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DHS.L vs. DHSD.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DHS.L vs. DHSD.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in WisdomTree US High Dividend UCITS ETF USD (Dist) (DHS.L) and WisdomTree US High Dividend UCITS ETF USD (Dist) (DHSD.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

DHS.L is traded in GBp, while DHSD.L is traded in USD. To make them comparable, the DHSD.L values have been converted to GBp using the latest available exchange rates.

Returns By Period

The year-to-date returns for both stocks are quite close, with DHS.L having a 14.88% return and DHSD.L slightly lower at 14.87%. Both investments have delivered pretty close results over the past 10 years, with DHS.L having a 8.42% annualized return and DHSD.L not far behind at 8.39%.


DHS.L

1D
0.71%
1M
4.74%
6M
10.65%
YTD
14.88%
1Y
24.37%
3Y*
15.07%
5Y*
11.90%
10Y*
8.42%

DHSD.L

1D
0.59%
1M
3.83%
6M
10.56%
YTD
14.87%
1Y
24.36%
3Y*
14.95%
5Y*
11.87%
10Y*
8.39%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DHS.L vs. DHSD.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DHS.L
WisdomTree US High Dividend UCITS ETF USD (Dist)
14.88%4.77%17.32%-5.75%19.92%25.61%-9.41%16.84%-2.86%1.32%
DHSD.L
WisdomTree US High Dividend UCITS ETF USD (Dist)
14.87%4.68%17.28%-5.24%20.01%25.07%-8.97%16.06%-2.74%1.66%

Correlation

The correlation between DHS.L and DHSD.L is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.91

Correlation (3Y)
Calculated over the trailing 3-year period

0.92

Correlation (5Y)
Calculated over the trailing 5-year period

0.92

Correlation (10Y)
Calculated over the trailing 10-year period

0.92

Correlation (All Time)
Calculated using the full available price history since Oct 21, 2014

0.92

The correlation between DHS.L and DHSD.L has been stable across timeframes, ranging from 0.91 to 0.92 - a consistent structural relationship.

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Return for Risk

DHS.L vs. DHSD.L — Risk / Return Rank

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

DHS.L
DHS.L Risk / Return Rank: 8888
Overall Rank
DHS.L Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
DHS.L Sortino Ratio Rank: 8989
Sortino Ratio Rank
DHS.L Omega Ratio Rank: 8686
Omega Ratio Rank
DHS.L Calmar Ratio Rank: 8888
Calmar Ratio Rank
DHS.L Martin Ratio Rank: 8686
Martin Ratio Rank

DHSD.L
DHSD.L Risk / Return Rank: 8282
Overall Rank
DHSD.L Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
DHSD.L Sortino Ratio Rank: 8989
Sortino Ratio Rank
DHSD.L Omega Ratio Rank: 8484
Omega Ratio Rank
DHSD.L Calmar Ratio Rank: 7878
Calmar Ratio Rank
DHSD.L Martin Ratio Rank: 7272
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.

DHS.L vs. DHSD.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree US High Dividend UCITS ETF USD (Dist) (DHS.L) and WisdomTree US High Dividend UCITS ETF USD (Dist) (DHSD.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.

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.LDHSD.LDifference
Sharpe ratioReturn per unit of total volatility

+0.29

Sortino ratioReturn per unit of downside risk

+0.42

Omega ratioGain probability vs. loss probability

1.40

1.35

+0.06

Calmar ratioReturn relative to maximum drawdown

3.79

3.48

+0.31

Martin ratioReturn relative to average drawdown

13.05

12.07

+0.98

DHS.L vs. DHSD.L - Sharpe Ratio Comparison

The current DHS.L Sharpe Ratio is 2.31, which is comparable to the DHSD.L Sharpe Ratio of 2.02. The chart below compares the historical Sharpe Ratios of DHS.L and DHSD.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

DHS.L vs. DHSD.L - Drawdown Comparison

The maximum DHS.L drawdown since its inception was -38.98%, which is greater than DHSD.L's maximum drawdown of -29.79%. Use the drawdown chart below to compare losses from any high point for DHS.L and DHSD.L.


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Drawdown Indicators


DHS.LDHSD.LDifference

Max Drawdown

Largest peak-to-trough decline

-38.98%

-29.79%

-9.19%

Max Drawdown (1Y)

Largest decline over 1 year

-6.40%

-6.96%

+0.56%

Max Drawdown (3Y)

Largest decline over 3 years

-17.50%

-17.70%

+0.20%

Max Drawdown (5Y)

Largest decline over 5 years

-18.39%

-18.74%

+0.35%

Max Drawdown (10Y)

Largest decline over 10 years

-29.33%

-29.79%

+0.46%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-9.57%

-5.69%

-3.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.86%

2.01%

-0.15%

Volatility

DHS.L vs. DHSD.L - Volatility Comparison

The current volatility for WisdomTree US High Dividend UCITS ETF USD (Dist) (DHS.L) is 2.83%, while WisdomTree US High Dividend UCITS ETF USD (Dist) (DHSD.L) has a volatility of 3.67%. This indicates that DHS.L experiences smaller price fluctuations and is considered to be less risky than DHSD.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DHS.LDHSD.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.83%

3.67%

-0.84%

Volatility (6M)

Calculated over the trailing 6-month period

8.23%

9.62%

-1.39%

Volatility (1Y)

Calculated over the trailing 1-year period

10.57%

12.03%

-1.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.83%

14.96%

-1.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.86%

15.80%

-0.94%

DHS.L vs. DHSD.L - Expense Ratio Comparison

Both DHS.L and DHSD.L have an expense ratio of 0.29%.


Dividends

DHS.L vs. DHSD.L - Dividend Comparison

DHS.L's dividend yield for the trailing twelve months is around 2.56%, which matches DHSD.L's 2.55% yield.


PositionTTM20252024202320222021202020192018201720162015
DHS.L
WisdomTree US High Dividend UCITS ETF USD (Dist)
2.56%2.89%2.93%3.50%2.83%2.87%3.76%3.16%3.06%2.70%2.51%2.46%
DHSD.L
WisdomTree US High Dividend UCITS ETF USD (Dist)
2.55%2.82%3.00%3.37%2.91%2.92%3.49%3.03%3.21%2.57%2.81%2.53%

Frequently Asked Questions


With a correlation of 0.91, DHS.L and DHSD.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Both ETFs have the same 0.29% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

DHS.L and DHSD.L have the same expense ratio: 0.29% per year.

Both ETFs track WisdomTree US High Dividend UCITS Index.

Portfolio Optimizer

Find the right allocation for DHS.L and DHSD.L

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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