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DHS vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DHS and SPY is 0.82, 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.


-0.50.00.51.00.8

Performance

DHS vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree US High Dividend Fund (DHS) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember
12.93%
7.35%
DHS
SPY

Key characteristics

Sharpe Ratio

DHS:

1.47

SPY:

1.99

Sortino Ratio

DHS:

2.12

SPY:

2.66

Omega Ratio

DHS:

1.26

SPY:

1.37

Calmar Ratio

DHS:

2.28

SPY:

2.97

Martin Ratio

DHS:

7.45

SPY:

13.06

Ulcer Index

DHS:

2.41%

SPY:

1.91%

Daily Std Dev

DHS:

12.19%

SPY:

12.59%

Max Drawdown

DHS:

-67.25%

SPY:

-55.19%

Current Drawdown

DHS:

-6.80%

SPY:

-2.90%

Returns By Period

Over the past 10 years, DHS has underperformed SPY with an annualized return of 8.16%, while SPY has yielded a comparatively higher 13.08% annualized return.


DHS

YTD

0.00%

1M

-6.80%

6M

12.70%

1Y

17.96%

5Y*

8.15%

10Y*

8.16%

SPY

YTD

25.34%

1M

-2.05%

6M

8.56%

1Y

25.34%

5Y*

14.57%

10Y*

13.08%

*Annualized

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DHS vs. SPY - Expense Ratio Comparison

DHS has a 0.38% expense ratio, which is higher than SPY's 0.09% expense ratio.


Expense ratio chart for DHS: current value at 0.38% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.38%
Expense ratio chart for SPY: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%

Risk-Adjusted Performance

DHS vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree US High Dividend Fund (DHS) and SPDR S&P 500 ETF (SPY). 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.


The chart of Sharpe ratio for DHS, currently valued at 1.47, compared to the broader market0.002.004.001.472.02
The chart of Sortino ratio for DHS, currently valued at 2.12, compared to the broader market-2.000.002.004.006.008.0010.002.122.70
The chart of Omega ratio for DHS, currently valued at 1.26, compared to the broader market0.501.001.502.002.503.001.261.38
The chart of Calmar ratio for DHS, currently valued at 2.28, compared to the broader market0.005.0010.0015.002.283.01
The chart of Martin ratio for DHS, currently valued at 7.45, compared to the broader market0.0020.0040.0060.0080.00100.007.4513.22
DHS
SPY

The current DHS Sharpe Ratio is 1.47, which is comparable to the SPY Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of DHS and SPY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.003.504.00AugustSeptemberOctoberNovemberDecember
1.47
2.02
DHS
SPY

Dividends

DHS vs. SPY - Dividend Comparison

DHS's dividend yield for the trailing twelve months is around 3.61%, more than SPY's 1.20% yield.


TTM2023202220212020201920182017201620152014
DHS
WisdomTree US High Dividend Fund
3.61%4.31%3.42%3.29%4.14%3.69%3.75%3.00%3.25%3.53%2.91%
SPY
SPDR S&P 500 ETF
1.20%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

DHS vs. SPY - Drawdown Comparison

The maximum DHS drawdown since its inception was -67.25%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for DHS and SPY. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember
-6.80%
-2.90%
DHS
SPY

Volatility

DHS vs. SPY - Volatility Comparison

The current volatility for WisdomTree US High Dividend Fund (DHS) is 3.30%, while SPDR S&P 500 ETF (SPY) has a volatility of 4.16%. This indicates that DHS experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%AugustSeptemberOctoberNovemberDecember
3.30%
4.16%
DHS
SPY