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DHS vs. DTD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

DHS vs. DTD

Last updated Aug 2, 2026
Documentation

DHS (WisdomTree US High Dividend Fund) and DTD (WisdomTree U.S. Total Dividend Fund) are both Large Cap Value Equities funds from WisdomTree - DHS tracks the WisdomTree U.S. High Dividend Index while DTD tracks the WisdomTree U.S. Dividend Index. Both are passively managed. Over the past 10 years, DHS returned 9.68%/yr vs 12.11%/yr for DTD. Their correlation of 0.92 means they have usually moved in the same direction. DHS charges 0.38%/yr vs 0.28%/yr for DTD.

Performance

DHS vs. DTD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree US High Dividend Fund (DHS) and WisdomTree U.S. Total Dividend Fund (DTD). 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 16.66% return, which is significantly higher than DTD's 13.44% return. Over the past 10 years, DHS has underperformed DTD with an annualized return of 9.68%, while DTD has yielded a comparatively higher 12.11% annualized return.

DHS

1D
-0.37%
1M
1.58%
6M
9.76%
YTD
16.66%
1Y
25.21%
3Y*
16.49%
5Y*
12.26%
10Y*
9.68%
ALL TIME*
8.24%

DTD

1D
0.26%
1M
1.60%
6M
9.46%
YTD
13.44%
1Y
21.76%
3Y*
16.62%
5Y*
12.17%
10Y*
12.11%
ALL TIME*
9.76%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)

DHS

WisdomTree US High Dividend Fund
$5.32M$3.61M$2.98M

DTD

WisdomTree U.S. Total Dividend Fund
$2.59M$1.86M$1.80M

DHS vs. DTD - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
DHS
WisdomTree US High Dividend Fund		16.66%12.87%18.02%-0.19%7.97%23.20%-5.70%22.59%-7.41%11.69%
DTD
WisdomTree U.S. Total Dividend Fund		13.44%14.25%18.56%10.63%-3.83%26.26%2.45%28.19%-6.47%17.35%

Correlation

The correlation between DHS and DTD is 0.78, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.78

Correlation (3Y)
Balances recent behavior with more history.

0.84

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.87

Correlation (10Y)
Provides a long-term view across more market conditions.

0.90

Correlation (All Time)
Calculated using the full available price history since Jun 16, 2006

0.92

The correlation between DHS and DTD shifts across timeframes, from 0.78 (1 year) to 0.92 (all time), reflecting how their relationship changes across market environments.

DHS vs. DTD - Sectors Allocation Comparison

Sectors
DHS
DTD

Financial Services

23.2%
18.7%

Healthcare

15.9%
12.2%

Consumer Defensive

14.2%
8.4%

Utilities

8.9%
5.7%

Energy

8.2%
7.1%

Communication Services

8.2%
7.2%

Technology

7.4%
19.9%

Consumer Cyclical

5.4%
5.5%

Industrials

4.5%
8.7%

Real Estate

3.0%
5.1%

Basic Materials

1.1%
1.5%

Financial Services

DHS
23.2%
DTD
18.7%

Healthcare

DHS
15.9%
DTD
12.2%

Consumer Defensive

DHS
14.2%
DTD
8.4%

Utilities

DHS
8.9%
DTD
5.7%

Energy

DHS
8.2%
DTD
7.1%

Communication Services

DHS
8.2%
DTD
7.2%

Technology

DHS
7.4%
DTD
19.9%

Consumer Cyclical

DHS
5.4%
DTD
5.5%

Industrials

DHS
4.5%
DTD
8.7%

Real Estate

DHS
3.0%
DTD
5.1%

Basic Materials

DHS
1.1%
DTD
1.5%

Compare stocks, funds, or ETFs

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WisdomTree US High Dividend Fund

WisdomTree U.S. Total Dividend Fund

Often compared with DHS:
DHS vs. SCHDDHS vs. SPHDDHS vs. DGRODHS vs. FDVVDHS vs. JEPIDHS vs. SPYDHS vs. DNP
Often compared with DTD:
DTD vs. DLNDTD vs. SCHDDTD vs. DGRWDTD vs. DEWDTD vs. VYMDTD vs. DIVODTD vs. SDY

Return for Risk

DHS vs. DTD — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.
DHS
DHS Risk / Return Rank: 9191
Overall Rank
DHS Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
DHS Sortino Ratio Rank: 9393
Sortino Ratio Rank
DHS Omega Ratio Rank: 9090
Omega Ratio Rank
DHS Calmar Ratio Rank: 9191
Calmar Ratio Rank
DHS Martin Ratio Rank: 9090
Martin Ratio Rank
DTD
DTD Risk / Return Rank: 8989
Overall Rank
DTD Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
DTD Sortino Ratio Rank: 9090
Sortino Ratio Rank
DTD Omega Ratio Rank: 9090
Omega Ratio Rank
DTD Calmar Ratio Rank: 8686
Calmar Ratio Rank
DTD Martin Ratio Rank: 8989
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

DHS vs. DTD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree US High Dividend Fund (DHS) and WisdomTree U.S. Total Dividend Fund (DTD). 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.

DHSDTDDifference
Sharpe ratioReturn per unit of total volatility
2.41
2.26

+0.15

Sortino ratioReturn per unit of downside risk
3.61
3.19

+0.42

Omega ratioGain probability vs. loss probability

1.42

1.41

0.00

Calmar ratioReturn relative to maximum drawdown

3.97

3.33

+0.64

Martin ratioReturn relative to average drawdown

14.58

13.89

+0.69

DHS vs. DTD - Sharpe Ratio Comparison

The current DHS Sharpe Ratio is 2.41, which is comparable to the DTD Sharpe Ratio of 2.26. The chart below compares the historical Sharpe Ratios of DHS and DTD, 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. DTD - Drawdown Comparison

The maximum DHS drawdown since its inception was -67.25%, which is greater than DTD's maximum drawdown of -58.19%. Use the drawdown chart below to compare losses from any high point for DHS and DTD.

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Drawdown Indicators

DHSDTDDifference

Max Drawdown

Largest peak-to-trough decline

-67.25%

-58.19%

-9.06%

Max Drawdown (1Y)

Largest decline over 1 year

-6.30%

-6.30%

0.00%

Max Drawdown (3Y)

Largest decline over 3 years

-11.87%

-14.41%

+2.54%

Max Drawdown (5Y)

Largest decline over 5 years

-15.28%

-16.14%

+0.86%

Max Drawdown (10Y)

Largest decline over 10 years

-37.35%

-37.29%

-0.06%

Current Drawdown

Current decline from peak

-2.23%

-0.63%

-1.60%

Average Drawdown

Average peak-to-trough decline

-9.48%

-7.29%

-2.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.71%

1.51%

+0.20%

Volatility

DHS vs. DTD - Volatility Comparison

WisdomTree US High Dividend Fund (DHS) has a higher volatility of 3.88% compared to WisdomTree U.S. Total Dividend Fund (DTD) at 2.50%. This indicates that DHS's price experiences larger fluctuations and is considered to be riskier than DTD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

DHSDTDDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.88%

2.50%

+1.38%

Volatility (6M)

Calculated over the trailing 6-month period

7.92%

7.00%

+0.92%

Volatility (1Y)

Calculated over the trailing 1-year period

10.43%

9.32%

+1.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.91%

13.53%

+0.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.09%

16.16%

-0.07%

DHS vs. DTD - Expense Ratio Comparison

DHS has a 0.38% expense ratio, which is higher than DTD's 0.28% expense ratio.

Dividends

DHS vs. DTD - Dividend Comparison

DHS's dividend yield for the trailing twelve months is around 3.19%, more than DTD's 1.82% yield.

PositionTTM20252024202320222021202020192018201720162015
DHS
WisdomTree US High Dividend Fund		3.19%3.32%3.66%4.31%3.42%3.29%4.14%3.69%3.76%3.00%3.25%3.53%
DTD
WisdomTree U.S. Total Dividend Fund		1.82%1.99%2.07%2.43%2.62%2.04%2.73%2.50%2.93%2.36%2.66%2.81%

Frequently Asked Questions

DHS and DTD have a correlation of 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DHS has higher volatility (3.88%) compared to DTD (2.50%). In terms of maximum drawdown, DHS dropped -67.25% vs DTD's -58.19%.

On 10-year performance, DTD leads with 12.11% vs 9.68% for DHS. On fees, DTD is cheaper at 0.28% per year. On volatility, DTD has been the lower-risk option at 2.50%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, DTD has performed better with a 12.11% return vs 9.68%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DTD is cheaper with a 0.28% expense ratio, compared with 0.38% for DHS.

DHS has the higher dividend yield at 3.19%, compared with 1.82% for DTD.

DHS tracks WisdomTree U.S. High Dividend Index, while DTD tracks WisdomTree U.S. Dividend Index. Their fees differ too: 0.38% for DHS and 0.28% for DTD.

DHS currently has the higher Sharpe Ratio (2.41 vs 2.26), 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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