PortfoliosLab logoPortfoliosLab logo

Documentation

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

DHS vs. VLUE

Last updated Jun 4, 2026

DHS (WisdomTree US High Dividend Fund) and VLUE (iShares Edge MSCI USA Value Factor ETF) are both Large Cap Value Equities funds - DHS tracks the WisdomTree U.S. High Dividend Index while VLUE tracks the MSCI USA Value Weighted Index. Both are passively managed. Over the past 10 years, DHS returned 9.47%/yr vs 15.43%/yr for VLUE. A 0.79 correlation means they provide meaningful diversification when combined. DHS charges 0.38%/yr vs 0.15%/yr for VLUE.

Performance

DHS vs. VLUE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree US High Dividend Fund (DHS) and iShares Edge MSCI USA Value Factor ETF (VLUE). 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 9.88% return, which is significantly lower than VLUE's 49.00% return. Over the past 10 years, DHS has underperformed VLUE with an annualized return of 9.47%, while VLUE has yielded a comparatively higher 15.43% 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%

VLUE

1D
-0.42%
1M
20.77%
YTD
49.00%
6M
51.40%
1Y
91.45%
3Y*
34.26%
5Y*
16.36%
10Y*
15.43%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DHS vs. VLUE - 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%
VLUE
iShares Edge MSCI USA Value Factor ETF		49.00%32.67%7.25%14.26%-14.17%28.93%-0.23%27.20%-11.13%21.95%

Correlation

The correlation between DHS and VLUE is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.50

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

0.72

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

0.78

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

0.81

Correlation (All Time)
Calculated using the full available price history since Apr 19, 2013

0.79

Over the past year, the correlation between DHS and VLUE has dropped to 0.50 - well below their long-term average of 0.79, suggesting their price drivers have been diverging.

DHS vs. VLUE - Sectors Allocation Comparison

Sectors
DHS
VLUE

Financial Services

22.3%
10.4%

Consumer Defensive

18.7%
4.0%

Healthcare

14.5%
8.5%

Energy

9.4%
3.2%

Communication Services

9.3%
8.3%

Utilities

9.0%
2.0%

Consumer Cyclical

5.0%
8.3%

Industrials

4.1%
7.4%

Technology

3.7%
44.5%

Real Estate

2.8%
1.8%

Basic Materials

1.2%
1.6%

Financial Services

DHS
22.3%
VLUE
10.4%

Consumer Defensive

DHS
18.7%
VLUE
4.0%

Healthcare

DHS
14.5%
VLUE
8.5%

Energy

DHS
9.4%
VLUE
3.2%

Communication Services

DHS
9.3%
VLUE
8.3%

Utilities

DHS
9.0%
VLUE
2.0%

Consumer Cyclical

DHS
5.0%
VLUE
8.3%

Industrials

DHS
4.1%
VLUE
7.4%

Technology

DHS
3.7%
VLUE
44.5%

Real Estate

DHS
2.8%
VLUE
1.8%

Basic Materials

DHS
1.2%
VLUE
1.6%

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 Edge MSCI USA Value Factor ETF

Often compared with DHS:
DHS vs. SCHDDHS vs. SPHDDHS vs. DGRODHS vs. JEPIDHS vs. FDVVDHS vs. DTDDHS vs. SPY
Often compared with VLUE:
VLUE vs. VLUVLUE vs. AVLVVLUE vs. VOOVLUE vs. IUSVVLUE vs. QVALVLUE vs. SCHVVLUE vs. SCHD

Return for Risk

DHS vs. VLUE — 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
VLUE
VLUE Risk / Return Rank: 9797
Overall Rank
VLUE Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
VLUE Sortino Ratio Rank: 9898
Sortino Ratio Rank
VLUE Omega Ratio Rank: 9797
Omega Ratio Rank
VLUE Calmar Ratio Rank: 9696
Calmar Ratio Rank
VLUE Martin Ratio Rank: 9797
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. VLUE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree US High Dividend Fund (DHS) and iShares Edge MSCI USA Value Factor ETF (VLUE). 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.

DHSVLUEDifference
Sharpe ratioReturn per unit of total volatility
2.06
5.32

-3.26

Sortino ratioReturn per unit of downside risk
3.09
6.86

-3.76

Omega ratioGain probability vs. loss probability

1.35

1.91

-0.55

Calmar ratioReturn relative to maximum drawdown

3.28

10.17

-6.90

Martin ratioReturn relative to average drawdown

12.04

45.62

-33.58

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. VLUE - Sharpe Ratio Comparison

The current DHS Sharpe Ratio is 2.06, which is lower than the VLUE Sharpe Ratio of 5.32. The chart below compares the historical Sharpe Ratios of DHS and VLUE, 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...

Sharpe Ratios by Period

DHSVLUEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.06

5.32

-3.26

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.77

0.92

-0.16

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

0.78

-0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.41

0.76

-0.36

Drawdowns

DHS vs. VLUE - Drawdown Comparison

The maximum DHS drawdown since its inception was -67.25%, which is greater than VLUE's maximum drawdown of -39.47%. Use the drawdown chart below to compare losses from any high point for DHS and VLUE.

Loading charts...

Drawdown Indicators

DHSVLUEDifference

Max Drawdown

Largest peak-to-trough decline

-67.25%

-39.47%

-27.78%

Max Drawdown (1Y)

Largest decline over 1 year

-6.30%

-9.04%

+2.74%

Max Drawdown (3Y)

Largest decline over 3 years

-11.87%

-17.89%

+6.02%

Max Drawdown (5Y)

Largest decline over 5 years

-15.28%

-27.12%

+11.84%

Max Drawdown (10Y)

Largest decline over 10 years

-37.35%

-39.47%

+2.12%

Current Drawdown

Current decline from peak

-2.60%

-0.42%

-2.18%

Average Drawdown

Average peak-to-trough decline

-9.55%

-6.01%

-3.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.71%

2.01%

-0.30%

Volatility

DHS vs. VLUE - Volatility Comparison

The current volatility for WisdomTree US High Dividend Fund (DHS) is 2.88%, while iShares Edge MSCI USA Value Factor ETF (VLUE) has a volatility of 8.03%. This indicates that DHS experiences smaller price fluctuations and is considered to be less risky than VLUE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

DHSVLUEDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.88%

8.03%

-5.15%

Volatility (6M)

Calculated over the trailing 6-month period

7.32%

13.96%

-6.64%

Volatility (1Y)

Calculated over the trailing 1-year period

10.01%

17.30%

-7.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.89%

17.78%

-3.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.08%

19.82%

-3.74%

DHS vs. VLUE - Expense Ratio Comparison

DHS has a 0.38% expense ratio, which is higher than VLUE's 0.15% expense ratio.

Dividends

DHS vs. VLUE - Dividend Comparison

DHS's dividend yield for the trailing twelve months is around 3.35%, more than VLUE's 1.40% 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%
VLUE
iShares Edge MSCI USA Value Factor ETF		1.40%2.11%2.73%2.66%3.18%2.22%2.42%2.61%2.70%2.14%2.07%2.39%

Frequently Asked Questions

DHS and VLUE have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VLUE has higher volatility (8.03%) compared to DHS (2.88%). In terms of maximum drawdown, DHS dropped -67.25% vs VLUE's -39.47%.

On 10-year performance, VLUE leads with 15.43% vs 9.47% for DHS. On fees, VLUE is cheaper at 0.15% 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, VLUE has performed better with a 15.43% return vs 9.47%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VLUE is cheaper with a 0.15% expense ratio, compared with 0.38% for DHS.

DHS has the higher dividend yield at 3.35%, compared with 1.40% for VLUE.

DHS tracks WisdomTree U.S. High Dividend Index, while VLUE tracks MSCI USA Value Weighted Index. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.38% for DHS and 0.15% for VLUE.

VLUE currently has the higher Sharpe Ratio (5.32 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.

Portfolio Optimizer

Find the right allocation for DHS and VLUE

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