DHS vs. DIA
Compare and contrast key facts about WisdomTree US High Dividend Fund (DHS) and SPDR Dow Jones Industrial Average ETF (DIA).
DHS and DIA 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. DIA is a passively managed fund by State Street that tracks the performance of the Dow Jones Industrial Average. It was launched on Jan 14, 1998. Both DHS and DIA are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DHS or DIA.
Performance
DHS vs. DIA - Performance Comparison
Returns By Period
In the year-to-date period, DHS achieves a 23.05% return, which is significantly higher than DIA's 16.83% return. Over the past 10 years, DHS has underperformed DIA with an annualized return of 8.63%, while DIA has yielded a comparatively higher 11.67% annualized return.
DHS
23.05%
2.37%
15.35%
31.05%
9.61%
8.63%
DIA
16.83%
0.42%
9.88%
26.29%
11.44%
11.67%
Key characteristics
| DHS | DIA | |
|---|---|---|
| Sharpe Ratio | 2.64 | 2.40 |
| Sortino Ratio | 3.69 | 3.41 |
| Omega Ratio | 1.47 | 1.45 |
| Calmar Ratio | 3.25 | 4.35 |
| Martin Ratio | 16.89 | 13.71 |
| Ulcer Index | 1.91% | 1.92% |
| Daily Std Dev | 12.22% | 11.00% |
| Max Drawdown | -67.25% | -51.87% |
| Current Drawdown | -0.12% | -1.93% |
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DHS vs. DIA - Expense Ratio Comparison
DHS has a 0.38% expense ratio, which is higher than DIA's 0.16% expense ratio.
Correlation
The correlation between DHS and DIA is 0.85, 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.
Risk-Adjusted Performance
DHS vs. DIA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree US High Dividend Fund (DHS) and SPDR Dow Jones Industrial Average ETF (DIA). 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.
Dividends
DHS vs. DIA - Dividend Comparison
DHS's dividend yield for the trailing twelve months is around 3.52%, more than DIA's 1.48% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DHS WisdomTree US High Dividend Fund | 3.52% | 4.31% | 3.42% | 3.29% | 4.14% | 3.69% | 3.75% | 3.00% | 3.25% | 3.53% | 2.91% | 3.19% |
DIA SPDR Dow Jones Industrial Average ETF | 1.48% | 1.81% | 1.91% | 1.58% | 1.87% | 2.09% | 2.24% | 1.97% | 2.26% | 2.33% | 2.02% | 2.08% |
Drawdowns
DHS vs. DIA - Drawdown Comparison
The maximum DHS drawdown since its inception was -67.25%, which is greater than DIA's maximum drawdown of -51.87%. Use the drawdown chart below to compare losses from any high point for DHS and DIA. For additional features, visit the drawdowns tool.
Volatility
DHS vs. DIA - Volatility Comparison
The current volatility for WisdomTree US High Dividend Fund (DHS) is 4.06%, while SPDR Dow Jones Industrial Average ETF (DIA) has a volatility of 4.54%. This indicates that DHS experiences smaller price fluctuations and is considered to be less risky than DIA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.