XDEX.L vs. DEM.L

Last updated Apr 1, 2026

Compare and contrast key facts about Xtrackers MSCI Emerging Markets ESG Screened UCITS ETF 1C (XDEX.L) and WisdomTree Emerging Markets Equity Income UCITS ETF (DEM.L).

XDEX.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. XDEX.L is a passively managed fund by Xtrackers that tracks the performance of the MSCI EM NR USD. It was launched on Mar 4, 2016. 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 XDEX.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.

Performance

XDEX.L vs. DEM.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Xtrackers MSCI Emerging Markets ESG Screened UCITS ETF 1C (XDEX.L) and WisdomTree Emerging Markets Equity Income UCITS ETF (DEM.L). The values are adjusted to include any dividend payments, if applicable.

XDEX.L vs. DEM.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
XDEX.L Xtrackers MSCI Emerging Markets ESG Screened UCITS ETF 1C	6.42%	28.16%	2.86%	2.89%	-10.24%	20.08%	12.90%	21.94%	-4.17%	13.62%
DEM.L WisdomTree Emerging Markets Equity Income UCITS ETF	5.66%	12.71%	11.70%	18.04%	-2.59%	15.16%	-6.66%	17.84%	-1.94%	14.47%

Returns By Period

In the year-to-date period, XDEX.L achieves a 6.42% return, which is significantly higher than DEM.L's 5.66% return. Both investments have delivered pretty close results over the past 10 years, with XDEX.L having a 11.35% annualized return and DEM.L not far behind at 10.90%.

XDEX.L

• 1D: 0.39%
• 1M: -11.58%
• YTD: 6.42%
• 6M: 17.77%
• 1Y: 41.72%
• 3Y*: 12.48%
• 5Y*: 8.27%
• 10Y*: 11.35%

DEM.L

• 1D: 0.60%
• 1M: -4.00%
• YTD: 5.66%
• 6M: 8.41%
• 1Y: 17.88%
• 3Y*: 15.11%
• 5Y*: 10.56%
• 10Y*: 10.90%

*Multi-year figures are annualized to reflect compound growth (CAGR)

XDEX.L vs. DEM.L - Expense Ratio Comparison

XDEX.L has a 0.18% expense ratio, which is lower than DEM.L's 0.46% expense ratio.

DEM.L

WisdomTree Emerging Markets Equity Income UCITS ETF

XDEX.L

Xtrackers MSCI Emerging Markets ESG Screened UCITS ETF 1C

Return for Risk

XDEX.L vs. DEM.L — Risk / Return Rank

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

XDEX.L

XDEX.L Risk / Return Rank: 94
XDEX.L Sharpe Ratio Rank: 96
XDEX.L Sortino Ratio Rank: 96
XDEX.L Omega Ratio Rank: 95
XDEX.L Calmar Ratio Rank: 91
XDEX.L Martin Ratio Rank: 91

DEM.L

DEM.L Risk / Return Rank: 71
DEM.L Sharpe Ratio Rank: 74
DEM.L Sortino Ratio Rank: 72
DEM.L Omega Ratio Rank: 67
DEM.L Calmar Ratio Rank: 69
DEM.L Martin Ratio Rank: 72

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.

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

This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI Emerging Markets ESG Screened UCITS ETF 1C (XDEX.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.

	XDEX.L	DEM.L	Difference
Sharpe ratio Return per unit of total volatility	2.57	1.32	+1.26
Sortino ratio Return per unit of downside risk	3.25	1.82	+1.43
Omega ratio Gain probability vs. loss probability	1.47	1.24	+0.23
Calmar ratio Return relative to maximum drawdown	3.21	1.75	+1.46
Martin ratio Return relative to average drawdown	12.20	7.37	+4.83
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

XDEX.L vs. DEM.L - Sharpe Ratio Comparison

The current XDEX.L Sharpe Ratio is 2.57, which is higher than the DEM.L Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of XDEX.L 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.

Sharpe Ratios by Period

	XDEX.L	DEM.L	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.57	1.32	+1.26
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.57	0.80	-0.24
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.75	0.73	+0.01
Sharpe Ratio (All Time) Calculated using the full available price history	0.64	0.54	+0.11

Correlation

The correlation between XDEX.L and DEM.L is 0.67, 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.

Dividends

XDEX.L vs. DEM.L - Dividend Comparison

XDEX.L has not paid dividends to shareholders, while DEM.L's dividend yield for the trailing twelve months is around 4.44%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
XDEX.L Xtrackers MSCI Emerging Markets ESG Screened UCITS ETF 1C	0.00%	0.00%	0.00%	0.00%	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

XDEX.L vs. DEM.L - Drawdown Comparison

The maximum XDEX.L drawdown since its inception was -24.54%, smaller than the maximum DEM.L drawdown of -35.94%. Use the drawdown chart below to compare losses from any high point for XDEX.L and DEM.L.

Drawdown Indicators

	XDEX.L	DEM.L	Difference
Max Drawdown Largest peak-to-trough decline	-24.54%	-35.94%	+11.40%
Max Drawdown (1Y) Largest decline over 1 year	-12.60%	-10.31%	-2.29%
Max Drawdown (5Y) Largest decline over 5 years	-18.65%	-14.48%	-4.17%
Max Drawdown (10Y) Largest decline over 10 years	-24.54%	-30.09%	+5.55%
Current Drawdown Current decline from peak	-12.26%	-4.18%	-8.08%
Average Drawdown Average peak-to-trough decline	-4.77%	-6.64%	+1.87%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.32%	2.32%	+1.00%

Volatility

XDEX.L vs. DEM.L - Volatility Comparison

Xtrackers MSCI Emerging Markets ESG Screened UCITS ETF 1C (XDEX.L) has a higher volatility of 7.95% compared to WisdomTree Emerging Markets Equity Income UCITS ETF (DEM.L) at 5.27%. This indicates that XDEX.L'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.

Volatility by Period

	XDEX.L	DEM.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.95%	5.27%	+2.68%
Volatility (6M) Calculated over the trailing 6-month period	12.63%	9.15%	+3.48%
Volatility (1Y) Calculated over the trailing 1-year period	16.16%	13.53%	+2.63%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.62%	13.26%	+1.36%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.21%	16.56%	-1.35%