COLO vs. DTH

Last updated Aug 4, 2026

COLO (Global X MSCI Colombia ETF) and DTH (WisdomTree International High Dividend Fund) are both exchange-traded funds - COLO is a Latin America Equities fund tracking the MSCI All Colombia Select 25/50 Index, while DTH is a Foreign Large Cap Equities fund tracking the WisdomTree International High Dividend Index. Both are passively managed. Over the past 10 years, COLO returned 7.59%/yr vs 9.37%/yr for DTH. Their 0.53 correlation means they have sometimes moved together and sometimes differently. COLO charges 0.62%/yr vs 0.58%/yr for DTH.

Performance

COLO vs. DTH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X MSCI Colombia ETF (COLO) and WisdomTree International High Dividend Fund (DTH). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, COLO achieves a 29.42% return, which is significantly higher than DTH's 14.82% return. Over the past 10 years, COLO has underperformed DTH with an annualized return of 7.59%, while DTH has yielded a comparatively higher 9.37% annualized return.

COLO

• 1D: -1.14%
• 1M: 8.84%
• 6M: 9.92%
• YTD: 29.42%
• 1Y: 65.61%
• 3Y*: 35.90%
• 5Y*: 19.42%
• 10Y*: 7.59%
• ALL TIME*: 6.02%

DTH

• 1D: 0.33%
• 1M: 5.49%
• 6M: 8.03%
• YTD: 14.82%
• 1Y: 29.35%
• 3Y*: 21.10%
• 5Y*: 13.41%
• 10Y*: 9.37%
• ALL TIME*: 5.47%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
COLO Global X MSCI Colombia ETF	$6.53M	$6.51M	$9.10M
DTH WisdomTree International High Dividend Fund	$1.70M	$1.73M	$2.85M

COLO vs. DTH - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
COLO Global X MSCI Colombia ETF	29.42%	68.88%	4.68%	24.92%	-21.32%	-11.50%	-14.60%	30.42%	-19.88%	11.88%
DTH WisdomTree International High Dividend Fund	14.82%	42.37%	2.31%	15.03%	-1.74%	8.30%	-7.05%	18.43%	-12.85%	21.10%

Correlation

The correlation between COLO and DTH is 0.45, which is low. Their historical price movements had little consistent relationship.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.45
Correlation (3Y) Balances recent behavior with more history.	0.48
Correlation (5Y) Shows whether the relationship held over a longer period.	0.53
Correlation (10Y) Provides a long-term view across more market conditions.	0.54
Correlation (All Time) Calculated using the full available price history since Feb 9, 2009	0.53

The correlation between COLO and DTH has been stable across timeframes, ranging from 0.45 to 0.54 - a consistent structural relationship.

COLO vs. DTH - Sectors Allocation Comparison

Sectors	COLO	DTH
Financial Services	40.5%	26.3%
Utilities	19.6%	11.4%
Basic Materials	18.4%	7.7%
Energy	15.2%	8.1%
Communication Services	2.5%	7.0%
Industrials	2.0%	15.3%
Consumer Cyclical	1.7%	5.4%
Consumer Defensive	-	8.4%
Healthcare	-	3.6%
Real Estate	-	5.4%
Technology	-	1.4%

Return for Risk

COLO vs. DTH — Risk / Return Rank

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

COLO

COLO Risk / Return Rank: 89
COLO Sharpe Ratio Rank: 95
COLO Sortino Ratio Rank: 93
COLO Omega Ratio Rank: 92
COLO Calmar Ratio Rank: 88
COLO Martin Ratio Rank: 75

DTH

DTH Risk / Return Rank: 86
DTH Sharpe Ratio Rank: 89
DTH Sortino Ratio Rank: 89
DTH Omega Ratio Rank: 88
DTH Calmar Ratio Rank: 83
DTH Martin Ratio Rank: 81

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.

COLO vs. DTH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X MSCI Colombia ETF (COLO) and WisdomTree International High Dividend Fund (DTH). 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.

