DHS vs. ITOT
Compare and contrast key facts about WisdomTree US High Dividend Fund (DHS) and iShares Core S&P Total U.S. Stock Market ETF (ITOT).
DHS and ITOT are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DHS is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree U.S. High Dividend Index. It was launched on Jun 16, 2006. ITOT is a passively managed fund by iShares that tracks the performance of the S&P Composite 1500 Index. It was launched on Jan 20, 2004. Both DHS and ITOT are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DHS or ITOT.
Performance
DHS vs. ITOT - Performance Comparison
Returns By Period
The year-to-date returns for both investments are quite close, with DHS having a 23.05% return and ITOT slightly higher at 24.15%. Over the past 10 years, DHS has underperformed ITOT with an annualized return of 8.63%, while ITOT has yielded a comparatively higher 12.67% annualized return.
DHS
23.05%
2.37%
15.35%
31.05%
9.61%
8.63%
ITOT
24.15%
1.00%
11.81%
32.67%
14.82%
12.67%
Key characteristics
| DHS | ITOT | |
|---|---|---|
| Sharpe Ratio | 2.64 | 2.62 |
| Sortino Ratio | 3.69 | 3.51 |
| Omega Ratio | 1.47 | 1.48 |
| Calmar Ratio | 3.25 | 3.88 |
| Martin Ratio | 16.89 | 16.83 |
| Ulcer Index | 1.91% | 1.96% |
| Daily Std Dev | 12.22% | 12.59% |
| Max Drawdown | -67.25% | -55.21% |
| Current Drawdown | -0.12% | -2.04% |
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DHS vs. ITOT - Expense Ratio Comparison
DHS has a 0.38% expense ratio, which is higher than ITOT's 0.03% expense ratio.
Correlation
The correlation between DHS and ITOT is 0.83, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
DHS vs. ITOT - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree US High Dividend Fund (DHS) and iShares Core S&P Total U.S. Stock Market ETF (ITOT). 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.
Dividends
DHS vs. ITOT - Dividend Comparison
DHS's dividend yield for the trailing twelve months is around 3.52%, more than ITOT's 1.22% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DHS WisdomTree US High Dividend Fund | 3.52% | 4.31% | 3.42% | 3.29% | 4.14% | 3.69% | 3.75% | 3.00% | 3.25% | 3.53% | 2.91% | 3.19% |
ITOT iShares Core S&P Total U.S. Stock Market ETF | 1.22% | 1.47% | 1.66% | 1.18% | 1.41% | 1.88% | 2.14% | 1.69% | 1.83% | 2.01% | 2.20% | 2.06% |
Drawdowns
DHS vs. ITOT - Drawdown Comparison
The maximum DHS drawdown since its inception was -67.25%, which is greater than ITOT's maximum drawdown of -55.21%. Use the drawdown chart below to compare losses from any high point for DHS and ITOT. For additional features, visit the drawdowns tool.
Volatility
DHS vs. ITOT - Volatility Comparison
WisdomTree US High Dividend Fund (DHS) and iShares Core S&P Total U.S. Stock Market ETF (ITOT) have volatilities of 4.06% and 4.27%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.