WisdomTree Emerging Markets High Dividend Fund

10-Year Study

DEM.US · · US · ETF

Executive Summary: WisdomTree Emerging Markets High Dividend Fund has compounded at 10.0% annually over the last 10 years, with a maximum drawdown of 29.5% and an annualized volatility of 15.9%.

1Y CAGR
+25.8%
3Y CAGR
+18.0%
5Y CAGR
+8.5%
10Y CAGR
+10.0%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
29.5%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.40
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.57
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
15.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +26.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2022 · -10.4%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20266.24.3-4.04.4————————11.1%
20251.80.03.0-0.34.34.8-0.52.21.6-0.11.51.221.3%
2024-1.32.91.80.04.00.9-0.42.02.4-4.0-1.9-1.94.5%
20238.6-4.52.61.0-2.54.56.7-5.2-0.3-2.76.95.220.9%
20224.2-1.8-0.4-6.72.1-9.3-0.6-0.4-7.2-1.215.6-2.9-10.4%
2021-1.34.54.91.73.3-0.6-2.52.2-2.0-0.9-3.05.011.5%
2020-8.1-5.5-18.87.73.32.02.31.1-3.2-1.513.45.2-5.8%
201910.5-2.11.21.5-4.15.9-2.5-4.72.23.90.27.319.8%
20188.8-4.11.0-3.1-1.9-4.75.6-3.42.5-7.62.6-2.4-7.7%
20174.92.02.30.7-0.20.94.43.6-0.81.3-0.35.226.3%
2016———3.4-6.56.06.6-0.31.91.0-2.51.711.2%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 15.9%. The dominant macroeconomic risk driver is VWO.US, accounting for 48.8% of variance. Idiosyncratic stock-specific factors contribute 6.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110344.508703756057
2016-05-019675.567672721523
2016-06-0110253.278582483243
2016-07-0110930.65264993795
2016-08-0110898.83710344365
2016-09-0111108.84845929383
2016-10-0111215.315544098552
2016-11-0110940.331475829287
2016-12-0111122.791718374916
2017-01-0111667.920441967772
2017-02-0111897.289449600628
2017-03-0112168.344489537765
2017-04-0112257.705926603834
2017-05-0112230.921452973842
2017-06-0112338.921817127688
2017-07-0112880.744407123999
2017-08-0113338.284547898209
2017-09-0113231.865378073147
2017-10-0113401.101086232587
2017-11-0113354.95896081992
2017-12-0114044.072198291353
2018-01-0115285.932641121593
2018-02-0114666.535699055596
2018-03-0114808.986933585047
2018-04-0114344.499120760123
2018-05-0114071.958716453526
2018-06-0113405.461349381656
2018-07-0114162.230538133135
2018-08-0113683.799466227127
2018-09-0114020.210538420626
2018-10-0112951.131512244672
2018-11-0113281.792786878961
2018-12-0112963.828981854596
2019-01-0114319.918736194497
2019-02-0114026.104080918818
2019-03-0114189.254586661425
2019-04-0114402.859565986115
2019-05-0113810.582502407726
2019-06-0114626.47877605976
2019-07-0114262.947825378647
2019-08-0113598.127482594884
2019-09-0113898.171085226373
2019-10-0114446.605942415777
2019-11-0114476.888209560953
2019-12-0115536.336324825228
2020-01-0114273.584950863187
2020-02-0113489.504223705455
2020-03-0110959.401637734003
2020-04-0111802.178214975347
2020-05-0112186.216776950978
2020-06-0112432.116452566566
2020-07-0112721.139609876236
2020-08-0112855.34946790415
2020-09-0112442.657748091786
2020-10-0112259.047546034317
2020-11-0113900.902239067
2020-12-0114628.970355002084
2021-01-0114440.520739998945
2021-02-0115091.206163782981
2021-03-0115838.104866724485
2021-04-0116109.447396539581
2021-05-0116644.993124200417
2021-06-0116537.471909843174
2021-07-0116132.015351959484
2021-08-0116479.542699434125
2021-09-0116149.025169738816
2021-10-0116008.394704436447
2021-11-0115530.92193212364
2021-12-0116309.6840965391
2022-01-0116987.39356885143
2022-02-0116674.892071508315
2022-03-0116615.33375179082
2022-04-0115495.225272276872
2022-05-0115817.980575267246
2022-06-0114349.817683502393
