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DHSD.L vs. WQDS.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DHSD.L vs. WQDS.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 iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist) (WQDS.L). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

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

Returns By Period

In the year-to-date period, DHSD.L achieves a 12.22% return, which is significantly lower than WQDS.L's 15.87% return.


DHSD.L

1D
-0.30%
1M
2.29%
6M
9.22%
YTD
12.22%
1Y
22.82%
3Y*
15.91%
5Y*
10.88%
10Y*
8.41%

WQDS.L

1D
0.04%
1M
0.37%
6M
14.07%
YTD
15.87%
1Y
29.54%
3Y*
18.61%
5Y*
12.32%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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


2026 (YTD)202520242023202220212020201920182017
DHSD.L
WisdomTree US High Dividend UCITS ETF USD (Dist)
12.22%12.71%15.26%-0.25%7.25%23.90%-6.21%20.65%-8.19%8.14%
WQDS.L
iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist)
15.87%24.26%9.82%16.65%-7.07%16.41%-0.41%23.53%-10.68%-15.17%

Correlation

The correlation between DHSD.L and WQDS.L is 0.50, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.50

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

0.57

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

0.66

Correlation (All Time)
Calculated using the full available price history since Jun 12, 2017

0.72

Over the past year, the correlation between DHSD.L and WQDS.L has dropped to 0.50 - well below their long-term average of 0.72, suggesting their price drivers have been diverging.

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Return for Risk

DHSD.L vs. WQDS.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: 7575
Overall Rank
DHSD.L Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
DHSD.L Sortino Ratio Rank: 8484
Sortino Ratio Rank
DHSD.L Omega Ratio Rank: 7676
Omega Ratio Rank
DHSD.L Calmar Ratio Rank: 7070
Calmar Ratio Rank
DHSD.L Martin Ratio Rank: 6464
Martin Ratio Rank

WQDS.L
WQDS.L Risk / Return Rank: 9191
Overall Rank
WQDS.L Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
WQDS.L Sortino Ratio Rank: 9393
Sortino Ratio Rank
WQDS.L Omega Ratio Rank: 9292
Omega Ratio Rank
WQDS.L Calmar Ratio Rank: 8989
Calmar Ratio Rank
WQDS.L Martin Ratio Rank: 8989
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. WQDS.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 iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist) (WQDS.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.LWQDS.LDifference
Sharpe ratioReturn per unit of total volatility

-0.45

Sortino ratioReturn per unit of downside risk

-0.66

Omega ratioGain probability vs. loss probability

1.36

1.45

-0.10

Calmar ratioReturn relative to maximum drawdown

2.80

3.62

-0.83

Martin ratioReturn relative to average drawdown

9.12

13.55

-4.43

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

The current DHSD.L Sharpe Ratio is 2.06, which is comparable to the WQDS.L Sharpe Ratio of 2.51. The chart below compares the historical Sharpe Ratios of DHSD.L and WQDS.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.


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Drawdowns

DHSD.L vs. WQDS.L - Drawdown Comparison

The maximum DHSD.L drawdown since its inception was -37.27%, roughly equal to the maximum WQDS.L drawdown of -37.21%. Use the drawdown chart below to compare losses from any high point for DHSD.L and WQDS.L.


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Drawdown Indicators


DHSD.LWQDS.LDifference

Max Drawdown

Largest peak-to-trough decline

-37.27%

-37.21%

-0.06%

Max Drawdown (1Y)

Largest decline over 1 year

-8.23%

-8.11%

-0.12%

Max Drawdown (3Y)

Largest decline over 3 years

-16.10%

-14.02%

-2.08%

Max Drawdown (5Y)

Largest decline over 5 years

-17.25%

-21.68%

+4.43%

Max Drawdown (10Y)

Largest decline over 10 years

-37.27%

Current Drawdown

Current decline from peak

-0.43%

-0.22%

-0.21%

Average Drawdown

Average peak-to-trough decline

-4.36%

-8.83%

+4.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.53%

2.17%

+0.36%

Volatility

DHSD.L vs. WQDS.L - Volatility Comparison

WisdomTree US High Dividend UCITS ETF USD (Dist) (DHSD.L) has a higher volatility of 3.04% compared to iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist) (WQDS.L) at 2.75%. This indicates that DHSD.L's price experiences larger fluctuations and is considered to be riskier than WQDS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DHSD.LWQDS.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.04%

2.75%

+0.29%

Volatility (6M)

Calculated over the trailing 6-month period

8.44%

9.35%

-0.91%

Volatility (1Y)

Calculated over the trailing 1-year period

11.20%

11.73%

-0.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.91%

13.79%

+1.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.47%

16.24%

-0.77%

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

DHSD.L has a 0.29% expense ratio, which is lower than WQDS.L's 0.38% expense ratio.


Dividends

DHSD.L vs. WQDS.L - Dividend Comparison

DHSD.L's dividend yield for the trailing twelve months is around 2.61%, more than WQDS.L's 2.15% yield.


PositionTTM20252024202320222021202020192018201720162015
DHSD.L
WisdomTree US High Dividend UCITS ETF USD (Dist)
2.61%2.82%3.00%3.37%2.91%2.92%3.49%3.03%3.21%2.57%2.81%2.53%
WQDS.L
iShares MSCI World Quality Dividend ESG UCITS ETF USD (Dist)
2.15%2.34%2.56%2.86%2.97%2.70%3.03%3.10%0.00%0.00%0.00%0.00%

Frequently Asked Questions


DHSD.L and WQDS.L 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.

On fees, DHSD.L is cheaper at 0.29% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DHSD.L is cheaper with a 0.29% expense ratio, compared with 0.38% for WQDS.L.

DHSD.L is categorized as Dividend, while WQDS.L is Global Equities. DHSD.L tracks WisdomTree US High Dividend UCITS Index, while WQDS.L tracks MSCI World High Dividend Yield ESG Reduced Carbon Target Select Index. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.29% for DHSD.L and 0.38% for WQDS.L.

Portfolio Optimizer

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

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