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QGRW vs. DEM.L
Performance
Return for Risk
Dividends
Drawdowns
Volatility

QGRW vs. DEM.L

Last updated Apr 2, 2026

Compare and contrast key facts about WisdomTree U.S. Quality Growth Fund (QGRW) and WisdomTree Emerging Markets Equity Income UCITS ETF (DEM.L).

QGRW 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. QGRW is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree U.S. Quality Growth Index. It was launched on Dec 15, 2022. 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 QGRW 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.

Performance

QGRW vs. DEM.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree U.S. Quality Growth Fund (QGRW) and WisdomTree Emerging Markets Equity Income UCITS ETF (DEM.L). The values are adjusted to include any dividend payments, if applicable.

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QGRW vs. DEM.L - Yearly Performance Comparison

2026 (YTD)2025202420232022
QGRW
WisdomTree U.S. Quality Growth Fund		-7.80%19.20%34.85%56.05%-3.30%
DEM.L
WisdomTree Emerging Markets Equity Income UCITS ETF		3.79%21.21%9.84%24.26%2.65%
Different Trading Currencies

QGRW is traded in USD, while DEM.L is traded in GBp. To make them comparable, the DEM.L values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, QGRW achieves a -7.80% return, which is significantly lower than DEM.L's 3.91% return.

QGRW

1D
1.24%
1M
-4.85%
YTD
-7.80%
6M
-6.06%
1Y
22.02%
3Y*
24.11%
5Y*
—
10Y*
—

DEM.L

1D
0.95%
1M
-5.76%
YTD
3.91%
6M
6.70%
1Y
20.76%
3Y*
17.86%
5Y*
9.59%
10Y*
10.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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

WisdomTree U.S. Quality Growth Fund

WisdomTree Emerging Markets Equity Income UCITS ETF

Often compared with QGRW:
QGRW vs. SCHGQGRW vs. DGRWQGRW vs. GRNYQGRW vs. IWYQGRW vs. SPYGQGRW vs. XNAS.DEQGRW vs. JQUA
Often compared with DEM.L:
DEM.L vs. JEPG.LDEM.L vs. IEMGDEM.L vs. IWRD.LDEM.L vs. VEVE.ASDEM.L vs. QQQMDEM.L vs. SSODEM.L vs. VUSA.L

QGRW vs. DEM.L - Expense Ratio Comparison

QGRW has a 0.28% expense ratio, which is lower than DEM.L's 0.46% expense ratio.

DEM.L
WisdomTree Emerging Markets Equity Income UCITS ETF
QGRW
WisdomTree U.S. Quality Growth Fund

Return for Risk

QGRW vs. DEM.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
QGRW
QGRW Risk / Return Rank: 5353
Overall Rank
QGRW Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
QGRW Sortino Ratio Rank: 5353
Sortino Ratio Rank
QGRW Omega Ratio Rank: 5252
Omega Ratio Rank
QGRW Calmar Ratio Rank: 5656
Calmar Ratio Rank
QGRW Martin Ratio Rank: 5555
Martin Ratio Rank
DEM.L
DEM.L Risk / Return Rank: 7171
Overall Rank
DEM.L Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
DEM.L Sortino Ratio Rank: 7272
Sortino Ratio Rank
DEM.L Omega Ratio Rank: 6767
Omega Ratio Rank
DEM.L Calmar Ratio Rank: 6969
Calmar Ratio Rank
DEM.L Martin Ratio Rank: 7272
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.

QGRW vs. DEM.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. Quality Growth Fund (QGRW) 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.

QGRWDEM.LDifference

Sharpe ratio

Return per unit of total volatility

0.91

1.37

-0.46

Sortino ratio

Return per unit of downside risk

1.45

1.88

-0.42

Omega ratio

Gain probability vs. loss probability

1.20

1.26

-0.06

Calmar ratio

Return relative to maximum drawdown

1.51

1.81

-0.30

Martin ratio

Return relative to average drawdown

5.66

7.59

-1.93

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

QGRW vs. DEM.L - Sharpe Ratio Comparison

The current QGRW Sharpe Ratio is 0.91, which is lower than the DEM.L Sharpe Ratio of 1.37. The chart below compares the historical Sharpe Ratios of QGRW and DEM.L, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

QGRWDEM.LDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.91

1.37

-0.46

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

0.63

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.63

—

Sharpe Ratio (All Time)

Calculated using the full available price history

1.32

0.41

+0.91

Correlation

The correlation between QGRW and DEM.L is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

QGRW vs. DEM.L - Dividend Comparison

QGRW's dividend yield for the trailing twelve months is around 0.09%, less than DEM.L's 4.44% yield.

TTM20252024202320222021202020192018201720162015
QGRW
WisdomTree U.S. Quality Growth Fund		0.09%0.09%0.14%0.11%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DEM.L
WisdomTree Emerging Markets Equity Income UCITS ETF		4.44%4.47%11.82%9.48%7.05%4.14%9.14%6.10%4.19%3.16%1.48%4.55%

Drawdowns

QGRW vs. DEM.L - Drawdown Comparison

The maximum QGRW drawdown since its inception was -24.40%, smaller than the maximum DEM.L drawdown of -40.44%. Use the drawdown chart below to compare losses from any high point for QGRW and DEM.L.

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Drawdown Indicators

QGRWDEM.LDifference

Max Drawdown

Largest peak-to-trough decline

-24.40%

-35.94%

+11.54%

Max Drawdown (1Y)

Largest decline over 1 year

-15.44%

-10.31%

-5.13%

Max Drawdown (5Y)

Largest decline over 5 years

—

-14.48%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-30.09%

—

Current Drawdown

Current decline from peak

-10.67%

-4.18%

-6.49%

Average Drawdown

Average peak-to-trough decline

-3.33%

-6.64%

+3.31%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.12%

2.32%

+1.80%

Volatility

QGRW vs. DEM.L - Volatility Comparison

WisdomTree U.S. Quality Growth Fund (QGRW) has a higher volatility of 7.91% compared to WisdomTree Emerging Markets Equity Income UCITS ETF (DEM.L) at 5.87%. This indicates that QGRW's price experiences larger fluctuations and is considered to be riskier than DEM.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

QGRWDEM.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.91%

5.87%

+2.04%

Volatility (6M)

Calculated over the trailing 6-month period

13.96%

9.74%

+4.22%

Volatility (1Y)

Calculated over the trailing 1-year period

24.20%

15.07%

+9.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.23%

15.36%

+5.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.23%

17.80%

+3.43%