2022-07-0114256.814707982157
2022-08-0114198.693837654466
2022-09-0113173.025783050554
2022-10-0113015.098010090895
2022-11-0115047.93893714992
2022-12-0114607.983593910965
2023-01-0115870.399563015384
2023-02-0115161.305779025695
2023-03-0115559.623004940033
2023-04-0115719.898611903038
2023-05-0115329.487357632615
2023-06-0116025.11703233782
2023-07-0117097.070957293377
2023-08-0116201.012922670012
2023-09-0116148.018955165953
2023-10-0115708.590676703257
2023-11-0116794.29620082126
2023-12-0117665.48636100104
2024-01-0117439.66306186303
2024-02-0117939.0329798805
2024-03-0118266.57978083688
2024-04-0118275.30030713502
2024-05-0119004.422552622626
2024-06-0119183.912066429326
2024-07-0119099.77336214621
2024-08-0119485.10562857266
2024-09-0119960.086821943143
2024-10-0119170.975021921102
2024-11-0118812.66680402294
2024-12-0118453.2565415926
2025-01-0118790.530083419977
2025-02-0118795.08200648769
2025-03-0119366.468138934273
2025-04-0119315.86992041322
2025-05-0120139.672165709162
2025-06-0121110.47756860227
2025-07-0121007.93951212968
2025-08-0121469.408681236015
2025-09-0121809.60503682266
2025-10-0121790.630704877265
2025-11-0122113.098517989678
2025-12-0122381.08699922857
2026-01-0123761.038413439193
2026-02-0124791.210476131153
2026-03-0123808.953393099284
2026-04-0124863.082945621292
Annual Return Matrix
YearAnnual Return
20170.26263914257159615
2018-0.07691809050712373
20190.19843730942234394
2020-0.05840282746539682
20210.11488940784970092
2022-0.10433681563392361
20230.20930354606672297
20240.044593744236256505
20250.21285296981499502
20260.1108970241918219
Total Factor Risk
0.15852494009986828
VTI.US Exposure
0.055905922418229025
VEA.US Exposure
0.1624702116261049
VWO.US Exposure
0.48812920602387155
QQQ.US Exposure
0.04926852914389657
VTV.US Exposure
0.1346232863483308
IJR.US Exposure
-0.07404254670088087
QUAL.US Exposure
-0.11985927356493255
SHV.US Exposure
0.09905677458089804
TLT.US Exposure
0.12769448011449666
LQD.US Exposure
-0.0834873577736041
HYG.US Exposure
0.05608989390271846
GLD.US Exposure
-0.017907843936480403
USO.US Exposure
0.0021518489129677635
VNQ.US Exposure
-0.044517611165445455
BTC-USD.CC Exposure
-0.004003488089429796
CPER.US Exposure
0.07271927539669328
VIX.INDX Exposure
0.005863780331979227
UUP.US Exposure
0.029479120944831065
TIP.US Exposure
-0.006137652487388991
Idiosyncratic Exposure
0.06650344397314498
Value Score
45.9
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
52.8
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
15.9%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →10.2x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →4.40%
Market Cap$13.4B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$113
Avg Yield on Cost
1.13%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$112.61.13%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+3.2%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+10.4%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
0.8% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.76
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is WisdomTree Emerging Markets High Dividend Fund a high-risk investment?

WisdomTree Emerging Markets High Dividend Fund (DEM.US) has an annualized volatility of 15.9% and experienced a maximum drawdown of 29.5% over the last 10 years. Its primary macro risk driver is VWO.US.

What is the 10-year return of DEM.US?

Over the past 10 years, DEM.US has generated a Compound Annual Growth Rate (CAGR) of 10.0%. It has had a positive return in 70% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

Run a Full Backtest on WisdomTree Emerging Markets High Dividend Fund

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest