IHDG vs. DEM
Compare and contrast key facts about WisdomTree International Hedged Dividend Growth Fund (IHDG) and WisdomTree Emerging Markets Equity Income Fund (DEM).
IHDG and DEM are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IHDG is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree International Hedged Dividend Growth Index. It was launched on May 7, 2014. DEM is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree Emerging Markets Equity income Index. It was launched on Jul 13, 2007. Both IHDG and DEM are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IHDG or DEM.
Performance
IHDG vs. DEM - Performance Comparison
Returns By Period
In the year-to-date period, IHDG achieves a 5.48% return, which is significantly lower than DEM's 6.29% return. Over the past 10 years, IHDG has outperformed DEM with an annualized return of 8.95%, while DEM has yielded a comparatively lower 3.99% annualized return.
IHDG
5.48%
-3.19%
-4.15%
10.30%
9.09%
8.95%
DEM
6.29%
-4.30%
-2.19%
11.77%
5.14%
3.99%
Key characteristics
| IHDG | DEM | |
|---|---|---|
| Sharpe Ratio | 0.94 | 0.78 |
| Sortino Ratio | 1.34 | 1.16 |
| Omega Ratio | 1.17 | 1.15 |
| Calmar Ratio | 1.17 | 1.20 |
| Martin Ratio | 3.87 | 3.47 |
| Ulcer Index | 2.81% | 3.28% |
| Daily Std Dev | 11.59% | 14.56% |
| Max Drawdown | -29.24% | -51.85% |
| Current Drawdown | -6.43% | -8.24% |
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IHDG vs. DEM - Expense Ratio Comparison
IHDG has a 0.58% expense ratio, which is lower than DEM's 0.63% expense ratio.
Correlation
The correlation between IHDG and DEM is 0.61, 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.
Risk-Adjusted Performance
IHDG vs. DEM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree International Hedged Dividend Growth Fund (IHDG) 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.
Dividends
IHDG vs. DEM - Dividend Comparison
IHDG's dividend yield for the trailing twelve months is around 1.75%, less than DEM's 5.40% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IHDG WisdomTree International Hedged Dividend Growth Fund | 1.75% | 1.70% | 13.79% | 2.77% | 1.95% | 1.99% | 0.22% | 1.28% | 1.91% | 3.04% | 3.86% | 0.00% |
DEM WisdomTree Emerging Markets Equity Income Fund | 5.40% | 5.49% | 8.62% | 5.87% | 4.21% | 4.78% | 4.47% | 3.67% | 3.63% | 5.21% | 5.51% | 4.10% |
Drawdowns
IHDG vs. DEM - Drawdown Comparison
The maximum IHDG drawdown since its inception was -29.24%, smaller than the maximum DEM drawdown of -51.85%. Use the drawdown chart below to compare losses from any high point for IHDG and DEM. For additional features, visit the drawdowns tool.
Volatility
IHDG vs. DEM - Volatility Comparison
The current volatility for WisdomTree International Hedged Dividend Growth Fund (IHDG) is 3.09%, while WisdomTree Emerging Markets Equity Income Fund (DEM) has a volatility of 4.45%. This indicates that IHDG experiences smaller price fluctuations and is considered to be less risky than DEM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.