

-14.48%

-8.41%

Max Drawdown (10Y)

Largest decline over 10 years

—

-30.09%

—

Current Drawdown

Current decline from peak

-7.32%

-3.00%

-4.32%

Average Drawdown

Average peak-to-trough decline

-10.59%

-6.64%

-3.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.02%

1.95%

+1.07%

Volatility

E127.L vs. DEM.L - Volatility Comparison

Amundi MSCI Emerging Markets II UCITS ETF Dist (E127.L) has a higher volatility of 7.17% compared to WisdomTree Emerging Markets Equity Income UCITS ETF (DEM.L) at 4.51%. This indicates that E127.L's price experiences larger fluctuations and is considered to be riskier than DEM.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

E127.LDEM.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.17%

4.51%

+2.66%

Volatility (6M)

Calculated over the trailing 6-month period

12.57%

9.05%

+3.52%

Volatility (1Y)

Calculated over the trailing 1-year period

16.53%

13.58%

+2.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.81%

13.27%

+2.54%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.12%

16.56%

-0.44%