DHS vs. DNP
DHS (WisdomTree US High Dividend Fund) is Large Cap Value Equities fund tracking the WisdomTree U.S. High Dividend Index, while DNP (DNP Select Income Fund Inc.) is a stock. Over the past 10 years, DHS returned 9.64%/yr vs 7.98%/yr for DNP. At a 0.38 correlation, their price movements are largely independent.
Performance
DHS vs. DNP - Performance Comparison
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Returns By Period
In the year-to-date period, DHS achieves a 11.70% return, which is significantly higher than DNP's 10.90% return. Over the past 10 years, DHS has outperformed DNP with an annualized return of 9.64%, while DNP has yielded a comparatively lower 7.98% annualized return.
DHS
- 1D
- 0.55%
- 1M
- -0.98%
- YTD
- 11.70%
- 6M
- 11.36%
- 1Y
- 21.93%
- 3Y*
- 17.26%
- 5Y*
- 11.67%
- 10Y*
- 9.64%
DNP
- 1D
- 0.47%
- 1M
- -0.14%
- YTD
- 10.90%
- 6M
- 12.06%
- 1Y
- 20.03%
- 3Y*
- 10.65%
- 5Y*
- 8.55%
- 10Y*
- 7.98%
DHS vs. DNP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DHS WisdomTree US High Dividend Fund | 11.70% | 12.87% | 18.02% | -0.19% | 7.97% | 23.20% | -5.70% | 22.59% | -7.41% | 11.69% |
DNP DNP Select Income Fund Inc. | 10.90% | 22.61% | 13.36% | -18.56% | 10.96% | 14.05% | -13.67% | 31.00% | 3.53% | 13.29% |
Correlation
The correlation between DHS and DNP is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.40 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.46 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.48 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.43 |
Correlation (All Time) Calculated using the full available price history since Jun 16, 2006 | 0.38 |
The correlation between DHS and DNP shifts across timeframes, from 0.38 (all time) to 0.48 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
DHS vs. DNP — Risk / Return Rank
DHS
DNP
DHS vs. DNP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree US High Dividend Fund (DHS) and DNP Select Income Fund Inc. (DNP). 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 | DNP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.12 | ||
| Sortino ratioReturn per unit of downside risk | +0.33 | ||
| Omega ratioGain probability vs. loss probability | 1.37 | 1.36 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.50 | 3.13 | +0.37 |
| Martin ratioReturn relative to average drawdown | 12.69 | 13.14 | -0.45 |
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Drawdowns
DHS vs. DNP - Drawdown Comparison
The maximum DHS drawdown since its inception was -67.25%, which is greater than DNP's maximum drawdown of -48.49%. Use the drawdown chart below to compare losses from any high point for DHS and DNP.
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Drawdown Indicators
| DHS | DNP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.25% | -48.49% | -18.76% |
Max Drawdown (1Y)Largest decline over 1 year | -6.30% | -6.42% | +0.12% |
Max Drawdown (3Y)Largest decline over 3 years | -11.87% | -18.29% | +6.42% |
Max Drawdown (5Y)Largest decline over 5 years | -15.28% | -24.31% | +9.03% |
Max Drawdown (10Y)Largest decline over 10 years | -37.35% | -39.56% | +2.21% |
Current DrawdownCurrent decline from peak | -1.98% | -0.78% | -1.20% |
Average DrawdownAverage peak-to-trough decline | -9.53% | -8.52% | -1.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.73% | 1.53% | +0.20% |
Volatility
DHS vs. DNP - Volatility Comparison
WisdomTree US High Dividend Fund (DHS) has a higher volatility of 3.56% compared to DNP Select Income Fund Inc. (DNP) at 2.93%. This indicates that DHS's price experiences larger fluctuations and is considered to be riskier than DNP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DHS | DNP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.56% | 2.93% | +0.63% |
Volatility (6M)Calculated over the trailing 6-month period | 7.51% | 7.92% | -0.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.19% | 9.87% | +0.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.88% | 14.50% | -0.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.10% | 17.14% | -1.04% |
Dividends
DHS vs. DNP - Dividend Comparison
DHS's dividend yield for the trailing twelve months is around 3.30%, less than DNP's 7.26% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DHS WisdomTree US High Dividend Fund | 3.30% | 3.32% | 3.66% | 4.31% | 3.42% | 3.29% | 4.14% | 3.69% | 3.76% | 3.00% | 3.25% | 3.53% |
DNP DNP Select Income Fund Inc. | 7.26% | 7.81% | 8.84% | 9.20% | 6.93% | 7.18% | 7.60% | 6.11% | 7.50% | 7.22% | 7.62% | 8.71% |
Frequently Asked Questions
DHS and DNP have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DHS has higher volatility (3.56%) compared to DNP (2.93%). In terms of maximum drawdown, DHS dropped -67.25% vs DNP's -48.49%.
DHS currently has the higher Sharpe Ratio (2.17 vs 2.04), 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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