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DHS vs. TIP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DHS vs. TIP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree US High Dividend Fund (DHS) and iShares TIPS Bond ETF (TIP). 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 12.81% return, which is significantly higher than TIP's 1.39% return. Over the past 10 years, DHS has outperformed TIP with an annualized return of 9.75%, while TIP has yielded a comparatively lower 2.50% 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%

TIP

1D
0.36%
1M
-0.22%
YTD
1.39%
6M
1.25%
1Y
4.90%
3Y*
3.82%
5Y*
0.91%
10Y*
2.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DHS vs. TIP - 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%
TIP
iShares TIPS Bond ETF
1.39%6.77%1.65%3.80%-12.26%5.68%10.84%8.35%-1.42%2.92%

Correlation

The correlation between DHS and TIP is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.21

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

0.22

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

0.18

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

0.07

Correlation (All Time)
Calculated using the full available price history since Jun 16, 2006

-0.08

The correlation between DHS and TIP shifts across timeframes, from -0.08 (all time) to 0.22 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

DHS vs. TIP — 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

TIP
TIP Risk / Return Rank: 5454
Overall Rank
TIP Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
TIP Sortino Ratio Rank: 5757
Sortino Ratio Rank
TIP Omega Ratio Rank: 4949
Omega Ratio Rank
TIP Calmar Ratio Rank: 6060
Calmar Ratio Rank
TIP Martin Ratio Rank: 5353
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. TIP - Risk-Adjusted Trends Comparison

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


DHSTIPDifference
Sharpe ratioReturn per unit of total volatility

+0.80

Sortino ratioReturn per unit of downside risk

+1.13

Omega ratioGain probability vs. loss probability

1.39

1.26

+0.13

Calmar ratioReturn relative to maximum drawdown

3.58

2.49

+1.09

Martin ratioReturn relative to average drawdown

13.09

7.44

+5.65

DHS vs. TIP - Sharpe Ratio Comparison

The current DHS Sharpe Ratio is 2.25, which is higher than the TIP Sharpe Ratio of 1.45. The chart below compares the historical Sharpe Ratios of DHS and TIP, 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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Drawdowns

DHS vs. TIP - Drawdown Comparison

The maximum DHS drawdown since its inception was -67.25%, which is greater than TIP's maximum drawdown of -14.57%. Use the drawdown chart below to compare losses from any high point for DHS and TIP.


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Drawdown Indicators


DHSTIPDifference

Max Drawdown

Largest peak-to-trough decline

-67.25%

-14.57%

-52.68%

Max Drawdown (1Y)

Largest decline over 1 year

-6.30%

-1.98%

-4.32%

Max Drawdown (3Y)

Largest decline over 3 years

-11.87%

-4.54%

-7.33%

Max Drawdown (5Y)

Largest decline over 5 years

-15.28%

-14.51%

-0.77%

Max Drawdown (10Y)

Largest decline over 10 years

-37.35%

-14.51%

-22.84%

Current Drawdown

Current decline from peak

-0.00%

-0.47%

+0.47%

Average Drawdown

Average peak-to-trough decline

-9.54%

-3.43%

-6.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.72%

0.66%

+1.06%

Volatility

DHS vs. TIP - Volatility Comparison

WisdomTree US High Dividend Fund (DHS) has a higher volatility of 3.07% compared to iShares TIPS Bond ETF (TIP) at 1.03%. This indicates that DHS's price experiences larger fluctuations and is considered to be riskier than TIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DHSTIPDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.07%

1.03%

+2.04%

Volatility (6M)

Calculated over the trailing 6-month period

7.35%

2.35%

+5.00%

Volatility (1Y)

Calculated over the trailing 1-year period

10.02%

3.39%

+6.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.90%

6.21%

+7.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.08%

5.74%

+10.34%

DHS vs. TIP - Expense Ratio Comparison

DHS has a 0.38% expense ratio, which is higher than TIP's 0.18% expense ratio.


Dividends

DHS vs. TIP - Dividend Comparison

DHS's dividend yield for the trailing twelve months is around 3.27%, less than TIP's 3.76% 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%
TIP
iShares TIPS Bond ETF
3.76%3.46%2.52%2.73%6.96%4.28%1.17%1.75%2.71%2.07%1.48%0.34%

Frequently Asked Questions


DHS and TIP have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DHS has higher volatility (3.07%) compared to TIP (1.03%). In terms of maximum drawdown, DHS dropped -67.25% vs TIP's -14.57%.

On 10-year performance, DHS leads with 9.75% vs 2.50% for TIP. On fees, TIP is cheaper at 0.18% per year. On volatility, TIP has been the lower-risk option at 1.03%. 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 2.50%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

TIP is cheaper with a 0.18% expense ratio, compared with 0.38% for DHS.

TIP has the higher dividend yield at 3.76%, compared with 3.27% for DHS.

DHS is categorized as Large Cap Value Equities, while TIP is Inflation-Protected Bonds. DHS tracks WisdomTree U.S. High Dividend Index, while TIP tracks ICE U.S. Treasury Inflation Linked Bond Index. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.38% for DHS and 0.18% for TIP.

DHS currently has the higher Sharpe Ratio (2.25 vs 1.45), 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 TIP

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