PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
DHS vs. IGF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

DHS vs. IGF

Last updated Jun 12, 2026

DHS (WisdomTree US High Dividend Fund) and IGF (iShares Global Infrastructure ETF) are both exchange-traded funds - DHS is a Large Cap Value Equities fund tracking the WisdomTree U.S. High Dividend Index, while IGF is a Industrials Equities fund tracking the S&P Global Infrastructure Index. Both are passively managed. Over the past 10 years, DHS returned 9.75%/yr vs 8.53%/yr for IGF. A 0.74 correlation means they provide meaningful diversification when combined. DHS charges 0.38%/yr vs 0.39%/yr for IGF.

Performance

DHS vs. IGF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree US High Dividend Fund (DHS) and iShares Global Infrastructure ETF (IGF). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, DHS achieves a 12.81% return, which is significantly higher than IGF's 8.95% return. Over the past 10 years, DHS has outperformed IGF with an annualized return of 9.75%, while IGF has yielded a comparatively lower 8.53% annualized return.

DHS

1D
0.56%
1M
2.48%
YTD
12.81%
6M
12.76%
1Y
22.47%
3Y*
16.75%
5Y*
11.12%
10Y*
9.75%

IGF

1D
1.21%
1M
-0.77%
YTD
8.95%
6M
9.24%
1Y
16.47%
3Y*
16.15%
5Y*
10.07%
10Y*
8.53%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DHS vs. IGF - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
DHS
WisdomTree US High Dividend Fund		12.81%12.87%18.02%-0.19%7.97%23.20%-5.70%22.59%-7.41%11.69%
IGF
iShares Global Infrastructure ETF		8.95%21.31%14.81%6.14%-1.26%11.57%-6.50%25.82%-9.95%19.31%

Correlation

The correlation between DHS and IGF is 0.59, 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

0.59

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

0.65

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

0.71

Correlation (10Y)
Calculated over the trailing 10-year period

0.72

Correlation (All Time)
Calculated using the full available price history since Dec 12, 2007

0.74

The correlation between DHS and IGF shifts across timeframes, from 0.59 (1 year) to 0.74 (all time), reflecting how their relationship changes across market environments.

DHS vs. IGF - Sectors Allocation Comparison

Sectors
DHS
IGF

Financial Services

22.3%

-

Consumer Defensive

18.7%

-

Healthcare

14.5%

-

Energy

9.4%
20.1%

Communication Services

9.3%

-

Utilities

9.0%
41.1%

Consumer Cyclical

5.0%

-

Industrials

4.1%
38.8%

Technology

3.7%

-

Real Estate

2.8%
0.1%

Basic Materials

1.2%

-

Financial Services

DHS
22.3%
IGF

-

Consumer Defensive

DHS
18.7%
IGF

-

Healthcare

DHS
14.5%
IGF

-

Energy

DHS
9.4%
IGF
20.1%

Communication Services

DHS
9.3%
IGF

-

Utilities

DHS
9.0%
IGF
41.1%

Consumer Cyclical

DHS
5.0%
IGF

-

Industrials

DHS
4.1%
IGF
38.8%

Technology

DHS
3.7%
IGF

-

Real Estate

DHS
2.8%
IGF
0.1%

Basic Materials

DHS
1.2%
IGF

-

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

WisdomTree US High Dividend Fund

iShares Global Infrastructure ETF

Often compared with DHS:
DHS vs. SCHDDHS vs. SPHDDHS vs. DGRODHS vs. JEPIDHS vs. FDVVDHS vs. DTDDHS vs. SPY
Often compared with IGF:
IGF vs. IFRAIGF vs. GIIIGF vs. NFRAIGF vs. SPYIGF vs. GLIFXIGF vs. VPUIGF vs. XLU

Return for Risk

DHS vs. IGF — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
DHS
DHS Risk / Return Rank: 8282
Overall Rank
DHS Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
DHS Sortino Ratio Rank: 8888
Sortino Ratio Rank
DHS Omega Ratio Rank: 7979
Omega Ratio Rank
DHS Calmar Ratio Rank: 8181
Calmar Ratio Rank
DHS Martin Ratio Rank: 8181
Martin Ratio Rank
IGF
IGF Risk / Return Rank: 5858
Overall Rank
IGF Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
IGF Sortino Ratio Rank: 5656
Sortino Ratio Rank
IGF Omega Ratio Rank: 5454
Omega Ratio Rank
IGF Calmar Ratio Rank: 6868
Calmar Ratio Rank
IGF Martin Ratio Rank: 5656
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. IGF - Risk-Adjusted Trends Comparison

