PortfoliosLab logoPortfoliosLab logo
DHS vs. GDMN
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DHS vs. GDMN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree US High Dividend Fund (DHS) and WisdomTree Efficient Gold Plus Gold Miners Strategy Fund (GDMN). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

DHS vs. GDMN - Yearly Performance Comparison


2026 (YTD)20252024202320222021
DHS
WisdomTree US High Dividend Fund
8.00%12.87%18.02%-0.19%7.97%1.07%
GDMN
WisdomTree Efficient Gold Plus Gold Miners Strategy Fund
8.77%237.09%28.23%12.97%-14.62%5.11%

Returns By Period

In the year-to-date period, DHS achieves a 8.00% return, which is significantly lower than GDMN's 8.77% return.


DHS

1D
0.91%
1M
-2.77%
YTD
8.00%
6M
10.21%
1Y
14.07%
3Y*
14.13%
5Y*
11.42%
10Y*
9.56%

GDMN

1D
9.38%
1M
-27.72%
YTD
8.77%
6M
31.63%
1Y
140.14%
3Y*
65.41%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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. GDMN - Expense Ratio Comparison

DHS has a 0.38% expense ratio, which is lower than GDMN's 0.45% expense ratio.


Return for Risk

DHS vs. GDMN — Risk / Return Rank

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

DHS
DHS Risk / Return Rank: 5959
Overall Rank
DHS Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
DHS Sortino Ratio Rank: 6262
Sortino Ratio Rank
DHS Omega Ratio Rank: 6060
Omega Ratio Rank
DHS Calmar Ratio Rank: 5858
Calmar Ratio Rank
DHS Martin Ratio Rank: 5555
Martin Ratio Rank

GDMN
GDMN Risk / Return Rank: 9191
Overall Rank
GDMN Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
GDMN Sortino Ratio Rank: 8888
Sortino Ratio Rank
GDMN Omega Ratio Rank: 8888
Omega Ratio Rank
GDMN Calmar Ratio Rank: 9494
Calmar Ratio Rank
GDMN Martin Ratio Rank: 9292
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. GDMN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree US High Dividend Fund (DHS) and WisdomTree Efficient Gold Plus Gold Miners Strategy Fund (GDMN). 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.


DHSGDMNDifference

Sharpe ratio

Return per unit of total volatility

1.06

2.20

-1.14

Sortino ratio

Return per unit of downside risk

1.49

2.34

-0.84

Omega ratio

Gain probability vs. loss probability

1.21

1.35

-0.14

Calmar ratio

Return relative to maximum drawdown

1.34

3.69

-2.34

Martin ratio

Return relative to average drawdown

5.00

12.63

-7.63

DHS vs. GDMN - Sharpe Ratio Comparison

The current DHS Sharpe Ratio is 1.06, which is lower than the GDMN Sharpe Ratio of 2.20. The chart below compares the historical Sharpe Ratios of DHS and GDMN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


DHSGDMNDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.06

2.20

-1.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.83

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

Sharpe Ratio (All Time)

Calculated using the full available price history

0.40

0.94

-0.54

Correlation

The correlation between DHS and GDMN is 0.23, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

DHS vs. GDMN - Dividend Comparison

DHS's dividend yield for the trailing twelve months is around 3.23%, more than GDMN's 2.48% yield.


TTM20252024202320222021202020192018201720162015
DHS
WisdomTree US High Dividend Fund
3.23%3.32%3.66%4.31%3.42%3.29%4.14%3.69%3.76%3.00%3.25%3.53%
GDMN
WisdomTree Efficient Gold Plus Gold Miners Strategy Fund
2.48%2.70%9.44%7.69%1.44%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

DHS vs. GDMN - Drawdown Comparison

The maximum DHS drawdown since its inception was -67.25%, which is greater than GDMN's maximum drawdown of -52.82%. Use the drawdown chart below to compare losses from any high point for DHS and GDMN.


Loading graphics...

Drawdown Indicators


DHSGDMNDifference

Max Drawdown

Largest peak-to-trough decline

-67.25%

-52.82%

-14.43%

Max Drawdown (1Y)

Largest decline over 1 year

-10.84%

-39.03%

+28.19%

Max Drawdown (5Y)

Largest decline over 5 years

-15.28%

Max Drawdown (10Y)

Largest decline over 10 years

-37.35%

Current Drawdown

Current decline from peak

-3.23%

-28.60%

+25.37%

Average Drawdown

Average peak-to-trough decline

-9.62%

-18.45%

+8.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.10%

11.39%

-8.29%

Volatility

DHS vs. GDMN - Volatility Comparison

The current volatility for WisdomTree US High Dividend Fund (DHS) is 3.13%, while WisdomTree Efficient Gold Plus Gold Miners Strategy Fund (GDMN) has a volatility of 24.97%. This indicates that DHS experiences smaller price fluctuations and is considered to be less risky than GDMN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


DHSGDMNDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.13%

24.97%

-21.84%

Volatility (6M)

Calculated over the trailing 6-month period

7.12%

53.89%

-46.77%

Volatility (1Y)

Calculated over the trailing 1-year period

13.35%

63.99%

-50.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.87%

47.19%

-33.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.06%

47.19%

-31.13%