DHS.L vs. FRXD.L
DHS.L (WisdomTree US High Dividend UCITS ETF USD (Dist)) and FRXD.L (Franklin European Quality Dividend UCITS ETF EUR (Dist)) are both exchange-traded funds - DHS.L is a Dividend fund tracking the WisdomTree US High Dividend UCITS Index, while FRXD.L is a Europe Equities fund tracking the LibertyQ European Dividend Index-NR. Both are passively managed. Over the past 5 years, DHS.L returned 12.73%/yr vs 12.17%/yr for FRXD.L. At a 0.49 correlation, their price movements are largely independent. DHS.L charges 0.29%/yr vs 0.25%/yr for FRXD.L.
Performance
DHS.L vs. FRXD.L - Performance Comparison
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Different Trading Currencies
DHS.L is traded in GBp, while FRXD.L is traded in EUR. To make them comparable, the FRXD.L values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, DHS.L achieves a 14.07% return, which is significantly higher than FRXD.L's 9.10% return.
DHS.L
- 1D
- 1.35%
- 1M
- 3.83%
- 6M
- 9.51%
- YTD
- 14.07%
- 1Y
- 25.09%
- 3Y*
- 16.73%
- 5Y*
- 12.73%
- 10Y*
- 9.32%
FRXD.L
- 1D
- 0.26%
- 1M
- -2.33%
- 6M
- 8.79%
- YTD
- 9.10%
- 1Y
- 17.36%
- 3Y*
- 19.51%
- 5Y*
- 12.17%
- 10Y*
- —
DHS.L vs. FRXD.L - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DHS.L WisdomTree US High Dividend UCITS ETF USD (Dist) | 14.07% | 4.77% | 20.38% | -4.02% | 19.92% | 25.61% | -7.64% | 18.85% | -2.86% | 4.51% |
FRXD.L Franklin European Quality Dividend UCITS ETF EUR (Dist) | 9.10% | 30.65% | 7.63% | 8.12% | 5.16% | 10.32% | 1.12% | 17.41% | -8.42% | -3.16% |
Correlation
The correlation between DHS.L and FRXD.L is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.33 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.42 |
Correlation (All Time) Calculated using the full available price history since Sep 8, 2017 | 0.49 |
The correlation between DHS.L and FRXD.L shifts across timeframes, from 0.32 (1 year) to 0.49 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
DHS.L vs. FRXD.L — Risk / Return Rank
DHS.L
FRXD.L
DHS.L vs. FRXD.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 Franklin European Quality Dividend UCITS ETF EUR (Dist) (FRXD.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.L | FRXD.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.43 | ||
| Sortino ratioReturn per unit of downside risk | +0.54 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.34 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 3.90 | 4.81 | -0.91 |
| Martin ratioReturn relative to average drawdown | 13.44 | 10.94 | +2.50 |
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Drawdowns
DHS.L vs. FRXD.L - Drawdown Comparison
The maximum DHS.L drawdown since its inception was -38.98%, which is greater than FRXD.L's maximum drawdown of -29.39%. Use the drawdown chart below to compare losses from any high point for DHS.L and FRXD.L.
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Drawdown Indicators
| DHS.L | FRXD.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.98% | -29.39% | -9.59% |
Max Drawdown (1Y)Largest decline over 1 year | -6.40% | -3.59% | -2.81% |
Max Drawdown (3Y)Largest decline over 3 years | -17.50% | -8.29% | -9.21% |
Max Drawdown (5Y)Largest decline over 5 years | -18.39% | -12.18% | -6.21% |
Max Drawdown (10Y)Largest decline over 10 years | -28.93% | — | — |
Current DrawdownCurrent decline from peak | 0.00% | -3.29% | +3.29% |
Average DrawdownAverage peak-to-trough decline | -9.19% | -3.52% | -5.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.86% | 1.58% | +0.28% |
Volatility
DHS.L vs. FRXD.L - Volatility Comparison
WisdomTree US High Dividend UCITS ETF USD (Dist) (DHS.L) and Franklin European Quality Dividend UCITS ETF EUR (Dist) (FRXD.L) have volatilities of 2.80% and 2.72%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DHS.L | FRXD.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.80% | 2.72% | +0.08% |
Volatility (6M)Calculated over the trailing 6-month period | 8.22% | 7.09% | +1.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.60% | 8.92% | +1.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.85% | 11.34% | +2.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.90% | 13.38% | +1.52% |
DHS.L vs. FRXD.L - Expense Ratio Comparison
DHS.L has a 0.29% expense ratio, which is higher than FRXD.L's 0.25% expense ratio.
Dividends
DHS.L vs. FRXD.L - Dividend Comparison
DHS.L's dividend yield for the trailing twelve months is around 2.58%, less than FRXD.L's 3.95% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DHS.L WisdomTree US High Dividend UCITS ETF USD (Dist) | 2.58% | 2.89% | 5.19% | 5.19% | 2.83% | 2.87% | 5.63% | 4.86% | 3.06% | 2.70% | 2.51% | 2.46% |
FRXD.L Franklin European Quality Dividend UCITS ETF EUR (Dist) | 3.95% | 4.28% | 4.30% | 5.00% | 5.20% | 4.63% | 3.53% | 4.42% | 5.53% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
DHS.L and FRXD.L have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, FRXD.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
FRXD.L is cheaper with a 0.25% expense ratio, compared with 0.29% for DHS.L.
DHS.L is categorized as Dividend, while FRXD.L is Europe Equities. DHS.L tracks WisdomTree US High Dividend UCITS Index, while FRXD.L tracks LibertyQ European Dividend Index-NR. They also come from different issuers: WisdomTree and Franklin. Their fees differ too: 0.29% for DHS.L and 0.25% for FRXD.L.
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