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

DHSIGFDifference
Sharpe ratioReturn per unit of total volatility
2.25
1.57

+0.69

Sortino ratioReturn per unit of downside risk
3.37
2.25

+1.12

Omega ratioGain probability vs. loss probability

1.39

1.28

+0.11

Calmar ratioReturn relative to maximum drawdown

3.58

2.82

+0.76

Martin ratioReturn relative to average drawdown

13.09

8.14

+4.95

DHS vs. IGF - Sharpe Ratio Comparison

The current DHS Sharpe Ratio is 2.25, which is higher than the IGF Sharpe Ratio of 1.57. The chart below compares the historical Sharpe Ratios of DHS and IGF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Loading charts...

Drawdowns

DHS vs. IGF - Drawdown Comparison

The maximum DHS drawdown since its inception was -67.25%, which is greater than IGF's maximum drawdown of -58.33%. Use the drawdown chart below to compare losses from any high point for DHS and IGF.

Loading charts...

Drawdown Indicators

DHSIGFDifference

Max Drawdown

Largest peak-to-trough decline

-67.25%

-58.33%

-8.92%

Max Drawdown (1Y)

Largest decline over 1 year

-6.30%

-5.87%

-0.43%

Max Drawdown (3Y)

Largest decline over 3 years

-11.87%

-14.28%

+2.41%

Max Drawdown (5Y)

Largest decline over 5 years

-15.28%

-20.83%

+5.55%

Max Drawdown (10Y)

Largest decline over 10 years

-37.35%

-42.11%

+4.76%

Current Drawdown

Current decline from peak

-0.00%

-3.63%

+3.63%

Average Drawdown

Average peak-to-trough decline

-9.54%

-11.86%

+2.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.72%

2.03%

-0.31%

Volatility

DHS vs. IGF - Volatility Comparison

The current volatility for WisdomTree US High Dividend Fund (DHS) is 3.07%, while iShares Global Infrastructure ETF (IGF) has a volatility of 3.81%. This indicates that DHS experiences smaller price fluctuations and is considered to be less risky than IGF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

DHSIGFDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.07%

3.81%

-0.74%

Volatility (6M)

Calculated over the trailing 6-month period

7.35%

8.71%

-1.36%

Volatility (1Y)

Calculated over the trailing 1-year period

10.02%

10.57%

-0.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.90%

14.00%

-0.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.08%

16.83%

-0.75%

DHS vs. IGF - Expense Ratio Comparison

DHS has a 0.38% expense ratio, which is lower than IGF's 0.39% expense ratio.

Dividends

DHS vs. IGF - Dividend Comparison

DHS's dividend yield for the trailing twelve months is around 3.27%, more than IGF's 2.96% 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%
IGF
iShares Global Infrastructure ETF		2.96%3.23%3.21%3.36%2.67%2.42%2.33%3.27%3.52%2.95%2.98%3.25%

Frequently Asked Questions

DHS and IGF have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IGF has higher volatility (3.81%) compared to DHS (3.07%). In terms of maximum drawdown, DHS dropped -67.25% vs IGF's -58.33%.

On 10-year performance, DHS leads with 9.75% vs 8.53% for IGF. On fees, DHS is cheaper at 0.38% per year. On volatility, DHS has been the lower-risk option at 3.07%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, DHS has performed better with a 9.75% return vs 8.53%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DHS is cheaper with a 0.38% expense ratio, compared with 0.39% for IGF.

DHS has the higher dividend yield at 3.27%, compared with 2.96% for IGF.

DHS is categorized as Large Cap Value Equities, while IGF is Industrials Equities. DHS tracks WisdomTree U.S. High Dividend Index, while IGF tracks S&P Global Infrastructure Index. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.38% for DHS and 0.39% for IGF.

DHS currently has the higher Sharpe Ratio (2.25 vs 1.57), 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 IGF

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer