EMEM vs. DEM

Last updated Jul 28, 2026

EMEM (Sophus Capital Emerging Market ETF) and DEM (WisdomTree Emerging Markets Equity Income Fund) are both exchange-traded funds - EMEM is a Emerging Markets Equities fund actively managed by Sophus Capital, while DEM is a Dividend fund tracking the WisdomTree Emerging Markets Equity Income Index. EMEM is actively managed, while DEM is passively managed. Their correlation of 0.84 means they have usually moved in the same direction. EMEM charges 0.65%/yr vs 0.63%/yr for DEM.

Performance

EMEM vs. DEM - Performance Comparison

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

Returns By Period

EMEM

• 1D: 0.29%
• 1M: -5.50%
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

DEM

• 1D: -0.11%
• 1M: 0.51%
• 6M: 9.30%
• YTD: 16.25%
• 1Y: 20.87%
• 3Y*: 15.03%
• 5Y*: 9.82%
• 10Y*: 9.06%
• ALL TIME*: 4.89%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
DEM WisdomTree Emerging Markets Equity Income Fund	$8.90M	$10.15M	$10.76M
EMEM Sophus Capital Emerging Market ETF	$469.31K	$366.44K	$1.50M

EMEM vs. DEM - Yearly Performance Comparison

	2026 (YTD)
EMEM Sophus Capital Emerging Market ETF	-2.00%
DEM WisdomTree Emerging Markets Equity Income Fund	2.51%

Correlation

The correlation between EMEM and DEM is 0.84, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (All Time) Calculated using the full available price history since May 20, 2026	0.84

EMEM vs. DEM - Sectors Allocation Comparison

Sectors	EMEM	DEM
Technology	41.2%	17.5%
Financial Services	14.2%	21.9%
Industrials	8.8%	8.9%
Consumer Cyclical	4.6%	5.4%
Communication Services	4.2%	3.0%
Basic Materials	3.4%	3.7%
Consumer Defensive	2.1%	5.8%
Energy	2.1%	6.2%
Healthcare	1.7%	0.6%
Real Estate	1.6%	2.9%
Utilities	0.5%	3.0%

Return for Risk

EMEM vs. DEM — Risk / Return Rank

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

EMEM

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

DEM

DEM Risk / Return Rank: 64
DEM Sharpe Ratio Rank: 61
DEM Sortino Ratio Rank: 59
DEM Omega Ratio Rank: 60
DEM Calmar Ratio Rank: 74
DEM Martin Ratio Rank: 67

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.

EMEM vs. DEM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sophus Capital Emerging Market ETF (EMEM) 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.

	EMEM	DEM	Difference
Sharpe ratio: Return per unit of total volatility	—	1.42	—
Sortino ratio: Return per unit of downside risk	—	1.99	—
Omega ratio: Gain probability vs. loss probability	—	1.26	—
Calmar ratio: Return relative to maximum drawdown	—	2.66	—
Martin ratio: Return relative to average drawdown	—	8.22	—

Drawdowns

EMEM vs. DEM - Drawdown Comparison

The maximum EMEM drawdown since its inception was -11.28%, smaller than the maximum DEM drawdown of -51.85%. Use the drawdown chart below to compare losses from any high point for EMEM and DEM.

Drawdown Indicators

	EMEM	DEM	Difference
Max Drawdown Largest peak-to-trough decline	-11.28%	-51.85%	+40.57%
Max Drawdown (1Y) Largest decline over 1 year	—	-7.89%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-15.64%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-27.18%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-37.79%	—
Current Drawdown Current decline from peak	-10.73%	-4.25%	-6.48%
Average Drawdown Average peak-to-trough decline	-4.82%	-12.83%	+8.01%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.56%	—

Volatility

Volatility by Period

	EMEM	DEM	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	4.73%	—
Volatility (6M) Calculated over the trailing 6-month period	—	13.09%	—
Volatility (1Y) Calculated over the trailing 1-year period	34.93%	14.83%	+20.10%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	34.93%	15.57%	+19.36%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	34.93%	17.84%	+17.09%

EMEM vs. DEM - Expense Ratio Comparison

EMEM has a 0.65% expense ratio, which is higher than DEM's 0.63% expense ratio.

Dividends

EMEM vs. DEM - Dividend Comparison

EMEM has not paid dividends to shareholders, while DEM's dividend yield for the trailing twelve months is around 4.21%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DEM WisdomTree Emerging Markets Equity Income Fund	4.21%	4.88%	5.24%	5.49%	8.62%	5.87%	4.21%	4.78%	4.47%	3.67%	3.63%	5.21%
EMEM Sophus Capital Emerging Market ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both EMEM and DEM in my portfolio?

EMEM and DEM have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, EMEM or DEM?

On fees, DEM is cheaper at 0.63% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, EMEM or DEM?

DEM is cheaper with a 0.63% expense ratio, compared with 0.65% for EMEM.

Which ETF pays a higher dividend yield, EMEM or DEM?

DEM has the higher dividend yield at 4.21%, compared with 0.00% for EMEM.

What is the main difference between EMEM and DEM?

EMEM is categorized as Emerging Markets Equities, while DEM is Dividend. They also come from different issuers: Sophus Capital and WisdomTree. Their fees differ too: 0.65% for EMEM and 0.63% for DEM.