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DIVB vs. DHS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DIVB vs. DHS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Core Dividend ETF (DIVB) and WisdomTree US High Dividend Fund (DHS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DIVB achieves a 15.96% return, which is significantly higher than DHS's 11.70% return.


DIVB

1D
0.07%
1M
0.62%
YTD
15.96%
6M
15.17%
1Y
27.44%
3Y*
21.34%
5Y*
12.32%
10Y*

DHS

1D
0.55%
1M
-0.98%
YTD
11.70%
6M
11.36%
1Y
21.93%
3Y*
17.26%
5Y*
11.67%
10Y*
9.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DIVB vs. DHS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DIVB
iShares Core Dividend ETF
15.96%15.09%18.59%13.27%-10.51%31.29%10.78%32.72%-8.16%5.95%
DHS
WisdomTree US High Dividend Fund
11.70%12.87%18.02%-0.19%7.97%23.20%-5.70%22.59%-7.41%3.49%

Correlation

The correlation between DIVB and DHS is 0.77, 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

0.77

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

0.86

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

0.85

Correlation (All Time)
Calculated using the full available price history since Nov 9, 2017

0.85

The correlation between DIVB and DHS has been stable across timeframes, ranging from 0.77 to 0.86 - a consistent structural relationship.

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Return for Risk

DIVB vs. DHS — Risk / Return Rank

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

DIVB
DIVB Risk / Return Rank: 7777
Overall Rank
DIVB Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
DIVB Sortino Ratio Rank: 7878
Sortino Ratio Rank
DIVB Omega Ratio Rank: 7474
Omega Ratio Rank
DIVB Calmar Ratio Rank: 8080
Calmar Ratio Rank
DIVB Martin Ratio Rank: 7474
Martin Ratio Rank

DHS
DHS Risk / Return Rank: 7070
Overall Rank
DHS Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
DHS Sortino Ratio Rank: 7575
Sortino Ratio Rank
DHS Omega Ratio Rank: 6464
Omega Ratio Rank
DHS Calmar Ratio Rank: 7272
Calmar Ratio Rank
DHS Martin Ratio Rank: 7070
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.

DIVB vs. DHS - Risk-Adjusted Trends Comparison

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


DIVBDHSDifference
Sharpe ratioReturn per unit of total volatility

+0.20

Sortino ratioReturn per unit of downside risk

+0.10

Omega ratioGain probability vs. loss probability

1.42

1.37

+0.05

Calmar ratioReturn relative to maximum drawdown

4.04

3.50

+0.54

Martin ratioReturn relative to average drawdown

13.51

12.69

+0.82

DIVB vs. DHS - Sharpe Ratio Comparison

The current DIVB Sharpe Ratio is 2.36, which is comparable to the DHS Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of DIVB and DHS, 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

DIVB vs. DHS - Drawdown Comparison

The maximum DIVB drawdown since its inception was -36.93%, smaller than the maximum DHS drawdown of -67.25%. Use the drawdown chart below to compare losses from any high point for DIVB and DHS.


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Drawdown Indicators


DIVBDHSDifference

Max Drawdown

Largest peak-to-trough decline

-36.93%

-67.25%

+30.32%

Max Drawdown (1Y)

Largest decline over 1 year

-6.82%

-6.30%

-0.52%

Max Drawdown (3Y)

Largest decline over 3 years

-15.45%

-11.87%

-3.58%

Max Drawdown (5Y)

Largest decline over 5 years

-21.08%

-15.28%

-5.80%

Max Drawdown (10Y)

Largest decline over 10 years

-37.35%

Current Drawdown

Current decline from peak

-2.10%

-1.98%

-0.12%

Average Drawdown

Average peak-to-trough decline

-4.97%

-9.53%

+4.56%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.04%

1.73%

+0.31%

Volatility

DIVB vs. DHS - Volatility Comparison

iShares Core Dividend ETF (DIVB) has a higher volatility of 4.61% compared to WisdomTree US High Dividend Fund (DHS) at 3.56%. This indicates that DIVB's price experiences larger fluctuations and is considered to be riskier than DHS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DIVBDHSDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.61%

3.56%

+1.05%

Volatility (6M)

Calculated over the trailing 6-month period

8.81%

7.51%

+1.30%

Volatility (1Y)

Calculated over the trailing 1-year period

11.69%

10.19%

+1.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.26%

13.88%

+1.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.36%

16.10%

+2.26%

DIVB vs. DHS - Expense Ratio Comparison

DIVB has a 0.05% expense ratio, which is lower than DHS's 0.38% expense ratio.


Dividends

DIVB vs. DHS - Dividend Comparison

DIVB's dividend yield for the trailing twelve months is around 2.29%, less than DHS's 3.30% yield.


PositionTTM20252024202320222021202020192018201720162015
DHS
WisdomTree US High Dividend Fund
3.30%3.32%3.66%4.31%3.42%3.29%4.14%3.69%3.76%3.00%3.25%3.53%
DIVB
iShares Core Dividend ETF
2.29%2.50%2.61%3.18%2.02%1.63%2.08%2.07%2.52%0.37%0.00%0.00%

Frequently Asked Questions


DIVB and DHS have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DIVB has higher volatility (4.61%) compared to DHS (3.56%). In terms of maximum drawdown, DIVB dropped -36.93% vs DHS's -67.25%.

On 5-year performance, DIVB leads with 12.32% vs 11.67% for DHS. On fees, DIVB is cheaper at 0.05% per year. On volatility, DHS has been the lower-risk option at 3.56%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, DIVB has performed better with a 12.32% return vs 11.67%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DIVB is cheaper with a 0.05% expense ratio, compared with 0.38% for DHS.

DHS has the higher dividend yield at 3.30%, compared with 2.29% for DIVB.

DIVB is categorized as Dividend, while DHS is Large Cap Value Equities. DIVB tracks Morningstar US Dividend and Buyback Index, while DHS tracks WisdomTree U.S. High Dividend Index. They also come from different issuers: iShares and WisdomTree. Their fees differ too: 0.05% for DIVB and 0.38% for DHS.

DIVB currently has the higher Sharpe Ratio (2.36 vs 2.17), 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 DIVB and DHS

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