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Inception Date
Nov 7, 2016
Category
Dividend
Leveraged
1x (No leverage)
Index Tracked
WisdomTree US High Dividend UCITS ETF
Distribution Policy
Distributing
Asset Class
Equity

Share Price Chart


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Performance

DHS.L Performance Chart

WisdomTree US High Dividend UCITS ETF (DHS.L) is up 12.2% since the beginning of the year. DHS.L is currently trading at £22 per share. Investors who bought £1,000 worth of DHS.L shares 5 years ago would now be looking at an investment worth £1,790.


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S&P 500 Index

Returns By Period

WisdomTree US High Dividend UCITS ETF (DHS.L) has returned 12.15% so far this year and 21.91% over the past 12 months. Over the last ten years, DHS.L has returned 9.13% per year, falling short of the S&P 500 Index benchmark, which averaged 13.06% annually.


WisdomTree US High Dividend UCITS ETF

1D
-0.35%
1M
1.99%
6M
8.98%
YTD
12.15%
1Y
21.91%
3Y*
16.07%
5Y*
12.35%
10Y*
9.13%

Benchmark (S&P 500 Index)

1D
-0.66%
1M
-0.64%
6M
8.66%
YTD
10.17%
1Y
19.99%
3Y*
17.60%
5Y*
12.23%
10Y*
13.06%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DHS.L Monthly Returns History

Based on dividend-adjusted daily data since Oct 21, 2014, DHS.L's average daily return is +0.03%, while the average monthly return is +0.68%. At this rate, an investment would double in approximately 8.5 years.

Historically, 61% of months were positive and 39% were negative. The best month was Jun 2016 with a return of +13.0%, while the worst month was Oct 2014 at -35.3%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 4 months.

On a daily basis, DHS.L closed higher 53% of trading days. The best single day was Jun 24, 2016 with a return of +7.2%, while the worst single day was Oct 24, 2014 at -37.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.05%5.82%-2.73%1.10%1.89%3.94%-0.28%12.15%
20254.80%-0.31%-3.30%-9.70%0.91%0.61%5.45%2.17%-0.01%1.89%3.76%-0.67%4.77%
20240.98%0.65%5.39%-2.06%-0.88%0.99%7.34%-1.33%0.37%6.16%7.44%-5.45%20.38%
20230.40%-0.78%-6.32%-2.32%-5.43%2.20%4.74%-1.02%0.77%-4.31%2.37%6.44%-4.02%
20222.19%0.97%7.59%1.33%4.00%-4.22%3.07%3.20%-3.03%7.25%-0.50%-2.78%19.92%
20210.15%1.52%8.40%2.62%-0.42%0.54%0.93%3.24%-0.84%0.18%3.00%4.06%25.61%

Benchmark Metrics

WisdomTree US High Dividend UCITS ETF has an annualized alpha of 2.83%, beta of 0.40, and R2 of 0.15 versus S&P 500 Index. Calculated based on daily prices since October 21, 2014.

  • This ETF participated in 65.71% of S&P 500 Index downside but only 51.90% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.40 may look defensive, but with R2 of 0.15 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R2 of 0.15 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
2.83%
Beta
0.40
0.15
Upside Capture
51.90%
Downside Capture
65.71%

Return for Risk

Risk / Return Rank

DHS.L ranks 83 for risk / return — in the top 83% of ETFs on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


DHS.L Risk / Return Rank: 8383
Overall Rank
DHS.L Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
DHS.L Sortino Ratio Rank: 8585
Sortino Ratio Rank
DHS.L Omega Ratio Rank: 8181
Omega Ratio Rank
DHS.L Calmar Ratio Rank: 8383
Calmar Ratio Rank
DHS.L Martin Ratio Rank: 8181
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for WisdomTree US High Dividend UCITS ETF (DHS.L) and compare them to S&P 500 Index.

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.


DHS.LBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.51

Sortino ratioReturn per unit of downside risk

+0.84

Omega ratioGain probability vs. loss probability

1.38

1.31

+0.07

Calmar ratioReturn relative to maximum drawdown

3.58

2.50

+1.08

Martin ratioReturn relative to average drawdown

12.31

9.11

+3.20

Dividends

Dividend History

WisdomTree US High Dividend UCITS ETF provided a 2.63% dividend yield over the last twelve months, with an annual payout of £0.59 per share.


2.00%3.00%4.00%5.00%6.00%£0.00£0.20£0.40£0.60£0.80£1.0020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend£0.59£0.59£1.05£0.92£0.55£0.48£0.77£0.77£0.43£0.40£0.38£0.27

Dividend yield

2.63%2.89%5.19%5.19%2.83%2.87%5.63%4.86%3.06%2.70%2.51%2.46%

Monthly Dividends

The table displays the monthly dividend distributions for WisdomTree US High Dividend UCITS ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026£0.13£0.00£0.00£0.17£0.00£0.00£0.15£0.45
2025£0.14£0.00£0.00£0.17£0.00£0.00£0.14£0.00£0.00£0.14£0.00£0.00£0.59
2024£0.30£0.00£0.00£0.30£0.00£0.00£0.31£0.00£0.00£0.13£0.00£0.00£1.05
2023£0.15£0.00£0.00£0.17£0.00£0.00£0.31£0.00£0.00£0.29£0.00£0.00£0.92
2022£0.11£0.00£0.00£0.14£0.00£0.00£0.14£0.00£0.00£0.15£0.00£0.00£0.55
2021£0.12£0.00£0.00£0.11£0.00£0.00£0.12£0.00£0.00£0.13£0.00£0.00£0.48

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the WisdomTree US High Dividend UCITS ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the WisdomTree US High Dividend UCITS ETF was 38.98%, occurring on Aug 26, 2015. Recovery took 351 trading sessions.

The current WisdomTree US High Dividend UCITS ETF drawdown is 1.32%.


Drawdown

Fall

Recovery

Underwater

Related event

-38.98%Aug 2015
10mo 6d1y 4mo
2y 2moOct 2014 - Jan 2017
-28.93%Mar 2020
1mo 9d1y 24d
1y 2moFeb 2020 - Apr 2021
COVID crash2020
-18.39%Jun 2023
6mo 29d1y 1mo
1y 8moNov 2022 - Jul 2024
-17.50%Apr 2025
4mo 14d9mo 4d
1y 1moNov 2024 - Jan 2026
2025 selloff2025
-14.82%Mar 2018
1y 23d4mo 7d
1y 5moMar 2017 - Jul 2018

Drawdown Indicators


DHS.LBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-38.98%

-37.07%

-1.91%

Max Drawdown (1Y)

Largest decline over 1 year

-6.40%

-8.03%

+1.63%

Max Drawdown (3Y)

Largest decline over 3 years

-17.50%

-22.15%

+4.65%

Max Drawdown (5Y)

Largest decline over 5 years

-18.39%

-22.15%

+3.76%

Max Drawdown (10Y)

Largest decline over 10 years

-28.93%

-26.01%

-2.92%

Current Drawdown

Current decline from peak

-1.32%

-1.42%

+0.10%

Average Drawdown

Average peak-to-trough decline

-9.19%

-5.29%

-3.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.86%

2.20%

-0.34%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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