DOL vs. DTH

Last updated Aug 2, 2026

DOL (WisdomTree International LargeCap Dividend Fund) and DTH (WisdomTree International High Dividend Fund) are both Foreign Large Cap Equities funds from WisdomTree - DOL tracks the WisdomTree International LargeCap Dividend Index while DTH tracks the WisdomTree International High Dividend Index. Both are passively managed. Over the past 10 years, DOL returned 9.88%/yr vs 9.45%/yr for DTH. Their 0.95 correlation means they have historically moved very closely together. DOL charges 0.48%/yr vs 0.58%/yr for DTH.

Performance

DOL vs. DTH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree International LargeCap Dividend Fund (DOL) and WisdomTree International High Dividend Fund (DTH). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DOL achieves a 16.45% return, which is significantly higher than DTH's 14.45% return. Both investments have delivered pretty close results over the past 10 years, with DOL having a 9.88% annualized return and DTH not far behind at 9.45%.

DOL

• 1D: -0.14%
• 1M: 1.53%
• 6M: 9.92%
• YTD: 16.45%
• 1Y: 31.66%
• 3Y*: 20.19%
• 5Y*: 12.84%
• 10Y*: 9.88%
• ALL TIME*: 5.86%

DTH

• 1D: -0.31%
• 1M: 5.15%
• 6M: 8.59%
• YTD: 14.45%
• 1Y: 28.93%
• 3Y*: 20.30%
• 5Y*: 13.38%
• 10Y*: 9.45%
• ALL TIME*: 5.45%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
DOL WisdomTree International LargeCap Dividend Fund	$706.22K	$768.00K	$1.02M
DTH WisdomTree International High Dividend Fund	$1.61M	$1.74M	$2.81M

DOL vs. DTH - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DOL WisdomTree International LargeCap Dividend Fund	16.45%	37.35%	4.08%	16.77%	-6.72%	11.54%	-3.22%	19.47%	-12.93%	22.25%
DTH WisdomTree International High Dividend Fund	14.45%	42.37%	2.31%	15.03%	-1.74%	8.30%	-7.05%	18.43%	-12.85%	21.10%

Correlation

The correlation between DOL and DTH is 0.89, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.89
Correlation (3Y) Balances recent behavior with more history.	0.93
Correlation (5Y) Shows whether the relationship held over a longer period.	0.95
Correlation (10Y) Provides a long-term view across more market conditions.	0.95
Correlation (All Time) Calculated using the full available price history since Jun 16, 2006	0.95

The correlation between DOL and DTH has been stable across timeframes, ranging from 0.89 to 0.95 - a consistent structural relationship.

DOL vs. DTH - Sectors Allocation Comparison

Sectors	DOL	DTH
Financial Services	24.6%	26.3%
Technology	17.6%	1.4%
Industrials	15.0%	15.3%
Healthcare	8.0%	3.6%
Consumer Defensive	7.5%	8.4%
Consumer Cyclical	7.4%	5.4%
Utilities	5.6%	11.4%
Communication Services	4.8%	7.0%
Basic Materials	4.8%	7.7%
Energy	3.7%	8.1%
Real Estate	1.0%	5.4%

Return for Risk

DOL vs. DTH — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

DOL

DOL Risk / Return Rank: 82
DOL Sharpe Ratio Rank: 85
DOL Sortino Ratio Rank: 83
DOL Omega Ratio Rank: 84
DOL Calmar Ratio Rank: 78
DOL Martin Ratio Rank: 80

DTH

DTH Risk / Return Rank: 87
DTH Sharpe Ratio Rank: 90
DTH Sortino Ratio Rank: 90
DTH Omega Ratio Rank: 89
DTH Calmar Ratio Rank: 85
DTH Martin Ratio Rank: 83

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

DOL vs. DTH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree International LargeCap Dividend Fund (DOL) and WisdomTree International High Dividend Fund (DTH). 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.

