GGRG.L vs. DEMS.L

Last updated Jun 5, 2026

GGRG.L (WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc) and DEMS.L (WisdomTree Emerging Markets Equity Income UCITS ETF Acc) are both exchange-traded funds - GGRG.L is a Global Equities fund tracking the WisdomTree Global Developed Quality Dividend Growth, while DEMS.L is a Emerging Markets Equities fund tracking the MSCI EM NR USD. Both are passively managed. Over the past 5 years, GGRG.L returned 9.18%/yr vs 10.95%/yr for DEMS.L. A 0.61 correlation means they provide meaningful diversification when combined. GGRG.L charges 0.38%/yr vs 0.46%/yr for DEMS.L.

Performance

GGRG.L vs. DEMS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc (GGRG.L) and WisdomTree Emerging Markets Equity Income UCITS ETF Acc (DEMS.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, GGRG.L achieves a 5.29% return, which is significantly lower than DEMS.L's 18.95% return.

GGRG.L

• 1D: 0.22%
• 1M: 2.95%
• YTD: 5.29%
• 6M: 5.38%
• 1Y: 17.71%
• 3Y*: 10.49%
• 5Y*: 9.18%
• 10Y*: —

DEMS.L

• 1D: 0.29%
• 1M: 3.90%
• YTD: 18.95%
• 6M: 18.14%
• 1Y: 30.81%
• 3Y*: 16.07%
• 5Y*: 10.95%
• 10Y*: —

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

GGRG.L vs. DEMS.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
GGRG.L WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc	5.29%	8.36%	11.10%	11.54%	-3.39%	20.90%	12.53%	29.81%	-5.38%	17.54%
DEMS.L WisdomTree Emerging Markets Equity Income UCITS ETF Acc	18.95%	12.50%	7.08%	14.64%	-2.59%	15.41%	-9.66%	14.70%	-2.61%	15.25%

Correlation

The correlation between GGRG.L and DEMS.L is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.51
Correlation (3Y) Calculated over the trailing 3-year period	0.52
Correlation (5Y) Calculated over the trailing 5-year period	0.50
Correlation (All Time) Calculated using the full available price history since Nov 9, 2016	0.61

The correlation between GGRG.L and DEMS.L shifts across timeframes, from 0.50 (5 years) to 0.61 (all time), reflecting how their relationship changes across market environments.

GGRG.L vs. DEMS.L - Sectors Allocation Comparison

Sectors	GGRG.L	DEMS.L
Technology	21.6%	22.9%
Industrials	18.8%	11.0%
Healthcare	15.7%	1.8%
Consumer Cyclical	15.4%	7.9%
Communication Services	8.6%	5.1%
Financial Services	8.4%	23.9%
Consumer Defensive	7.2%	8.3%
Basic Materials	3.7%	5.9%
Utilities	0.4%	4.2%
Real Estate	0.2%	4.6%
Energy	0.0%	4.4%

Return for Risk

GGRG.L vs. DEMS.L — Risk / Return Rank

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

GGRG.L

GGRG.L Risk / Return Rank: 46
GGRG.L Sharpe Ratio Rank: 46
GGRG.L Sortino Ratio Rank: 48
GGRG.L Omega Ratio Rank: 48
GGRG.L Calmar Ratio Rank: 41
GGRG.L Martin Ratio Rank: 48

DEMS.L

DEMS.L Risk / Return Rank: 83
DEMS.L Sharpe Ratio Rank: 83
DEMS.L Sortino Ratio Rank: 82
DEMS.L Omega Ratio Rank: 81
DEMS.L Calmar Ratio Rank: 86
DEMS.L Martin Ratio Rank: 84

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.

GGRG.L vs. DEMS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc (GGRG.L) and WisdomTree Emerging Markets Equity Income UCITS ETF Acc (DEMS.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.

	GGRG.L	DEMS.L	Difference
Sharpe ratio: Return per unit of total volatility	1.60	2.67	-1.07
Sortino ratio: Return per unit of downside risk	2.33	3.60	-1.27
Omega ratio: Gain probability vs. loss probability	1.30	1.48	-0.18
Calmar ratio: Return relative to maximum drawdown	2.02	4.77	-2.76
Martin ratio: Return relative to average drawdown	7.78	16.97	-9.20
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GGRG.L vs. DEMS.L - Sharpe Ratio Comparison

The current GGRG.L Sharpe Ratio is 1.60, which is lower than the DEMS.L Sharpe Ratio of 2.67. The chart below compares the historical Sharpe Ratios of GGRG.L and DEMS.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	GGRG.L	DEMS.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.60	2.67	-1.07
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.76	0.86	-0.10
Sharpe Ratio (All Time) Calculated using the full available price history	0.93	0.54	+0.38

Drawdowns

GGRG.L vs. DEMS.L - Drawdown Comparison

The maximum GGRG.L drawdown since its inception was -22.15%, smaller than the maximum DEMS.L drawdown of -29.57%. Use the drawdown chart below to compare losses from any high point for GGRG.L and DEMS.L.

Drawdown Indicators

	GGRG.L	DEMS.L	Difference
Max Drawdown Largest peak-to-trough decline	-22.15%	-29.57%	+7.42%
Max Drawdown (1Y) Largest decline over 1 year	-8.70%	-6.47%	-2.23%
Max Drawdown (3Y) Largest decline over 3 years	-16.17%	-12.88%	-3.29%
Max Drawdown (5Y) Largest decline over 5 years	-16.17%	-14.79%	-1.38%
Current Drawdown Current decline from peak	0.00%	-1.15%	+1.15%
Average Drawdown Average peak-to-trough decline	-2.91%	-5.01%	+2.10%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.26%	1.82%	+0.44%

Volatility

GGRG.L vs. DEMS.L - Volatility Comparison

The current volatility for WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc (GGRG.L) is 2.62%, while WisdomTree Emerging Markets Equity Income UCITS ETF Acc (DEMS.L) has a volatility of 4.53%. This indicates that GGRG.L experiences smaller price fluctuations and is considered to be less risky than DEMS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GGRG.L	DEMS.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.62%	4.53%	-1.91%
Volatility (6M) Calculated over the trailing 6-month period	7.97%	9.27%	-1.30%
Volatility (1Y) Calculated over the trailing 1-year period	11.02%	11.58%	-0.56%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.13%	12.78%	-0.65%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.52%	15.65%	-2.13%

GGRG.L vs. DEMS.L - Expense Ratio Comparison

GGRG.L has a 0.38% expense ratio, which is lower than DEMS.L's 0.46% expense ratio.

Dividends

GGRG.L vs. DEMS.L - Dividend Comparison

Neither GGRG.L nor DEMS.L has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Can I hold both GGRG.L and DEMS.L in my portfolio?

GGRG.L and DEMS.L have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, GGRG.L or DEMS.L?

On fees, GGRG.L is cheaper at 0.38% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, GGRG.L or DEMS.L?

GGRG.L is cheaper with a 0.38% expense ratio, compared with 0.46% for DEMS.L.

What is the main difference between GGRG.L and DEMS.L?

GGRG.L is categorized as Global Equities, while DEMS.L is Emerging Markets Equities. GGRG.L tracks WisdomTree Global Developed Quality Dividend Growth, while DEMS.L tracks MSCI EM NR USD. Their fees differ too: 0.38% for GGRG.L and 0.46% for DEMS.L.