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SEEM vs. DEM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SEEM vs. DEM - Performance Comparison

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

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Returns By Period

In the year-to-date period, SEEM achieves a 21.89% return, which is significantly higher than DEM's 17.69% return.


SEEM

1D
0.46%
1M
-2.18%
6M
11.47%
YTD
21.89%
1Y
41.57%
3Y*
5Y*
10Y*
ALL TIME*
28.48%

DEM

1D
0.52%
1M
1.12%
6M
10.61%
YTD
17.69%
1Y
25.38%
3Y*
17.15%
5Y*
10.09%
10Y*
9.05%
ALL TIME*
4.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$8.16M$9.32M$10.88M
$2.35M$2.55M$2.06M

SEEM vs. DEM - Yearly Performance Comparison


2026 (YTD)20252024
SEEM
SEI Select Emerging Markets Equity ETF
21.89%38.16%-6.66%
DEM
WisdomTree Emerging Markets Equity Income Fund
17.69%21.29%-6.44%

Correlation

The correlation between SEEM and DEM is 0.84, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.84

Correlation (All Time)
Calculated using the full available price history since Oct 10, 2024

0.83

The correlation between SEEM and DEM has been stable across timeframes, ranging from 0.83 to 0.84 - a consistent structural relationship.

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Return for Risk

SEEM vs. DEM — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

SEEM
SEEM Risk / Return Rank: 7474
Overall Rank
SEEM Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
SEEM Sortino Ratio Rank: 6868
Sortino Ratio Rank
SEEM Omega Ratio Rank: 7575
Omega Ratio Rank
SEEM Calmar Ratio Rank: 8080
Calmar Ratio Rank
SEEM Martin Ratio Rank: 7373
Martin Ratio Rank

DEM
DEM Risk / Return Rank: 7575
Overall Rank
DEM Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
DEM Sortino Ratio Rank: 7171
Sortino Ratio Rank
DEM Omega Ratio Rank: 7171
Omega Ratio Rank
DEM Calmar Ratio Rank: 8484
Calmar Ratio Rank
DEM Martin Ratio Rank: 7575
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

SEEM vs. DEM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SEI Select Emerging Markets Equity ETF (SEEM) 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.

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.


SEEMDEMDifference
Sharpe ratioReturn per unit of total volatility

+0.02

Sortino ratioReturn per unit of downside risk

-0.11

Omega ratioGain probability vs. loss probability

1.31

1.31

+0.01

Calmar ratioReturn relative to maximum drawdown

2.90

3.23

-0.33

Martin ratioReturn relative to average drawdown

9.13

9.72

-0.59

SEEM vs. DEM - Sharpe Ratio Comparison

The current SEEM Sharpe Ratio is 1.72, which is comparable to the DEM Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of SEEM and DEM, 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

SEEM vs. DEM - Drawdown Comparison

The maximum SEEM drawdown since its inception was -14.34%, smaller than the maximum DEM drawdown of -51.85%. Use the drawdown chart below to compare losses from any high point for SEEM and DEM.


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Drawdown Indicators


SEEMDEMDifference

Max Drawdown

Largest peak-to-trough decline

-14.34%

-51.85%

+37.51%

Max Drawdown (1Y)

Largest decline over 1 year

-14.01%

-7.89%

-6.12%

Max Drawdown (3Y)

Largest decline over 3 years

-15.64%

Max Drawdown (5Y)

Largest decline over 5 years

-27.18%

Max Drawdown (10Y)

Largest decline over 10 years

-37.79%

Current Drawdown

Current decline from peak

-9.06%

-3.06%

-6.00%

Average Drawdown

Average peak-to-trough decline

-2.95%

-12.82%

+9.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.44%

2.62%

+1.82%

Volatility

SEEM vs. DEM - Volatility Comparison

SEI Select Emerging Markets Equity ETF (SEEM) has a higher volatility of 8.72% compared to WisdomTree Emerging Markets Equity Income Fund (DEM) at 5.13%. This indicates that SEEM'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


SEEMDEMDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.72%

5.13%

+3.59%

Volatility (6M)

Calculated over the trailing 6-month period

21.54%

13.19%

+8.35%

Volatility (1Y)

Calculated over the trailing 1-year period

23.71%

15.02%

+8.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.59%

15.61%

+5.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.59%

17.86%

+3.73%

SEEM vs. DEM - Expense Ratio Comparison

SEEM has a 0.60% expense ratio, which is lower than DEM's 0.63% expense ratio.


Dividends

SEEM vs. DEM - Dividend Comparison

SEEM's dividend yield for the trailing twelve months is around 2.73%, less than DEM's 4.16% yield.


PositionTTM20252024202320222021202020192018201720162015
DEM
WisdomTree Emerging Markets Equity Income Fund
4.16%4.88%5.24%5.49%8.62%5.87%4.21%4.78%4.47%3.67%3.63%5.21%
SEEM
SEI Select Emerging Markets Equity ETF
2.73%3.31%0.31%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SEEM and DEM have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SEEM has higher volatility (8.72%) compared to DEM (5.13%). In terms of maximum drawdown, SEEM dropped -14.34% vs DEM's -51.85%.

On 1-year performance, SEEM leads with 41.57% vs 25.38% for DEM. On fees, SEEM is cheaper at 0.60% per year. On volatility, DEM has been the lower-risk option at 5.13%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, SEEM has performed better with a 41.57% return vs 25.38%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SEEM is cheaper with a 0.60% expense ratio, compared with 0.63% for DEM.

DEM has the higher dividend yield at 4.16%, compared with 2.73% for SEEM.

SEEM is categorized as Emerging Markets Equities, while DEM is Dividend. They also come from different issuers: SEI and WisdomTree. Their fees differ too: 0.60% for SEEM and 0.63% for DEM.

SEEM currently has the higher Sharpe Ratio (1.72 vs 1.70), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for SEEM and DEM

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