DEM vs IMTM
Comparison between WisdomTree Emerging Markets High Dividend Fund (DEM, ETF) and ISHARES MSCI INTL MOMENTUM FACTOR ETF (IMTM, ETF).
5-Year PerformanceDEM has outperformed IMTM, delivering a return of +9.5% compared to +9.1%
DEM vs IMTM - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
DEM
$3.50B
Winner
IMTM
$3.60B
Expense Ratio
DEM
0.63%
Winner
IMTM
0.30%
Max Drawdown
DEM
57.03%
Winner
IMTM
34.72%
Sharpe Ratio
Winner
DEM
2.06
IMTM
1.38
5Y Beta
Winner
DEM
0.57
IMTM
0.82
5Y Dividends CAGR
DEM
6.07%
Winner
IMTM
37.85%
DEM vs IMTM - Holdings Comparison
DEM and IMTM have 1 common holdings. Overlap is 0.00%
DEM's top 25 holdings weight is 34.92%. IMTM's top 25 holdings weight is 37.58%.
| Rank | DEM | IMTM |
|---|---|---|
| #1 | CHINA CONSTRUCTION BANK CORP CLASS H (n/a) - 4.53% | ASML HOLDING NV (n/a) - 4.15% |
| #2 | MEDIATEK INC (n/a) - 4.25% | HSBC HOLDINGS PLC (n/a) - 2.93% |
| #3 | n/a (n/a) - 2.79% | BANCO SANTANDER SA (n/a) - 2.36% |
| #4 | SAUDI ARABIAN OIL CO (n/a) - 2.02% | ROYAL BANK OF CANADA (n/a) - 2.18% |
| #5 | n/a (n/a) - 1.88% | SIEMENS ENERGY AG ORDINARY SHARES (n/a) - 2.14% |
| #6 | ORLEN SA (n/a) - 1.76% | ADVANTEST CORP (n/a) - 1.73% |
| #7 | n/a (n/a) - 1.59% | THE TORONTO-DOMINION BANK (n/a) - 1.72% |
| #8 | UNITED MICROELECTRONICS CORP (n/a) - 1.47% | IBERDROLA SA (n/a) - 1.64% |
| #9 | PKO BANK POLSKI SA (n/a) - 1.44% | ROLLS-ROYCE HOLDINGS PLC (n/a) - 1.56% |
| #10 | QUANTA COMPUTER INC (n/a) - 1.42% | BANCO BILBAO VIZCAYA ARGENTARIA SA (n/a) - 1.51% |
| #11 | n/a (n/a) - 1.34% | SOFTBANK GROUP CORP (n/a) - 1.31% |
| #12 | INDUSTRIAL BANK CO LTD CLASS A (n/a) - 1.30% | ALLIANZ SE (n/a) - 1.20% |
| #13 | VEDANTA LTD (n/a) - 1.23% | AGNICO EAGLE MINES LTD (AEM) - 1.18% |
| #14 | CHINA SHENHUA ENERGY CO LTD CLASS H (n/a) - 1.06% | ROCHE HOLDING AG ORDINARY SHARES NEW (n/a) - 1.16% |
| #15 | AMBEV SA (n/a) - 0.94% | BRITISH AMERICAN TOBACCO PLC (n/a) - 1.11% |
| #16 | TATA CONSULTANCY SERVICES LTD (n/a) - 0.90% | RHEINMETALL AG (n/a) - 1.03% |
| #17 | CTBC FINANCIAL HOLDING CO LTD (n/a) - 0.89% | HITACHI LTD (n/a) - 1.03% |
| #18 | CHINA HONGQIAO GROUP LTD (n/a) - 0.85% | MITSUBISHI HEAVY INDUSTRIES LTD (n/a) - 1.01% |
| #19 | SAUDI TELECOM CO (n/a) - 0.82% | CANADIAN IMPERIAL BANK OF COMMERCE (CM) - 1.00% |
| #20 | SAUDI NATIONAL BANK (n/a) - 0.81% | NOVARTIS AG REGISTERED SHARES (n/a) - 0.98% |
| #21 | n/a (n/a) - 0.34% | UNICREDIT SPA (n/a) - 0.97% |
| #22 | NATIONAL ALUMINIUM CO LTD (n/a) - 0.34% | ABB LTD (n/a) - 0.95% |
| #23 | TIM SA ORDINARY SHARES (n/a) - 0.33% | MIZUHO FINANCIAL GROUP INC (n/a) - 0.93% |
| #24 | WT MICROELECTRONICS CO LTD (n/a) - 0.31% | BARRICK MINING CORP (n/a) - 0.91% |
| #25 | YUTONG BUS CO LTD CLASS A (n/a) - 0.31% | FUJIKURA LTD (n/a) - 0.89% |
| Total Holdings | 488 | 318 |
DEM vs IMTM - Historical Returns
Returns include dividend reinvestment.
