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IUVD.L vs. DEMD.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IUVD.L vs. DEMD.L - Performance Comparison

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

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Returns By Period

In the year-to-date period, IUVD.L achieves a 40.11% return, which is significantly higher than DEMD.L's 15.99% return.


IUVD.L

1D
-2.20%
1M
-5.46%
6M
34.28%
YTD
40.11%
1Y
70.63%
3Y*
29.12%
5Y*
15.74%
10Y*

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)

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


2026 (YTD)20252024202320222021202020192018
IUVD.L
iShares Edge MSCI USA Value Factor UCITS ETF USD (Dist)
40.11%32.95%6.42%14.65%-14.91%29.73%-1.42%25.64%-11.20%
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%-13.19%

Correlation

The correlation between IUVD.L and DEMD.L is 0.63, 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

0.63

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

0.58

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

0.59

Correlation (All Time)
Calculated using the full available price history since Feb 22, 2018

0.61

The correlation between IUVD.L and DEMD.L has been stable across timeframes, ranging from 0.58 to 0.63 - a consistent structural relationship.

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Return for Risk

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

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

IUVD.L
IUVD.L Risk / Return Rank: 9797
Overall Rank
IUVD.L Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
IUVD.L Sortino Ratio Rank: 9797
Sortino Ratio Rank
IUVD.L Omega Ratio Rank: 9696
Omega Ratio Rank
IUVD.L Calmar Ratio Rank: 9797
Calmar Ratio Rank
IUVD.L Martin Ratio Rank: 9797
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.

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

This table presents a comparison of risk-adjusted performance metrics for iShares Edge MSCI USA Value Factor UCITS ETF USD (Dist) (IUVD.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.


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

+2.29

Sortino ratioReturn per unit of downside risk

+2.92

Omega ratioGain probability vs. loss probability

1.64

1.26

+0.37

Calmar ratioReturn relative to maximum drawdown

8.52

2.75

+5.77

Martin ratioReturn relative to average drawdown

30.05

8.20

+21.85

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

The current IUVD.L Sharpe Ratio is 3.77, which is higher than the DEMD.L Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of IUVD.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.


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Drawdowns

IUVD.L vs. DEMD.L - Drawdown Comparison

The maximum IUVD.L drawdown since its inception was -39.64%, roughly equal to the maximum DEMD.L drawdown of -40.46%. Use the drawdown chart below to compare losses from any high point for IUVD.L and DEMD.L.


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Drawdown Indicators


IUVD.LDEMD.LDifference

Max Drawdown

Largest peak-to-trough decline

-39.64%

-40.46%

+0.82%

Max Drawdown (1Y)

Largest decline over 1 year

-8.25%

-7.63%

-0.62%

Max Drawdown (3Y)

Largest decline over 3 years

-18.72%

-14.59%

-4.13%

Max Drawdown (5Y)

Largest decline over 5 years

-26.67%

-27.69%

+1.02%

Max Drawdown (10Y)

Largest decline over 10 years

-37.40%

Current Drawdown

Current decline from peak

-6.09%

-4.33%

-1.76%

Average Drawdown

Average peak-to-trough decline

-8.04%

-10.04%

+2.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.34%

2.56%

-0.22%

Volatility

IUVD.L vs. DEMD.L - Volatility Comparison

iShares Edge MSCI USA Value Factor UCITS ETF USD (Dist) (IUVD.L) has a higher volatility of 7.80% compared to WisdomTree Emerging Markets High Dividend UCITS ETF USD (Dist) (DEMD.L) at 4.52%. This indicates that IUVD.L's price experiences larger fluctuations and is considered to be riskier than DEMD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IUVD.LDEMD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.80%

4.52%

+3.28%

Volatility (6M)

Calculated over the trailing 6-month period

16.20%

12.03%

+4.17%

Volatility (1Y)

Calculated over the trailing 1-year period

18.67%

14.23%

+4.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.13%

15.05%

+3.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.97%

16.67%

+3.30%

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

IUVD.L has a 0.20% expense ratio, which is lower than DEMD.L's 0.46% expense ratio.


Dividends

IUVD.L vs. DEMD.L - Dividend Comparison

IUVD.L's dividend yield for the trailing twelve months is around 1.19%, less 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%
IUVD.L
iShares Edge MSCI USA Value Factor UCITS ETF USD (Dist)
1.19%1.64%2.24%2.27%2.61%1.84%2.26%2.26%1.73%0.00%0.00%0.00%

Frequently Asked Questions


IUVD.L and DEMD.L have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IUVD.L is cheaper at 0.20% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IUVD.L is cheaper with a 0.20% expense ratio, compared with 0.46% for DEMD.L.

IUVD.L is categorized as Large Cap Value Equities, while DEMD.L is Emerging Markets Equities. IUVD.L tracks Russell 1000 Value TR USD, while DEMD.L tracks WisdomTree Emerging Markets High Dividend UCITS Index. They also come from different issuers: iShares and WisdomTree. Their fees differ too: 0.20% for IUVD.L and 0.46% for DEMD.L.

Portfolio Optimizer

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