DHS vs. VNQ
DHS (WisdomTree US High Dividend Fund) and VNQ (Vanguard Real Estate ETF) are both exchange-traded funds - DHS is a Large Cap Value Equities fund tracking the WisdomTree U.S. High Dividend Index, while VNQ is a REIT fund tracking the MSCI US Investable Market Real Estate 25/50 Index. Both are passively managed. Over the past 10 years, DHS returned 9.67%/yr vs 5.01%/yr for VNQ. Their 0.73 correlation means they have sometimes moved together and sometimes differently. DHS charges 0.38%/yr vs 0.13%/yr for VNQ.
Performance
DHS vs. VNQ - Performance Comparison
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Returns By Period
In the year-to-date period, DHS achieves a 17.07% return, which is significantly higher than VNQ's 14.15% return. Over the past 10 years, DHS has outperformed VNQ with an annualized return of 9.67%, while VNQ has yielded a comparatively lower 5.01% annualized return.
DHS
- 1D
- 0.35%
- 1M
- 1.94%
- 6M
- 9.42%
- YTD
- 17.07%
- 1Y
- 25.65%
- 3Y*
- 17.11%
- 5Y*
- 12.40%
- 10Y*
- 9.67%
- ALL TIME*
- 8.26%
VNQ
- 1D
- 0.12%
- 1M
- 1.07%
- 6M
- 12.41%
- YTD
- 14.15%
- 1Y
- 15.73%
- 3Y*
- 10.35%
- 5Y*
- 2.55%
- 10Y*
- 5.01%
- ALL TIME*
- 7.73%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $5.47M | $3.71M | $2.99M | |
| $295.66M | $303.76M | $314.69M |
DHS vs. VNQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DHS WisdomTree US High Dividend Fund | 17.07% | 12.87% | 18.02% | -0.19% | 7.97% | 23.20% | -5.70% | 22.59% | -7.41% | 11.69% |
VNQ Vanguard Real Estate ETF | 14.15% | 3.24% | 4.81% | 11.85% | -26.25% | 40.54% | -4.61% | 28.91% | -6.03% | 4.90% |
Correlation
The correlation between DHS and VNQ is 0.69, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.69 |
Correlation (3Y) Balances recent behavior with more history. | 0.72 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.71 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.69 |
Correlation (All Time) Calculated using the full available price history since Jun 16, 2006 | 0.73 |
The correlation between DHS and VNQ has been stable across timeframes, ranging from 0.69 to 0.73 - a consistent structural relationship.
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Return for Risk
DHS vs. VNQ — Risk / Return Rank
DHS
VNQ
DHS vs. VNQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree US High Dividend Fund (DHS) and Vanguard Real Estate ETF (VNQ). 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.
| DHS | VNQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.34 | ||
| Sortino ratioReturn per unit of downside risk | +2.05 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.20 | +0.23 |
| Calmar ratioReturn relative to maximum drawdown | 4.09 | 1.89 | +2.20 |
| Martin ratioReturn relative to average drawdown | 15.00 | 6.13 | +8.87 |
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Drawdowns
DHS vs. VNQ - Drawdown Comparison
The maximum DHS drawdown since its inception was -67.25%, smaller than the maximum VNQ drawdown of -73.07%. Use the drawdown chart below to compare losses from any high point for DHS and VNQ.
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Drawdown Indicators
| DHS | VNQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.25% | -73.07% | +5.82% |
Max Drawdown (1Y)Largest decline over 1 year | -6.30% | -8.34% | +2.04% |
Max Drawdown (3Y)Largest decline over 3 years | -11.87% | -17.46% | +5.59% |
Max Drawdown (5Y)Largest decline over 5 years | -15.28% | -34.48% | +19.20% |
Max Drawdown (10Y)Largest decline over 10 years | -37.35% | -42.40% | +5.05% |
Current DrawdownCurrent decline from peak | -1.89% | -1.86% | -0.03% |
Average DrawdownAverage peak-to-trough decline | -9.48% | -13.53% | +4.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.71% | 2.57% | -0.86% |
Volatility
DHS vs. VNQ - Volatility Comparison
The current volatility for WisdomTree US High Dividend Fund (DHS) is 3.77%, while Vanguard Real Estate ETF (VNQ) has a volatility of 4.28%. This indicates that DHS experiences smaller price fluctuations and is considered to be less risky than VNQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DHS | VNQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.77% | 4.28% | -0.51% |
Volatility (6M)Calculated over the trailing 6-month period | 7.84% | 10.70% | -2.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.40% | 13.81% | -3.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.91% | 18.90% | -4.99% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.10% | 20.76% | -4.66% |
DHS vs. VNQ - Expense Ratio Comparison
DHS has a 0.38% expense ratio, which is higher than VNQ's 0.13% expense ratio.
Dividends
DHS vs. VNQ - Dividend Comparison
DHS's dividend yield for the trailing twelve months is around 3.18%, less than VNQ's 3.51% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DHS WisdomTree US High Dividend Fund | 3.18% | 3.32% | 3.66% | 4.31% | 3.42% | 3.29% | 4.14% | 3.69% | 3.76% | 3.00% | 3.25% | 3.53% |
VNQ Vanguard Real Estate ETF | 3.51% | 3.92% | 3.85% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% |
Frequently Asked Questions
DHS and VNQ have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VNQ has higher volatility (4.28%) compared to DHS (3.77%). In terms of maximum drawdown, DHS dropped -67.25% vs VNQ's -73.07%.
On 10-year performance, DHS leads with 9.67% vs 5.01% for VNQ. On fees, VNQ is cheaper at 0.13% per year. On volatility, DHS has been the lower-risk option at 3.77%. 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 9.67% return vs 5.01%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VNQ is cheaper with a 0.13% expense ratio, compared with 0.38% for DHS.
VNQ has the higher dividend yield at 3.51%, compared with 3.18% for DHS.
DHS is categorized as Large Cap Value Equities, while VNQ is REIT. DHS tracks WisdomTree U.S. High Dividend Index, while VNQ tracks MSCI US Investable Market Real Estate 25/50 Index. They also come from different issuers: WisdomTree and Vanguard. Their fees differ too: 0.38% for DHS and 0.13% for VNQ.
DHS currently has the higher Sharpe Ratio (2.48 vs 1.15), 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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