PortfoliosLab logoPortfoliosLab logo
DHSD.L vs. DHS.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DHSD.L vs. DHS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree US High Dividend UCITS ETF USD (Dist) (DHSD.L) and WisdomTree US High Dividend UCITS ETF USD (Dist) (DHS.L). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Different Trading Currencies

DHSD.L is traded in USD, while DHS.L is traded in GBp. To make them comparable, the DHS.L values have been converted to USD using the latest available exchange rates.

Returns By Period

The year-to-date returns for both investments are quite close, with DHSD.L having a 14.70% return and DHS.L slightly higher at 14.81%. Both investments have delivered pretty close results over the past 10 years, with DHSD.L having a 8.68% annualized return and DHS.L not far ahead at 8.69%.


DHSD.L

1D
0.42%
1M
5.12%
6M
11.21%
YTD
14.70%
1Y
24.70%
3Y*
16.17%
5Y*
11.36%
10Y*
8.68%

DHS.L

1D
0.50%
1M
6.00%
6M
11.24%
YTD
14.81%
1Y
24.68%
3Y*
16.27%
5Y*
11.40%
10Y*
8.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DHSD.L vs. DHS.L - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DHSD.L
WisdomTree US High Dividend UCITS ETF USD (Dist)
14.70%12.71%15.26%-0.25%7.25%23.90%-6.21%20.65%-8.19%11.28%
DHS.L
WisdomTree US High Dividend UCITS ETF USD (Dist)
14.81%12.68%15.37%-0.77%7.10%24.48%-6.64%21.52%-8.36%10.96%

Correlation

The correlation between DHSD.L and DHS.L is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.91

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

0.91

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

0.92

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

0.90

Correlation (All Time)
Calculated using the full available price history since Oct 21, 2014

0.90

The correlation between DHSD.L and DHS.L has been stable across timeframes, ranging from 0.90 to 0.92 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

DHSD.L vs. DHS.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DHSD.L
DHSD.L Risk / Return Rank: 8282
Overall Rank
DHSD.L Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
DHSD.L Sortino Ratio Rank: 8989
Sortino Ratio Rank
DHSD.L Omega Ratio Rank: 8484
Omega Ratio Rank
DHSD.L Calmar Ratio Rank: 7878
Calmar Ratio Rank
DHSD.L Martin Ratio Rank: 7272
Martin Ratio Rank

DHS.L
DHS.L Risk / Return Rank: 8888
Overall Rank
DHS.L Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
DHS.L Sortino Ratio Rank: 8989
Sortino Ratio Rank
DHS.L Omega Ratio Rank: 8686
Omega Ratio Rank
DHS.L Calmar Ratio Rank: 8888
Calmar Ratio Rank
DHS.L Martin Ratio Rank: 8686
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.

DHSD.L vs. DHS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree US High Dividend UCITS ETF USD (Dist) (DHSD.L) and WisdomTree US High Dividend UCITS ETF USD (Dist) (DHS.L). 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.


DHSD.LDHS.LDifference
Sharpe ratioReturn per unit of total volatility

-0.12

Sortino ratioReturn per unit of downside risk

-0.21

Omega ratioGain probability vs. loss probability

1.38

1.39

-0.01

Calmar ratioReturn relative to maximum drawdown

2.99

3.03

-0.04

Martin ratioReturn relative to average drawdown

9.74

9.77

-0.03

DHSD.L vs. DHS.L - Sharpe Ratio Comparison

The current DHSD.L Sharpe Ratio is 2.19, which is comparable to the DHS.L Sharpe Ratio of 2.31. The chart below compares the historical Sharpe Ratios of DHSD.L and DHS.L, 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...

Drawdowns

DHSD.L vs. DHS.L - Drawdown Comparison

The maximum DHSD.L drawdown since its inception was -37.27%, smaller than the maximum DHS.L drawdown of -41.19%. Use the drawdown chart below to compare losses from any high point for DHSD.L and DHS.L.


Loading charts...

Drawdown Indicators


DHSD.LDHS.LDifference

Max Drawdown

Largest peak-to-trough decline

-37.27%

-41.19%

+3.92%

Max Drawdown (1Y)

Largest decline over 1 year

-8.23%

-8.11%

-0.12%

Max Drawdown (3Y)

Largest decline over 3 years

-16.10%

-15.88%

-0.22%

Max Drawdown (5Y)

Largest decline over 5 years

-17.25%

-17.05%

-0.20%

Max Drawdown (10Y)

Largest decline over 10 years

-37.27%

-36.89%

-0.38%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-4.36%

-14.20%

+9.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.53%

2.52%

+0.01%

Volatility

DHSD.L vs. DHS.L - Volatility Comparison

WisdomTree US High Dividend UCITS ETF USD (Dist) (DHSD.L) has a higher volatility of 2.88% compared to WisdomTree US High Dividend UCITS ETF USD (Dist) (DHS.L) at 2.39%. This indicates that DHSD.L's price experiences larger fluctuations and is considered to be riskier than DHS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


DHSD.LDHS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.88%

2.39%

+0.49%

Volatility (6M)

Calculated over the trailing 6-month period

8.54%

8.09%

+0.45%

Volatility (1Y)

Calculated over the trailing 1-year period

11.28%

10.70%

+0.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.92%

14.63%

+0.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.48%

15.36%

+0.12%

DHSD.L vs. DHS.L - Expense Ratio Comparison

Both DHSD.L and DHS.L have an expense ratio of 0.29%.


Dividends

DHSD.L vs. DHS.L - Dividend Comparison

DHSD.L's dividend yield for the trailing twelve months is around 2.55%, which matches DHS.L's 2.56% yield.


PositionTTM20252024202320222021202020192018201720162015
DHS.L
WisdomTree US High Dividend UCITS ETF USD (Dist)
2.56%2.89%2.93%3.50%2.83%2.87%3.76%3.16%3.06%2.70%2.51%2.46%
DHSD.L
WisdomTree US High Dividend UCITS ETF USD (Dist)
2.55%2.82%3.00%3.37%2.91%2.92%3.49%3.03%3.21%2.57%2.81%2.53%

Frequently Asked Questions


With a correlation of 0.91, DHSD.L and DHS.L move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Both ETFs have the same 0.29% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

DHSD.L and DHS.L have the same expense ratio: 0.29% per year.

Both ETFs track WisdomTree US High Dividend UCITS Index.

Portfolio Optimizer

Find the right allocation for DHSD.L and DHS.L

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