DHS vs. DFRA
Compare and contrast key facts about WisdomTree US High Dividend Fund (DHS) and Donoghue Forlines Yield Enhanced Real Asset ETF (DFRA).
DHS and DFRA are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DHS is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree U.S. High Dividend Index. It was launched on Jun 16, 2006. DFRA is a passively managed fund by Donoghue Forlines that tracks the performance of the FCF Yield Enhanced Real Asset Index - Benchmark TR Net. It was launched on Dec 13, 2021. Both DHS and DFRA are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
DHS vs. DFRA - Performance Comparison
Loading graphics...
DHS vs. DFRA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
DHS WisdomTree US High Dividend Fund | 7.41% | 12.87% | 18.02% | -0.19% | 7.97% | 3.44% |
DFRA Donoghue Forlines Yield Enhanced Real Asset ETF | 10.68% | 6.64% | 7.05% | 18.89% | 7.42% | 3.86% |
Returns By Period
In the year-to-date period, DHS achieves a 7.41% return, which is significantly lower than DFRA's 10.68% return.
DHS
- 1D
- -0.54%
- 1M
- -3.36%
- YTD
- 7.41%
- 6M
- 9.18%
- 1Y
- 14.53%
- 3Y*
- 13.92%
- 5Y*
- 11.30%
- 10Y*
- 9.50%
DFRA
- 1D
- 1.52%
- 1M
- -5.53%
- YTD
- 10.68%
- 6M
- 11.86%
- 1Y
- 16.10%
- 3Y*
- 13.99%
- 5Y*
- —
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
DHS vs. DFRA - Expense Ratio Comparison
DHS has a 0.38% expense ratio, which is lower than DFRA's 0.69% expense ratio.
Return for Risk
DHS vs. DFRA — Risk / Return Rank
DHS
DFRA
DHS vs. DFRA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree US High Dividend Fund (DHS) and Donoghue Forlines Yield Enhanced Real Asset ETF (DFRA). 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.
| DHS | DFRA | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.10 | 0.87 | +0.23 |
Sortino ratioReturn per unit of downside risk | 1.54 | 1.28 | +0.26 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.18 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 1.24 | 1.12 | +0.12 |
Martin ratioReturn relative to average drawdown | 4.77 | 4.52 | +0.25 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| DHS | DFRA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.10 | 0.87 | +0.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.82 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.73 | -0.33 |
Correlation
The correlation between DHS and DFRA is 0.82, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
DHS vs. DFRA - Dividend Comparison
DHS's dividend yield for the trailing twelve months is around 3.24%, less than DFRA's 4.12% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DHS WisdomTree US High Dividend Fund | 3.24% | 3.32% | 3.66% | 4.31% | 3.42% | 3.29% | 4.14% | 3.69% | 3.76% | 3.00% | 3.25% | 3.53% |
DFRA Donoghue Forlines Yield Enhanced Real Asset ETF | 4.12% | 2.86% | 10.13% | 4.70% | 8.40% | 0.08% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
DHS vs. DFRA - Drawdown Comparison
The maximum DHS drawdown since its inception was -67.25%, which is greater than DFRA's maximum drawdown of -19.35%. Use the drawdown chart below to compare losses from any high point for DHS and DFRA.
Loading graphics...
Drawdown Indicators
| DHS | DFRA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.25% | -19.35% | -47.90% |
Max Drawdown (1Y)Largest decline over 1 year | -10.84% | -14.67% | +3.83% |
Max Drawdown (5Y)Largest decline over 5 years | -15.28% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -37.35% | — | — |
Current DrawdownCurrent decline from peak | -3.76% | -5.53% | +1.77% |
Average DrawdownAverage peak-to-trough decline | -9.62% | -3.91% | -5.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.82% | 3.63% | -0.81% |
Volatility
DHS vs. DFRA - Volatility Comparison
The current volatility for WisdomTree US High Dividend Fund (DHS) is 3.08%, while Donoghue Forlines Yield Enhanced Real Asset ETF (DFRA) has a volatility of 6.81%. This indicates that DHS experiences smaller price fluctuations and is considered to be less risky than DFRA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| DHS | DFRA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.08% | 6.81% | -3.73% |
Volatility (6M)Calculated over the trailing 6-month period | 7.14% | 11.88% | -4.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.31% | 18.56% | -5.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.87% | 17.59% | -3.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.06% | 17.59% | -1.53% |