IWRD.L vs. DEM.L
Compare and contrast key facts about iShares MSCI World UCITS (IWRD.L) and WisdomTree Emerging Markets Equity Income UCITS ETF (DEM.L).
IWRD.L and DEM.L are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IWRD.L is a passively managed fund by iShares that tracks the performance of the MSCI ACWI NR USD. It was launched on Oct 28, 2005. DEM.L is a passively managed fund by WisdomTree that tracks the performance of the MSCI EM NR USD. It was launched on Nov 19, 2014. Both IWRD.L and DEM.L 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: IWRD.L or DEM.L.
Key characteristics
| IWRD.L | DEM.L | |
|---|---|---|
| YTD Return | 11.53% | 2.04% |
| 1Y Return | 17.74% | 6.75% |
| 3Y Return (Ann) | 8.72% | 7.29% |
| 5Y Return (Ann) | 11.12% | 5.61% |
| Sharpe Ratio | 1.63 | 0.46 |
| Daily Std Dev | 10.43% | 13.10% |
| Max Drawdown | -37.12% | -34.40% |
| Current Drawdown | -1.77% | -8.05% |
Correlation
The correlation between IWRD.L and DEM.L is 0.62, 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.
Performance
IWRD.L vs. DEM.L - Performance Comparison
In the year-to-date period, IWRD.L achieves a 11.53% return, which is significantly higher than DEM.L's 2.04% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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IWRD.L vs. DEM.L - Expense Ratio Comparison
IWRD.L has a 0.50% expense ratio, which is higher than DEM.L's 0.46% expense ratio.
Risk-Adjusted Performance
IWRD.L vs. DEM.L - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI World UCITS (IWRD.L) and WisdomTree Emerging Markets Equity Income UCITS ETF (DEM.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.
Dividends
IWRD.L vs. DEM.L - Dividend Comparison
IWRD.L's dividend yield for the trailing twelve months is around 1.46%, less than DEM.L's 4.20% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IWRD.L iShares MSCI World UCITS | 1.46% | 1.65% | 1.76% | 1.41% | 1.55% | 2.13% | 2.39% | 2.13% | 2.18% | 2.72% | 2.63% | 2.82% |
DEM.L WisdomTree Emerging Markets Equity Income UCITS ETF | 4.20% | 8.46% | 9.00% | 5.71% | 6.19% | 5.40% | 0.06% | 0.04% | 0.02% | 0.07% | 0.00% | 0.00% |
Drawdowns
IWRD.L vs. DEM.L - Drawdown Comparison
The maximum IWRD.L drawdown since its inception was -37.12%, which is greater than DEM.L's maximum drawdown of -34.40%. Use the drawdown chart below to compare losses from any high point for IWRD.L and DEM.L. For additional features, visit the drawdowns tool.
Volatility
IWRD.L vs. DEM.L - Volatility Comparison
The current volatility for iShares MSCI World UCITS (IWRD.L) is 4.22%, while WisdomTree Emerging Markets Equity Income UCITS ETF (DEM.L) has a volatility of 4.68%. This indicates that IWRD.L experiences smaller price fluctuations and is considered to be less risky than DEM.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.