PortfoliosLab logoPortfoliosLab logo
IEDY.L vs. DEMD.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IEDY.L vs. DEMD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares EM Dividend UCITS ETF USD (Dist) (IEDY.L) and WisdomTree Emerging Markets High Dividend UCITS ETF USD (Dist) (DEMD.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, IEDY.L achieves a 9.51% return, which is significantly lower than DEMD.L's 15.99% return. Over the past 10 years, IEDY.L has underperformed DEMD.L with an annualized return of 6.30%, while DEMD.L has yielded a comparatively higher 8.89% annualized return.


IEDY.L

1D
0.11%
1M
-2.31%
6M
4.97%
YTD
9.51%
1Y
22.53%
3Y*
18.74%
5Y*
4.86%
10Y*
6.30%

DEMD.L

1D
-0.71%
1M
-4.33%
6M
13.70%
YTD
15.99%
1Y
21.23%
3Y*
16.53%
5Y*
10.01%
10Y*
8.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IEDY.L vs. DEMD.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IEDY.L
iShares EM Dividend UCITS ETF USD (Dist)
9.51%27.60%7.02%19.23%-30.77%11.02%-2.56%13.94%-5.15%25.92%
DEMD.L
WisdomTree Emerging Markets High Dividend UCITS ETF USD (Dist)
15.99%20.91%5.26%21.17%-12.75%13.36%-6.14%18.40%-7.50%25.04%

Correlation

The correlation between IEDY.L and DEMD.L is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.83

Correlation (3Y)
Calculated over the trailing 3-year period

0.85

Correlation (5Y)
Calculated over the trailing 5-year period

0.86

Correlation (10Y)
Calculated over the trailing 10-year period

0.88

Correlation (All Time)
Calculated using the full available price history since Nov 14, 2014

0.89

The correlation between IEDY.L and DEMD.L has been stable across timeframes, ranging from 0.83 to 0.89 - a consistent structural relationship.

Compare stocks, funds, or ETFs

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


Return for Risk

IEDY.L vs. DEMD.L — Risk / Return Rank

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

IEDY.L
IEDY.L Risk / Return Rank: 5656
Overall Rank
IEDY.L Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
IEDY.L Sortino Ratio Rank: 5454
Sortino Ratio Rank
IEDY.L Omega Ratio Rank: 5353
Omega Ratio Rank
IEDY.L Calmar Ratio Rank: 6161
Calmar Ratio Rank
IEDY.L Martin Ratio Rank: 5353
Martin Ratio Rank

DEMD.L
DEMD.L Risk / Return Rank: 5757
Overall Rank
DEMD.L Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
DEMD.L Sortino Ratio Rank: 5353
Sortino Ratio Rank
DEMD.L Omega Ratio Rank: 5151
Omega Ratio Rank
DEMD.L Calmar Ratio Rank: 6868
Calmar Ratio Rank
DEMD.L Martin Ratio Rank: 5858
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.

IEDY.L vs. DEMD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares EM Dividend UCITS ETF USD (Dist) (IEDY.L) and WisdomTree Emerging Markets High Dividend UCITS ETF USD (Dist) (DEMD.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.

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.


IEDY.LDEMD.LDifference
Sharpe ratioReturn per unit of total volatility

+0.08

Sortino ratioReturn per unit of downside risk

+0.03

Omega ratioGain probability vs. loss probability

1.27

1.26

+0.01

Calmar ratioReturn relative to maximum drawdown

2.48

2.75

-0.27

Martin ratioReturn relative to average drawdown

7.27

8.20

-0.93

IEDY.L vs. DEMD.L - Sharpe Ratio Comparison

The current IEDY.L Sharpe Ratio is 1.55, which is comparable to the DEMD.L Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of IEDY.L and DEMD.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.


Loading charts...

Drawdowns

IEDY.L vs. DEMD.L - Drawdown Comparison

The maximum IEDY.L drawdown since its inception was -48.42%, which is greater than DEMD.L's maximum drawdown of -40.46%. Use the drawdown chart below to compare losses from any high point for IEDY.L and DEMD.L.


Loading charts...

Drawdown Indicators


IEDY.LDEMD.LDifference

Max Drawdown

Largest peak-to-trough decline

-48.42%

-40.46%

-7.96%

Max Drawdown (1Y)

Largest decline over 1 year

-9.00%

-7.63%

-1.37%

Max Drawdown (3Y)

Largest decline over 3 years

-14.34%

-14.59%

+0.25%

Max Drawdown (5Y)

Largest decline over 5 years

-41.24%

-27.69%

-13.55%

Max Drawdown (10Y)

Largest decline over 10 years

-41.24%

-37.40%

-3.84%

Current Drawdown

Current decline from peak

-5.04%

-4.33%

-0.71%

Average Drawdown

Average peak-to-trough decline

-15.43%

-10.04%

-5.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.07%

2.56%

+0.51%

Volatility

IEDY.L vs. DEMD.L - Volatility Comparison

The current volatility for iShares EM Dividend UCITS ETF USD (Dist) (IEDY.L) is 4.04%, while WisdomTree Emerging Markets High Dividend UCITS ETF USD (Dist) (DEMD.L) has a volatility of 4.52%. This indicates that IEDY.L experiences smaller price fluctuations and is considered to be less risky than DEMD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


IEDY.LDEMD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.04%

4.52%

-0.48%

Volatility (6M)

Calculated over the trailing 6-month period

11.98%

12.03%

-0.05%

Volatility (1Y)

Calculated over the trailing 1-year period

14.37%

14.23%

+0.14%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.26%

15.05%

+2.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.36%

16.67%

+1.69%

IEDY.L vs. DEMD.L - Expense Ratio Comparison

IEDY.L has a 0.65% expense ratio, which is higher than DEMD.L's 0.46% expense ratio.


Dividends

IEDY.L vs. DEMD.L - Dividend Comparison

IEDY.L's dividend yield for the trailing twelve months is around 5.09%, more than DEMD.L's 3.70% yield.


PositionTTM20252024202320222021202020192018201720162015
DEMD.L
WisdomTree Emerging Markets High Dividend UCITS ETF USD (Dist)
3.70%4.42%7.88%6.68%7.48%4.20%4.51%4.13%4.39%1.98%1.68%4.75%
IEDY.L
iShares EM Dividend UCITS ETF USD (Dist)
5.09%5.72%7.94%7.91%9.38%6.57%4.79%5.59%5.69%3.96%4.59%6.51%

Frequently Asked Questions


IEDY.L and DEMD.L have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DEMD.L is cheaper at 0.46% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DEMD.L is cheaper with a 0.46% expense ratio, compared with 0.65% for IEDY.L.

IEDY.L is categorized as Dividend, while DEMD.L is Emerging Markets Equities. IEDY.L tracks iShares EM Dividend UCITS ETF USD (Dist), while DEMD.L tracks WisdomTree Emerging Markets High Dividend UCITS Index. They also come from different issuers: iShares and WisdomTree. Their fees differ too: 0.65% for IEDY.L and 0.46% for DEMD.L.

Portfolio Optimizer

Find the right allocation for IEDY.L and DEMD.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer