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DHS vs. AVLV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

DHS vs. AVLV

Last updated Jun 4, 2026

DHS (WisdomTree US High Dividend Fund) and AVLV (Avantis U.S. Large Cap Value ETF) are both Large Cap Value Equities funds - DHS tracks the WisdomTree U.S. High Dividend Index while AVLV tracks the Russell 1000 Value Index. Both are passively managed. Over the past 3 years, DHS returned 16.39%/yr vs 23.23%/yr for AVLV. A 0.78 correlation means they provide meaningful diversification when combined. DHS charges 0.38%/yr vs 0.15%/yr for AVLV.

Performance

DHS vs. AVLV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree US High Dividend Fund (DHS) and Avantis U.S. Large Cap Value ETF (AVLV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DHS achieves a 9.88% return, which is significantly lower than AVLV's 20.64% return.

DHS

1D
-0.67%
1M
-0.16%
YTD
9.88%
6M
10.38%
1Y
20.55%
3Y*
16.39%
5Y*
10.59%
10Y*
9.47%

AVLV

1D
0.14%
1M
5.75%
YTD
20.64%
6M
22.01%
1Y
38.77%
3Y*
23.23%
5Y*
—
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

DHS vs. AVLV - Yearly Performance Comparison

2026 (YTD)20252024202320222021
DHS
WisdomTree US High Dividend Fund		9.88%12.87%18.02%-0.19%7.97%6.37%
AVLV
Avantis U.S. Large Cap Value ETF		20.64%15.12%17.49%17.43%-5.53%5.92%

Correlation

The correlation between DHS and AVLV is 0.62, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

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

0.62

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

0.74

Correlation (All Time)
Calculated using the full available price history since Sep 24, 2021

0.78

The correlation between DHS and AVLV shifts across timeframes, from 0.62 (1 year) to 0.78 (all time), reflecting how their relationship changes across market environments.

DHS vs. AVLV - Sectors Allocation Comparison

Sectors
DHS
AVLV

Financial Services

22.3%
16.3%

Consumer Defensive

18.7%
7.7%

Healthcare

14.5%
5.6%

Energy

9.4%
14.4%

Communication Services

9.3%
6.9%

Utilities

9.0%
0.3%

Consumer Cyclical

5.0%
14.1%

Industrials

4.1%
15.4%

Technology

3.7%
17.2%

Real Estate

2.8%
0.1%

Basic Materials

1.2%
2.0%

Financial Services

DHS
22.3%
AVLV
16.3%

Consumer Defensive

DHS
18.7%
AVLV
7.7%

Healthcare

DHS
14.5%
AVLV
5.6%

Energy

DHS
9.4%
AVLV
14.4%

Communication Services

DHS
9.3%
AVLV
6.9%

Utilities

DHS
9.0%
AVLV
0.3%

Consumer Cyclical

DHS
5.0%
AVLV
14.1%

Industrials

DHS
4.1%
AVLV
15.4%

Technology

DHS
3.7%
AVLV
17.2%

Real Estate

DHS
2.8%
AVLV
0.1%

Basic Materials

DHS
1.2%
AVLV
2.0%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

WisdomTree US High Dividend Fund

Avantis U.S. Large Cap Value ETF

Often compared with DHS:
DHS vs. SCHDDHS vs. SPHDDHS vs. DGRODHS vs. JEPIDHS vs. FDVVDHS vs. DTDDHS vs. SPY
Often compared with AVLV:
AVLV vs. VOOAVLV vs. VTVAVLV vs. SCHVAVLV vs. AVUSAVLV vs. DFLVAVLV vs. SPYVAVLV vs. VLUE

Return for Risk

DHS vs. AVLV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
DHS
DHS Risk / Return Rank: 6262
Overall Rank
DHS Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
DHS Sortino Ratio Rank: 6666
Sortino Ratio Rank
DHS Omega Ratio Rank: 5757
Omega Ratio Rank
DHS Calmar Ratio Rank: 6565
Calmar Ratio Rank
DHS Martin Ratio Rank: 6565
Martin Ratio Rank
AVLV
AVLV Risk / Return Rank: 9191
Overall Rank
AVLV Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
AVLV Sortino Ratio Rank: 9191
Sortino Ratio Rank
AVLV Omega Ratio Rank: 8989
Omega Ratio Rank
AVLV Calmar Ratio Rank: 9191
Calmar Ratio Rank
AVLV Martin Ratio Rank: 9393
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 vs. AVLV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree US High Dividend Fund (DHS) and Avantis U.S. Large Cap Value ETF (AVLV). 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.

