DHS.L vs. WQDS.L
DHS.L (WisdomTree US High Dividend UCITS ETF USD (Dist)) and WQDS.L (iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist)) are both exchange-traded funds - DHS.L is a Dividend fund tracking the WisdomTree US High Dividend UCITS Index, while WQDS.L is a Global Equities fund tracking the MSCI World High Dividend Yield ESG Reduced Carbon Target Select Index. Both are passively managed. Over the past 5 years, DHS.L returned 12.35%/yr vs 12.69%/yr for WQDS.L. A 0.78 correlation means they provide meaningful diversification when combined. DHS.L charges 0.29%/yr vs 0.38%/yr for WQDS.L.
Performance
DHS.L vs. WQDS.L - Performance Comparison
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Returns By Period
In the year-to-date period, DHS.L achieves a 12.15% return, which is significantly lower than WQDS.L's 15.20% return.
DHS.L
- 1D
- -0.35%
- 1M
- 1.99%
- 6M
- 8.98%
- YTD
- 12.15%
- 1Y
- 21.91%
- 3Y*
- 16.07%
- 5Y*
- 12.35%
- 10Y*
- 9.13%
WQDS.L
- 1D
- -1.09%
- 1M
- -0.53%
- 6M
- 13.28%
- YTD
- 15.20%
- 1Y
- 28.06%
- 3Y*
- 17.31%
- 5Y*
- 12.69%
- 10Y*
- —
DHS.L vs. WQDS.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) | 12.15% | 4.77% | 20.38% | -4.02% | 19.92% | 25.61% | -7.64% | 18.85% | -2.86% | 1.90% |
WQDS.L iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist) | 15.20% | 15.54% | 11.68% | 10.80% | 4.05% | 17.47% | -3.37% | 18.77% | -5.32% | -20.48% |
Correlation
The correlation between DHS.L and WQDS.L is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.45 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.57 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.67 |
Correlation (All Time) Calculated using the full available price history since Jun 12, 2017 | 0.78 |
Over the past year, the correlation between DHS.L and WQDS.L has dropped to 0.45 - well below their long-term average of 0.78, suggesting their price drivers have been diverging.
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Return for Risk
DHS.L vs. WQDS.L — Risk / Return Rank
DHS.L
WQDS.L
DHS.L vs. WQDS.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 iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist) (WQDS.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 | WQDS.L | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.48 | ||
| Sortino ratioReturn per unit of downside risk | -0.76 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.49 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 3.58 | 4.14 | -0.56 |
| Martin ratioReturn relative to average drawdown | 12.31 | 15.36 | -3.06 |
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Drawdowns
DHS.L vs. WQDS.L - Drawdown Comparison
The maximum DHS.L drawdown since its inception was -38.98%, which is greater than WQDS.L's maximum drawdown of -30.62%. Use the drawdown chart below to compare losses from any high point for DHS.L and WQDS.L.
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Drawdown Indicators
| DHS.L | WQDS.L | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.98% | -30.62% | -8.36% |
Max Drawdown (1Y)Largest decline over 1 year | -6.40% | -6.75% | +0.35% |
Max Drawdown (3Y)Largest decline over 3 years | -17.50% | -14.93% | -2.57% |
Max Drawdown (5Y)Largest decline over 5 years | -18.39% | -14.93% | -3.46% |
Max Drawdown (10Y)Largest decline over 10 years | -28.93% | — | — |
Current DrawdownCurrent decline from peak | -1.32% | -1.36% | +0.04% |
Average DrawdownAverage peak-to-trough decline | -9.19% | -8.99% | -0.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.86% | 1.82% | +0.04% |
Volatility
DHS.L vs. WQDS.L - Volatility Comparison
The current volatility for WisdomTree US High Dividend UCITS ETF USD (Dist) (DHS.L) is 2.57%, while iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist) (WQDS.L) has a volatility of 2.80%. This indicates that DHS.L experiences smaller price fluctuations and is considered to be less risky than WQDS.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.L | WQDS.L | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.57% | 2.80% | -0.23% |
Volatility (6M)Calculated over the trailing 6-month period | 8.13% | 8.17% | -0.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.53% | 10.50% | +0.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.84% | 11.60% | +2.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.89% | 14.96% | -0.07% |
DHS.L vs. WQDS.L - Expense Ratio Comparison
DHS.L has a 0.29% expense ratio, which is lower than WQDS.L's 0.38% expense ratio.
Dividends
DHS.L vs. WQDS.L - Dividend Comparison
DHS.L's dividend yield for the trailing twelve months is around 2.63%, more than WQDS.L's 2.15% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DHS.L WisdomTree US High Dividend UCITS ETF USD (Dist) | 2.63% | 2.89% | 5.19% | 5.19% | 2.83% | 2.87% | 5.63% | 4.86% | 3.06% | 2.70% | 2.51% | 2.46% |
WQDS.L iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist) | 2.15% | 2.34% | 2.56% | 2.86% | 2.97% | 2.70% | 3.03% | 3.10% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
DHS.L and WQDS.L 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.
On fees, DHS.L is cheaper at 0.29% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DHS.L is cheaper with a 0.29% expense ratio, compared with 0.38% for WQDS.L.
DHS.L is categorized as Dividend, while WQDS.L is Global Equities. DHS.L tracks WisdomTree US High Dividend UCITS Index, while WQDS.L tracks MSCI World High Dividend Yield ESG Reduced Carbon Target Select Index. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.29% for DHS.L and 0.38% for WQDS.L.
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