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SCHE vs. DEM
Performance
Return for Risk
Dividends
Drawdowns
Volatility

SCHE vs. DEM

Last updated Apr 1, 2026

Compare and contrast key facts about Schwab Emerging Markets Equity ETF (SCHE) and WisdomTree Emerging Markets Equity Income Fund (DEM).

SCHE and DEM are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SCHE is a passively managed fund by Charles Schwab that tracks the performance of the FTSE All-World Emerging. It was launched on Jan 14, 2010. 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 SCHE 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.

Performance

SCHE vs. DEM - Performance Comparison

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

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SCHE vs. DEM - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
SCHE
Schwab Emerging Markets Equity ETF		0.61%26.54%10.60%8.93%-17.84%-0.65%14.49%20.31%-13.57%32.70%
DEM
WisdomTree Emerging Markets Equity Income Fund		6.89%21.29%4.46%20.93%-10.43%11.49%-5.84%19.84%-7.69%26.26%

Returns By Period

In the year-to-date period, SCHE achieves a 0.61% return, which is significantly lower than DEM's 6.89% return. Over the past 10 years, SCHE has underperformed DEM with an annualized return of 7.68%, while DEM has yielded a comparatively higher 9.12% annualized return.

SCHE

1D
3.26%
1M
-6.74%
YTD
0.61%
6M
1.48%
1Y
22.98%
3Y*
13.98%
5Y*
3.67%
10Y*
7.68%

DEM

1D
2.73%
1M
-3.50%
YTD
6.89%
6M
9.69%
1Y
23.52%
3Y*
15.42%
5Y*
8.66%
10Y*
9.12%
*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.

Schwab Emerging Markets Equity ETF

WisdomTree Emerging Markets Equity Income Fund

Often compared with SCHE:
SCHE vs. SCHFSCHE vs. VWOSCHE vs. IEMGSCHE vs. FNDESCHE vs. SWISXSCHE vs. EEMSCHE vs. SFENX
Often compared with DEM:
DEM vs. DVYEDEM vs. FNDEDEM vs. AVEMDEM vs. EEMDEM vs. DGREDEM vs. FEMKXDEM vs. VXUS

SCHE vs. DEM - Expense Ratio Comparison

SCHE has a 0.11% expense ratio, which is lower than DEM's 0.63% expense ratio.

DEM
WisdomTree Emerging Markets Equity Income Fund
SCHE
Schwab Emerging Markets Equity ETF

Return for Risk

SCHE vs. DEM — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SCHE
SCHE Risk / Return Rank: 7474
Overall Rank
SCHE Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
SCHE Sortino Ratio Rank: 7474
Sortino Ratio Rank
SCHE Omega Ratio Rank: 7373
Omega Ratio Rank
SCHE Calmar Ratio Rank: 7575
Calmar Ratio Rank
SCHE Martin Ratio Rank: 7474
Martin Ratio Rank
DEM
DEM Risk / Return Rank: 8383
Overall Rank
DEM Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
DEM Sortino Ratio Rank: 8484
Sortino Ratio Rank
DEM Omega Ratio Rank: 8383
Omega Ratio Rank
DEM Calmar Ratio Rank: 7979
Calmar Ratio Rank
DEM Martin Ratio Rank: 8585
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.

SCHE vs. DEM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Schwab Emerging Markets Equity ETF (SCHE) 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.

SCHEDEMDifference

Sharpe ratio

Return per unit of total volatility

1.27

1.57

-0.30

Sortino ratio

Return per unit of downside risk

1.80

2.16

-0.36

Omega ratio

Gain probability vs. loss probability

1.26

1.32

-0.06

Calmar ratio

Return relative to maximum drawdown

1.88

2.07

-0.20

Martin ratio

Return relative to average drawdown

7.14

9.47

-2.33

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

SCHE vs. DEM - Sharpe Ratio Comparison

The current SCHE Sharpe Ratio is 1.27, which is comparable to the DEM Sharpe Ratio of 1.57. The chart below compares the historical Sharpe Ratios of SCHE and DEM, 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

SCHEDEMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.27

1.57

-0.30

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.21

0.57

-0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.40

0.51

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

0.20

+0.02

Correlation

The correlation between SCHE and DEM is 0.92, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

SCHE vs. DEM - Dividend Comparison

SCHE's dividend yield for the trailing twelve months is around 2.86%, less than DEM's 4.22% yield.

TTM20252024202320222021202020192018201720162015
SCHE
Schwab Emerging Markets Equity ETF		2.86%2.88%3.03%3.83%2.88%2.86%2.09%3.27%2.64%2.31%2.27%2.50%
DEM
WisdomTree Emerging Markets Equity Income Fund		4.22%4.88%5.24%5.49%8.62%5.87%4.21%4.78%4.47%3.67%3.63%5.21%

Drawdowns

SCHE vs. DEM - Drawdown Comparison

The maximum SCHE drawdown since its inception was -36.20%, smaller than the maximum DEM drawdown of -51.85%. Use the drawdown chart below to compare losses from any high point for SCHE and DEM.

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Drawdown Indicators

SCHEDEMDifference

Max Drawdown

Largest peak-to-trough decline

-36.20%

-51.85%

+15.65%

Max Drawdown (1Y)

Largest decline over 1 year

-12.14%

-11.39%

-0.75%

Max Drawdown (5Y)

Largest decline over 5 years

-33.77%

-27.18%

-6.59%

Max Drawdown (10Y)

Largest decline over 10 years

-36.20%

-37.79%

+1.59%

Current Drawdown

Current decline from peak

-8.40%

-4.57%

-3.83%

Average Drawdown

Average peak-to-trough decline

-12.71%

-13.01%

+0.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.19%

2.49%

+0.70%

Volatility

SCHE vs. DEM - Volatility Comparison

Schwab Emerging Markets Equity ETF (SCHE) has a higher volatility of 8.44% compared to WisdomTree Emerging Markets Equity Income Fund (DEM) at 7.33%. This indicates that SCHE's price experiences larger fluctuations and is considered to be riskier than DEM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

SCHEDEMDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.44%

7.33%

+1.11%

Volatility (6M)

Calculated over the trailing 6-month period

12.64%

10.05%

+2.59%

Volatility (1Y)

Calculated over the trailing 1-year period

18.23%

15.04%

+3.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.52%

15.23%

+2.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.43%

18.01%

+1.42%