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DHS vs. ITOT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

DHS vs. ITOT

Last updated Jun 4, 2026

DHS (WisdomTree US High Dividend Fund) and ITOT (iShares Core S&P Total U.S. Stock Market ETF) are both exchange-traded funds - DHS is a Large Cap Value Equities fund tracking the WisdomTree U.S. High Dividend Index, while ITOT is a Large Cap Blend Equities fund tracking the S&P Total Market Index. Both are passively managed. Over the past 10 years, DHS returned 9.47%/yr vs 15.01%/yr for ITOT. A 0.80 correlation means they provide meaningful diversification when combined. DHS charges 0.38%/yr vs 0.03%/yr for ITOT.

Performance

DHS vs. ITOT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree US High Dividend Fund (DHS) and iShares Core S&P Total U.S. Stock Market ETF (ITOT). 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 9.88% return, which is significantly lower than ITOT's 11.25% return. Over the past 10 years, DHS has underperformed ITOT with an annualized return of 9.47%, while ITOT has yielded a comparatively higher 15.01% annualized return.

DHS

1D
-0.67%
1M
-0.16%
YTD
9.88%
6M
10.38%
1Y
20.55%
3Y*
16.39%
5Y*
10.59%
10Y*
9.47%

ITOT

1D
-0.73%
1M
5.01%
YTD
11.25%
6M
11.12%
1Y
28.12%
3Y*
22.09%
5Y*
12.69%
10Y*
15.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DHS vs. ITOT - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
DHS
WisdomTree US High Dividend Fund		9.88%12.87%18.02%-0.19%7.97%23.20%-5.70%22.59%-7.41%11.69%
ITOT
iShares Core S&P Total U.S. Stock Market ETF		11.25%17.00%23.80%26.12%-19.47%25.68%20.71%30.67%-5.33%21.37%

Correlation

The correlation between DHS and ITOT is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.38

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

0.50

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

0.61

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

0.69

Correlation (All Time)
Calculated using the full available price history since Jun 19, 2006

0.80

Over the past year, the correlation between DHS and ITOT has dropped to 0.38 - well below their long-term average of 0.80, suggesting their price drivers have been diverging.

DHS vs. ITOT - Sectors Allocation Comparison

Sectors
DHS
ITOT

Financial Services

22.3%
12.1%

Consumer Defensive

18.7%
4.7%

Healthcare

14.5%
9.0%

Energy

9.4%
3.7%

Communication Services

9.3%
10.3%

Utilities

9.0%
2.3%

Consumer Cyclical

5.0%
10.1%

Industrials

4.1%
9.5%

Technology

3.7%
33.8%

Real Estate

2.8%
2.4%

Basic Materials

1.2%
2.1%

Financial Services

DHS
22.3%
ITOT
12.1%

Consumer Defensive

DHS
18.7%
ITOT
4.7%

Healthcare

DHS
14.5%
ITOT
9.0%

Energy

DHS
9.4%
ITOT
3.7%

Communication Services

DHS
9.3%
ITOT
10.3%

Utilities

DHS
9.0%
ITOT
2.3%

Consumer Cyclical

DHS
5.0%
ITOT
10.1%

Industrials

DHS
4.1%
ITOT
9.5%

Technology

DHS
3.7%
ITOT
33.8%

Real Estate

DHS
2.8%
ITOT
2.4%

Basic Materials

DHS
1.2%
ITOT
2.1%

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 Core S&P Total U.S. Stock Market ETF

Often compared with DHS:
DHS vs. SCHDDHS vs. SPHDDHS vs. DGRODHS vs. JEPIDHS vs. FDVVDHS vs. DTDDHS vs. SPY
Often compared with ITOT:
ITOT vs. VTIITOT vs. VOOITOT vs. SCHBITOT vs. SPYITOT vs. FSKAXITOT vs. IVVITOT vs. IXUS

Return for Risk

DHS vs. ITOT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
DHS
DHS Risk / Return Rank: 6262
Overall Rank
DHS Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
DHS Sortino Ratio Rank: 6666
Sortino Ratio Rank
DHS Omega Ratio Rank: 5757
Omega Ratio Rank
DHS Calmar Ratio Rank: 6565
Calmar Ratio Rank
DHS Martin Ratio Rank: 6565
Martin Ratio Rank
ITOT
ITOT Risk / Return Rank: 6868
Overall Rank
ITOT Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
ITOT Sortino Ratio Rank: 6868
Sortino Ratio Rank
ITOT Omega Ratio Rank: 6767
Omega Ratio Rank
ITOT Calmar Ratio Rank: 6363
Calmar Ratio Rank
ITOT Martin Ratio Rank: 7575
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. ITOT - Risk-Adjusted Trends 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.

