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DHS vs. DIVB
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DHS vs. DIVB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree US High Dividend Fund (DHS) and iShares Core Dividend ETF (DIVB). 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 12.61% return, which is significantly lower than DIVB's 17.14% return.


DHS

1D
0.81%
1M
-0.18%
YTD
12.61%
6M
12.50%
1Y
22.41%
3Y*
17.58%
5Y*
11.73%
10Y*
9.73%

DIVB

1D
1.02%
1M
1.64%
YTD
17.14%
6M
16.48%
1Y
27.72%
3Y*
21.75%
5Y*
12.39%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DHS vs. DIVB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DHS
WisdomTree US High Dividend Fund
12.61%12.87%18.02%-0.19%7.97%23.20%-5.70%22.59%-7.41%3.49%
DIVB
iShares Core Dividend ETF
17.14%15.09%18.59%13.27%-10.51%31.29%10.78%32.72%-8.16%5.95%

Correlation

The correlation between DHS and DIVB is 0.77, 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

0.77

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

0.86

Correlation (5Y)
Calculated over the trailing 5-year period

0.85

Correlation (All Time)
Calculated using the full available price history since Nov 9, 2017

0.85

The correlation between DHS and DIVB has been stable across timeframes, ranging from 0.77 to 0.86 - a consistent structural relationship.

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Return for Risk

DHS vs. DIVB — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DHS
DHS Risk / Return Rank: 7272
Overall Rank
DHS Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
DHS Sortino Ratio Rank: 7878
Sortino Ratio Rank
DHS Omega Ratio Rank: 6666
Omega Ratio Rank
DHS Calmar Ratio Rank: 7373
Calmar Ratio Rank
DHS Martin Ratio Rank: 7272
Martin Ratio Rank

DIVB
DIVB Risk / Return Rank: 7878
Overall Rank
DIVB Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
DIVB Sortino Ratio Rank: 7979
Sortino Ratio Rank
DIVB Omega Ratio Rank: 7676
Omega Ratio Rank
DIVB Calmar Ratio Rank: 8181
Calmar Ratio Rank
DIVB Martin Ratio Rank: 7575
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. DIVB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree US High Dividend Fund (DHS) and iShares Core Dividend ETF (DIVB). 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.


DHSDIVBDifference
Sharpe ratioReturn per unit of total volatility

-0.18

Sortino ratioReturn per unit of downside risk

-0.06

Omega ratioGain probability vs. loss probability

1.38

1.42

-0.04

Calmar ratioReturn relative to maximum drawdown

3.57

4.08

-0.51

Martin ratioReturn relative to average drawdown

12.96

13.64

-0.69

DHS vs. DIVB - Sharpe Ratio Comparison

The current DHS Sharpe Ratio is 2.21, which is comparable to the DIVB Sharpe Ratio of 2.38. The chart below compares the historical Sharpe Ratios of DHS and DIVB, 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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Drawdowns

DHS vs. DIVB - Drawdown Comparison

The maximum DHS drawdown since its inception was -67.25%, which is greater than DIVB's maximum drawdown of -36.93%. Use the drawdown chart below to compare losses from any high point for DHS and DIVB.


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Drawdown Indicators


DHSDIVBDifference

Max Drawdown

Largest peak-to-trough decline

-67.25%

-36.93%

-30.32%

Max Drawdown (1Y)

Largest decline over 1 year

-6.30%

-6.82%

+0.52%

Max Drawdown (3Y)

Largest decline over 3 years

-11.87%

-15.45%

+3.58%

Max Drawdown (5Y)

Largest decline over 5 years

-15.28%

-21.08%

+5.80%

Max Drawdown (10Y)

Largest decline over 10 years

-37.35%

Current Drawdown

Current decline from peak

-1.19%

-1.10%

-0.09%

Average Drawdown

Average peak-to-trough decline

-9.53%

-4.97%

-4.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.73%

2.04%

-0.31%

Volatility

DHS vs. DIVB - Volatility Comparison

The current volatility for WisdomTree US High Dividend Fund (DHS) is 3.61%, while iShares Core Dividend ETF (DIVB) has a volatility of 4.61%. This indicates that DHS experiences smaller price fluctuations and is considered to be less risky than DIVB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DHSDIVBDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.61%

4.61%

-1.00%

Volatility (6M)

Calculated over the trailing 6-month period

7.53%

8.84%

-1.31%

Volatility (1Y)

Calculated over the trailing 1-year period

10.20%

11.70%

-1.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.88%

15.26%

-1.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.08%

18.36%

-2.28%

DHS vs. DIVB - Expense Ratio Comparison

DHS has a 0.38% expense ratio, which is higher than DIVB's 0.05% expense ratio.


Dividends

DHS vs. DIVB - Dividend Comparison

DHS's dividend yield for the trailing twelve months is around 3.27%, more than DIVB's 2.27% yield.


PositionTTM20252024202320222021202020192018201720162015
DHS
WisdomTree US High Dividend Fund
3.27%3.32%3.66%4.31%3.42%3.29%4.14%3.69%3.76%3.00%3.25%3.53%
DIVB
iShares Core Dividend ETF
2.27%2.50%2.61%3.18%2.02%1.63%2.08%2.07%2.52%0.37%0.00%0.00%

Frequently Asked Questions


DHS and DIVB have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DIVB has higher volatility (4.61%) compared to DHS (3.61%). In terms of maximum drawdown, DHS dropped -67.25% vs DIVB's -36.93%.

On 5-year performance, DIVB leads with 12.39% vs 11.73% for DHS. On fees, DIVB is cheaper at 0.05% per year. On volatility, DHS has been the lower-risk option at 3.61%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, DIVB has performed better with a 12.39% return vs 11.73%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DIVB is cheaper with a 0.05% expense ratio, compared with 0.38% for DHS.

DHS has the higher dividend yield at 3.27%, compared with 2.27% for DIVB.

DHS is categorized as Large Cap Value Equities, while DIVB is Dividend. DHS tracks WisdomTree U.S. High Dividend Index, while DIVB tracks Morningstar US Dividend and Buyback Index. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.38% for DHS and 0.05% for DIVB.

DIVB currently has the higher Sharpe Ratio (2.38 vs 2.21), 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.

Portfolio Optimizer

Find the right allocation for DHS and DIVB

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