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

Correlation

The correlation between FNDE and DEM is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.6

Performance

FNDE vs. DEM - Performance Comparison

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

30.00%40.00%50.00%60.00%70.00%80.00%NovemberDecember2025FebruaryMarchApril
71.28%
49.46%
FNDE
DEM

Key characteristics

Sharpe Ratio

FNDE:

0.66

DEM:

0.41

Sortino Ratio

FNDE:

1.06

DEM:

0.68

Omega Ratio

FNDE:

1.14

DEM:

1.09

Calmar Ratio

FNDE:

0.73

DEM:

0.43

Martin Ratio

FNDE:

1.98

DEM:

1.13

Ulcer Index

FNDE:

6.79%

DEM:

5.96%

Daily Std Dev

FNDE:

20.31%

DEM:

16.65%

Max Drawdown

FNDE:

-43.55%

DEM:

-51.85%

Current Drawdown

FNDE:

-8.15%

DEM:

-5.81%

Returns By Period

In the year-to-date period, FNDE achieves a 3.30% return, which is significantly lower than DEM's 4.45% return. Over the past 10 years, FNDE has outperformed DEM with an annualized return of 4.72%, while DEM has yielded a comparatively lower 3.81% annualized return.


FNDE

YTD

3.30%

1M

-3.66%

6M

-1.97%

1Y

12.24%

5Y*

12.00%

10Y*

4.72%

DEM

YTD

4.45%

1M

-1.62%

6M

-0.87%

1Y

6.41%

5Y*

11.17%

10Y*

3.81%

*Annualized

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FNDE vs. DEM - Expense Ratio Comparison

FNDE has a 0.39% expense ratio, which is lower than DEM's 0.63% expense ratio.


Expense ratio chart for DEM: current value is 0.63%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DEM: 0.63%
Expense ratio chart for FNDE: current value is 0.39%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FNDE: 0.39%

Risk-Adjusted Performance

FNDE vs. DEM — Risk-Adjusted Performance Rank

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

FNDE
The Risk-Adjusted Performance Rank of FNDE is 6767
Overall Rank
The Sharpe Ratio Rank of FNDE is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of FNDE is 6868
Sortino Ratio Rank
The Omega Ratio Rank of FNDE is 6666
Omega Ratio Rank
The Calmar Ratio Rank of FNDE is 7474
Calmar Ratio Rank
The Martin Ratio Rank of FNDE is 5959
Martin Ratio Rank

DEM
The Risk-Adjusted Performance Rank of DEM is 4949
Overall Rank
The Sharpe Ratio Rank of DEM is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of DEM is 4949
Sortino Ratio Rank
The Omega Ratio Rank of DEM is 4848
Omega Ratio Rank
The Calmar Ratio Rank of DEM is 5555
Calmar Ratio Rank
The Martin Ratio Rank of DEM is 4343
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

FNDE vs. DEM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Fundamental Emerging Markets Large Company Index ETF (FNDE) 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.


The chart of Sharpe ratio for FNDE, currently valued at 0.66, compared to the broader market-1.000.001.002.003.004.00
FNDE: 0.66
DEM: 0.41
The chart of Sortino ratio for FNDE, currently valued at 1.06, compared to the broader market-2.000.002.004.006.008.00
FNDE: 1.06
DEM: 0.68
The chart of Omega ratio for FNDE, currently valued at 1.14, compared to the broader market0.501.001.502.002.50
FNDE: 1.14
DEM: 1.09
The chart of Calmar ratio for FNDE, currently valued at 0.73, compared to the broader market0.002.004.006.008.0010.0012.00
FNDE: 0.73
DEM: 0.43
The chart of Martin ratio for FNDE, currently valued at 1.98, compared to the broader market0.0020.0040.0060.00
FNDE: 1.98
DEM: 1.13

The current FNDE Sharpe Ratio is 0.66, which is higher than the DEM Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of FNDE 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 Ratio-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.66
0.41
FNDE
DEM

Dividends

FNDE vs. DEM - Dividend Comparison

FNDE's dividend yield for the trailing twelve months is around 4.67%, less than DEM's 5.53% yield.


TTM20242023202220212020201920182017201620152014
FNDE
Schwab Fundamental Emerging Markets Large Company Index ETF
4.67%4.82%4.74%5.59%4.31%2.49%3.47%3.05%2.05%1.65%2.02%1.36%
DEM
WisdomTree Emerging Markets Equity Income Fund
5.53%5.24%5.49%8.62%5.87%4.21%4.78%4.47%3.67%3.63%5.21%5.51%

Drawdowns

FNDE vs. DEM - Drawdown Comparison

The maximum FNDE drawdown since its inception was -43.55%, smaller than the maximum DEM drawdown of -51.85%. Use the drawdown chart below to compare losses from any high point for FNDE and DEM. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%NovemberDecember2025FebruaryMarchApril
-8.15%
-5.81%
FNDE
DEM

Volatility

FNDE vs. DEM - Volatility Comparison

Schwab Fundamental Emerging Markets Large Company Index ETF (FNDE) has a higher volatility of 11.37% compared to WisdomTree Emerging Markets Equity Income Fund (DEM) at 9.39%. This indicates that FNDE'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%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
11.37%
9.39%
FNDE
DEM