DHSITOTDifference
Sharpe ratioReturn per unit of total volatility
2.06
2.32

-0.26

Sortino ratioReturn per unit of downside risk
3.09
3.17

-0.08

Omega ratioGain probability vs. loss probability

1.35

1.42

-0.06

Calmar ratioReturn relative to maximum drawdown

3.28

3.17

+0.10

Martin ratioReturn relative to average drawdown

12.04

14.57

-2.53

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DHS vs. ITOT - Sharpe Ratio Comparison

The current DHS Sharpe Ratio is 2.06, which is comparable to the ITOT Sharpe Ratio of 2.32. The chart below compares the historical Sharpe Ratios of DHS and ITOT, 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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Sharpe Ratios by Period

DHSITOTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.06

2.32

-0.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.77

0.74

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.82

-0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.57

-0.17

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 -55.20%. Use the drawdown chart below to compare losses from any high point for DHS and ITOT.

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Drawdown Indicators

DHSITOTDifference

Max Drawdown

Largest peak-to-trough decline

-67.25%

-55.20%

-12.05%

Max Drawdown (1Y)

Largest decline over 1 year

-6.30%

-8.90%

+2.60%

Max Drawdown (3Y)

Largest decline over 3 years

-11.87%

-19.44%

+7.57%

Max Drawdown (5Y)

Largest decline over 5 years

-15.28%

-25.36%

+10.08%

Max Drawdown (10Y)

Largest decline over 10 years

-37.35%

-35.00%

-2.35%

Current Drawdown

Current decline from peak

-2.60%

-0.73%

-1.87%

Average Drawdown

Average peak-to-trough decline

-9.55%

-6.97%

-2.58%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.71%

1.94%

-0.23%

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 2.88% and 2.99%, 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.

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Volatility by Period

DHSITOTDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.88%

2.99%

-0.11%

Volatility (6M)

Calculated over the trailing 6-month period

7.32%

9.13%

-1.81%

Volatility (1Y)

Calculated over the trailing 1-year period

10.01%

12.20%

-2.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.89%

17.36%

-3.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.08%

18.26%

-2.18%

DHS vs. ITOT - Expense Ratio Comparison

DHS has a 0.38% expense ratio, which is higher than ITOT's 0.03% expense ratio.

Dividends

DHS vs. ITOT - Dividend Comparison

DHS's dividend yield for the trailing twelve months is around 3.35%, more than ITOT's 0.98% yield.

PositionTTM20252024202320222021202020192018201720162015
DHS
WisdomTree US High Dividend Fund		3.35%3.32%3.66%4.31%3.42%3.29%4.14%3.69%3.76%3.00%3.25%3.53%
ITOT
iShares Core S&P Total U.S. Stock Market ETF		0.98%1.11%1.23%1.47%1.66%1.18%1.41%1.88%2.14%1.69%1.83%2.01%

Frequently Asked Questions

DHS and ITOT have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ITOT has higher volatility (2.99%) compared to DHS (2.88%). In terms of maximum drawdown, DHS dropped -67.25% vs ITOT's -55.20%.

On 10-year performance, ITOT leads with 15.01% vs 9.47% for DHS. On fees, ITOT is cheaper at 0.03% per year. On volatility, DHS has been the lower-risk option at 2.88%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, ITOT has performed better with a 15.01% return vs 9.47%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ITOT is cheaper with a 0.03% expense ratio, compared with 0.38% for DHS.

DHS has the higher dividend yield at 3.35%, compared with 0.98% for ITOT.

DHS is categorized as Large Cap Value Equities, while ITOT is Large Cap Blend Equities. DHS tracks WisdomTree U.S. High Dividend Index, while ITOT tracks S&P Total Market Index. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.38% for DHS and 0.03% for ITOT.

ITOT currently has the higher Sharpe Ratio (2.32 vs 2.06), 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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