	COLO	DTH	Difference
Sharpe ratio: Return per unit of total volatility	2.82	2.27	+0.55
Sortino ratio: Return per unit of downside risk	3.71	3.13	+0.58
Omega ratio: Gain probability vs. loss probability	1.48	1.41	+0.07
Calmar ratio: Return relative to maximum drawdown	3.71	3.23	+0.48
Martin ratio: Return relative to average drawdown	9.95	11.22	-1.27

COLO vs. DTH - Sharpe Ratio Comparison

The current COLO Sharpe Ratio is 2.82, which is comparable to the DTH Sharpe Ratio of 2.27. The chart below compares the historical Sharpe Ratios of COLO and DTH, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

COLO vs. DTH - Drawdown Comparison

The maximum COLO drawdown since its inception was -78.91%, which is greater than DTH's maximum drawdown of -64.20%. Use the drawdown chart below to compare losses from any high point for COLO and DTH.

Drawdown Indicators

	COLO	DTH	Difference
Max Drawdown Largest peak-to-trough decline	-78.91%	-64.20%	-14.71%
Max Drawdown (1Y) Largest decline over 1 year	-17.79%	-9.14%	-8.65%
Max Drawdown (3Y) Largest decline over 3 years	-18.35%	-12.23%	-6.12%
Max Drawdown (5Y) Largest decline over 5 years	-43.86%	-23.40%	-20.46%
Max Drawdown (10Y) Largest decline over 10 years	-62.75%	-40.75%	-22.00%
Current Drawdown Current decline from peak	-12.14%	0.00%	-12.14%
Average Drawdown Average peak-to-trough decline	-40.10%	-15.05%	-25.05%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.61%	2.62%	+3.99%

Volatility

COLO vs. DTH - Volatility Comparison

Global X MSCI Colombia ETF (COLO) has a higher volatility of 5.35% compared to WisdomTree International High Dividend Fund (DTH) at 2.86%. This indicates that COLO's price experiences larger fluctuations and is considered to be riskier than DTH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	COLO	DTH	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.35%	2.86%	+2.49%
Volatility (6M) Calculated over the trailing 6-month period	19.44%	11.03%	+8.41%
Volatility (1Y) Calculated over the trailing 1-year period	23.43%	13.01%	+10.42%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	23.31%	15.18%	+8.13%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.37%	16.64%	+8.73%

COLO vs. DTH - Expense Ratio Comparison

COLO has a 0.62% expense ratio, which is higher than DTH's 0.58% expense ratio.

Dividends

COLO vs. DTH - Dividend Comparison

COLO's dividend yield for the trailing twelve months is around 4.34%, more than DTH's 3.78% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
COLO Global X MSCI Colombia ETF	4.34%	7.51%	6.08%	6.99%	12.55%	2.32%	3.23%	3.04%	3.03%	1.83%	1.48%	1.58%
DTH WisdomTree International High Dividend Fund	3.78%	3.80%	5.41%	5.63%	5.70%	4.72%	3.75%	4.27%	4.62%	3.72%	4.14%	4.38%

Frequently Asked Questions

Can I hold both COLO and DTH in my portfolio?

COLO and DTH have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, COLO or DTH?

COLO has higher volatility (5.35%) compared to DTH (2.86%). In terms of maximum drawdown, COLO dropped -78.91% vs DTH's -64.20%.

Which ETF is better, COLO or DTH?

On 10-year performance, DTH leads with 9.37% vs 7.59% for COLO. On fees, DTH is cheaper at 0.58% per year. On volatility, DTH has been the lower-risk option at 2.86%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, COLO or DTH?

Over the 10-year period, DTH has performed better with a 9.37% return vs 7.59%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, COLO or DTH?

DTH is cheaper with a 0.58% expense ratio, compared with 0.62% for COLO.

Which ETF pays a higher dividend yield, COLO or DTH?

COLO has the higher dividend yield at 4.34%, compared with 3.78% for DTH.

What is the main difference between COLO and DTH?

COLO is categorized as Latin America Equities, while DTH is Foreign Large Cap Equities. COLO tracks MSCI All Colombia Select 25/50 Index, while DTH tracks WisdomTree International High Dividend Index. They also come from different issuers: Global X and WisdomTree. Their fees differ too: 0.62% for COLO and 0.58% for DTH.

Which has better risk-adjusted returns?

COLO currently has the higher Sharpe Ratio (2.82 vs 2.27), 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.