1M
Winner
DEM
+6.83%
IMTM
+2.66%
3M
Winner
DEM
+7.63%
IMTM
+0.78%
6M
Winner
DEM
+19.31%
IMTM
+14.36%
1Y
Winner
DEM
+33.92%
IMTM
+29.27%
5Y(CAGR)
Winner
DEM
+9.55%
IMTM
+9.15%
10Y(CAGR)
Winner
DEM
+10.62%
IMTM
+10.31%
Max(CAGR)
DEM
+5.02%
Winner
IMTM
+8.93%
DEM vs IMTM - Annual Returns (2007 - 2026)
Returns include dividend reinvestment.
| Year | DEM | IMTM |
|---|---|---|
| 2026 | +15.96% | +8.44% |
| 2025 | +21.85% | +34.88% |
| 2024 | +5.66% | +13.55% |
| 2023 | +21.11% | +14.13% |
| 2022 | -10.64% | -16.98% |
| 2021 | +10.71% | +2.45% |
| 2020 | -7.42% | +21.34% |
| 2019 | +19.79% | +24.70% |
| 2018 | -8.80% | -14.94% |
| 2017 | +24.78% | +25.17% |
| 2016 | +26.16% | +2.90% |
| 2015 | -20.90% | -2.08% |
| 2014 | -10.17% | N/A |
| 2013 | -8.21% | N/A |
| 2012 | +13.65% | N/A |
| 2011 | -11.22% | N/A |
| 2010 | +20.83% | N/A |
| 2009 | +53.78% | N/A |
| 2008 | -33.89% | N/A |
| 2007 | +2.61% | N/A |
DEM vs IMTM Drawdown Comparison
The maximum drawdown for DEM was -51.78%, occurring on Mar 2, 2009. Recovery took 471 trading sessions.
The maximum drawdown for IMTM was -32.60%, occurring on Sep 27, 2022. Recovery took 583 trading sessions.
The current IMTM drawdown is -0.55%.
| Rank | DEM | IMTM |
|---|---|---|
| #1 | -51.78% May 19, 2008 - Apr 1, 2010 | -32.60% Nov 8, 2021 - Mar 6, 2024 |
| #2 | -47.00% Apr 29, 2011 - Jan 18, 2018 | -29.79% Feb 19, 2020 - Jul 10, 2020 |
| #3 | -37.79% Jan 13, 2020 - Mar 15, 2021 | -23.03% Jan 26, 2018 - Jan 14, 2020 |
| #4 | -27.12% Feb 16, 2022 - Feb 20, 2024 | -19.90% May 21, 2015 - Apr 25, 2017 |
| #5 | -19.03% Jan 26, 2018 - Jan 2, 2020 | -12.85% Feb 25, 2026 - Mar 30, 2026 |
| #6 | -18.42% Apr 14, 2010 - Sep 13, 2010 | -12.41% Mar 19, 2025 - Apr 24, 2025 |
| #7 | -16.36% Jul 23, 2007 - Sep 27, 2007 | -12.00% Jul 16, 2024 - Sep 26, 2024 |
| #8 | -15.64% Oct 7, 2024 - Jun 6, 2025 | -10.56% Feb 16, 2021 - Jun 1, 2021 |
| #9 | -15.33% Oct 31, 2007 - May 15, 2008 | -8.53% Sep 26, 2024 - Feb 13, 2025 |
| #10 | -9.48% Jul 11, 2024 - Sep 24, 2024 | -6.81% Jun 7, 2021 - Aug 10, 2021 |
| #11 | -9.17% Jun 4, 2021 - Jan 12, 2022 | -6.70% Sep 7, 2021 - Nov 3, 2021 |
| #12 | -7.89% Feb 25, 2026 - Apr 17, 2026 | -6.70% Oct 12, 2020 - Nov 5, 2020 |
| #13 | -6.69% Jan 3, 2011 - Mar 30, 2011 | -5.46% Mar 27, 2024 - May 28, 2024 |
| #14 | -6.36% Nov 4, 2010 - Dec 31, 2010 | -5.37% Nov 12, 2025 - Dec 10, 2025 |
| #15 | -5.30% Sep 17, 2025 - Nov 10, 2025 | -4.74% Sep 2, 2020 - Oct 9, 2020 |
Correlation
Correlation between DEM and IMTM is 0.96 which considered as a very strong positive correlation - the stocks move almost identically together.
0.96
-101
Dividend Comparison (2007 - 2026)
DEM vs IMTM dividend yield comparison.
| Year | DEM | IMTM |
|---|---|---|
| 2026 | 0.43% | 0.00% |
| 2025 | 4.88% | 4.70% |
| 2024 | 5.24% | 2.93% |
| 2023 | 5.49% | 2.29% |
| 2022 | 8.62% | 2.68% |
| 2021 | 5.87% | 2.51% |
| 2020 | 4.21% | 0.97% |
| 2019 | 4.78% | 2.13% |
| 2018 | 4.47% | 2.36% |
| 2017 | 3.67% | 1.92% |
| 2016 | 3.63% | 2.75% |
| 2015 | 5.21% | 1.56% |
| 2014 | 5.51% | 0.00% |
| 2013 | 4.10% | 0.00% |
| 2012 | 3.29% | 0.00% |
| 2011 | 4.44% | 0.00% |
| 2010 | 3.24% | 0.00% |
| 2009 | 2.93% | 0.00% |
| 2008 | 5.85% | 0.00% |
| 2007 | 0.92% | 0.00% |
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