DHSAVLVDifference
Sharpe ratioReturn per unit of total volatility
2.06
3.18

-1.11

Sortino ratioReturn per unit of downside risk
3.09
4.39

-1.30

Omega ratioGain probability vs. loss probability

1.35

1.57

-0.22

Calmar ratioReturn relative to maximum drawdown

3.28

6.09

-2.82

Martin ratioReturn relative to average drawdown

12.04

24.39

-12.35

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DHS vs. AVLV - Sharpe Ratio Comparison

The current DHS Sharpe Ratio is 2.06, which is lower than the AVLV Sharpe Ratio of 3.18. The chart below compares the historical Sharpe Ratios of DHS and AVLV, 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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Sharpe Ratios by Period

DHSAVLVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.06

3.18

-1.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.77

—

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.86

-0.46

Drawdowns

DHS vs. AVLV - Drawdown Comparison

The maximum DHS drawdown since its inception was -67.25%, which is greater than AVLV's maximum drawdown of -19.50%. Use the drawdown chart below to compare losses from any high point for DHS and AVLV.

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Drawdown Indicators

DHSAVLVDifference

Max Drawdown

Largest peak-to-trough decline

-67.25%

-19.50%

-47.75%

Max Drawdown (1Y)

Largest decline over 1 year

-6.30%

-6.39%

+0.09%

Max Drawdown (3Y)

Largest decline over 3 years

-11.87%

-19.50%

+7.63%

Max Drawdown (5Y)

Largest decline over 5 years

-15.28%

—

—

Max Drawdown (10Y)

Largest decline over 10 years

-37.35%

—

—

Current Drawdown

Current decline from peak

-2.60%

0.00%

-2.60%

Average Drawdown

Average peak-to-trough decline

-9.55%

-3.93%

-5.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.71%

1.59%

+0.12%

Volatility

DHS vs. AVLV - Volatility Comparison

The current volatility for WisdomTree US High Dividend Fund (DHS) is 2.88%, while Avantis U.S. Large Cap Value ETF (AVLV) has a volatility of 3.12%. This indicates that DHS experiences smaller price fluctuations and is considered to be less risky than AVLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

DHSAVLVDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.88%

3.12%

-0.24%

Volatility (6M)

Calculated over the trailing 6-month period

7.32%

9.04%

-1.72%

Volatility (1Y)

Calculated over the trailing 1-year period

10.01%

12.29%

-2.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.89%

17.35%

-3.46%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.08%

17.35%

-1.27%

DHS vs. AVLV - Expense Ratio Comparison

DHS has a 0.38% expense ratio, which is higher than AVLV's 0.15% expense ratio.

Dividends

DHS vs. AVLV - Dividend Comparison

DHS's dividend yield for the trailing twelve months is around 3.35%, more than AVLV's 1.07% yield.

PositionTTM20252024202320222021202020192018201720162015
AVLV
Avantis U.S. Large Cap Value ETF		1.07%1.33%1.58%1.85%2.00%0.29%0.00%0.00%0.00%0.00%0.00%0.00%
DHS
WisdomTree US High Dividend Fund		3.35%3.32%3.66%4.31%3.42%3.29%4.14%3.69%3.76%3.00%3.25%3.53%

Frequently Asked Questions

DHS and AVLV have a correlation of 0.62, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AVLV has higher volatility (3.12%) compared to DHS (2.88%). In terms of maximum drawdown, DHS dropped -67.25% vs AVLV's -19.50%.

On 3-year performance, AVLV leads with 23.23% vs 16.39% for DHS. On fees, AVLV is cheaper at 0.15% per year. On volatility, DHS has been the lower-risk option at 2.88%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, AVLV has performed better with a 23.23% return vs 16.39%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

AVLV is cheaper with a 0.15% expense ratio, compared with 0.38% for DHS.

DHS has the higher dividend yield at 3.35%, compared with 1.07% for AVLV.

DHS tracks WisdomTree U.S. High Dividend Index, while AVLV tracks Russell 1000 Value Index. They also come from different issuers: WisdomTree and American Century. Their fees differ too: 0.38% for DHS and 0.15% for AVLV.

AVLV currently has the higher Sharpe Ratio (3.17 vs 2.06), 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.

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