	DOL	DTH	Difference
Sharpe ratio: Return per unit of total volatility	1.99	2.27	-0.28
Sortino ratio: Return per unit of downside risk	2.72	3.13	-0.41
Omega ratio: Gain probability vs. loss probability	1.36	1.41	-0.05
Calmar ratio: Return relative to maximum drawdown	2.79	3.22	-0.44
Martin ratio: Return relative to average drawdown	10.46	11.20	-0.75

DOL vs. DTH - Sharpe Ratio Comparison

The current DOL Sharpe Ratio is 1.99, which is comparable to the DTH Sharpe Ratio of 2.27. The chart below compares the historical Sharpe Ratios of DOL and DTH, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

DOL vs. DTH - Drawdown Comparison

The maximum DOL drawdown since its inception was -60.79%, smaller than the maximum DTH drawdown of -64.20%. Use the drawdown chart below to compare losses from any high point for DOL and DTH.

Drawdown Indicators

	DOL	DTH	Difference
Max Drawdown Largest peak-to-trough decline	-60.79%	-64.20%	+3.41%
Max Drawdown (1Y) Largest decline over 1 year	-11.33%	-9.14%	-2.19%
Max Drawdown (3Y) Largest decline over 3 years	-12.44%	-12.23%	-0.21%
Max Drawdown (5Y) Largest decline over 5 years	-24.57%	-23.40%	-1.17%
Max Drawdown (10Y) Largest decline over 10 years	-35.99%	-40.75%	+4.76%
Current Drawdown Current decline from peak	-0.14%	-0.31%	+0.17%
Average Drawdown Average peak-to-trough decline	-13.54%	-15.06%	+1.52%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.01%	2.62%	+0.39%

Volatility

DOL vs. DTH - Volatility Comparison

WisdomTree International LargeCap Dividend Fund (DOL) has a higher volatility of 4.39% compared to WisdomTree International High Dividend Fund (DTH) at 3.20%. This indicates that DOL's price experiences larger fluctuations and is considered to be riskier than DTH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DOL	DTH	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.39%	3.20%	+1.19%
Volatility (6M) Calculated over the trailing 6-month period	14.00%	11.06%	+2.94%
Volatility (1Y) Calculated over the trailing 1-year period	15.88%	13.00%	+2.88%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.58%	15.18%	+0.40%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.39%	16.63%	-0.24%

DOL vs. DTH - Expense Ratio Comparison

DOL has a 0.48% expense ratio, which is lower than DTH's 0.58% expense ratio.

Dividends

DOL vs. DTH - Dividend Comparison

DOL's dividend yield for the trailing twelve months is around 2.45%, less than DTH's 3.79% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DOL WisdomTree International LargeCap Dividend Fund	2.45%	2.83%	3.78%	4.02%	4.47%	3.58%	2.82%	3.50%	4.03%	3.17%	3.58%	3.66%
DTH WisdomTree International High Dividend Fund	3.79%	3.80%	5.41%	5.63%	5.70%	4.72%	3.75%	4.27%	4.62%	3.72%	4.14%	4.38%

Frequently Asked Questions

Can I hold both DOL and DTH in my portfolio?

DOL and DTH have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DOL or DTH?

DOL has higher volatility (4.39%) compared to DTH (3.20%). In terms of maximum drawdown, DOL dropped -60.79% vs DTH's -64.20%.

Which ETF is better, DOL or DTH?

On 10-year performance, DOL leads with 9.88% vs 9.45% for DTH. On fees, DOL is cheaper at 0.48% per year. On volatility, DTH has been the lower-risk option at 3.20%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DOL or DTH?

Over the 10-year period, DOL has performed better with a 9.88% return vs 9.45%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DOL or DTH?

DOL is cheaper with a 0.48% expense ratio, compared with 0.58% for DTH.

Which ETF pays a higher dividend yield, DOL or DTH?

DTH has the higher dividend yield at 3.79%, compared with 2.45% for DOL.

What is the main difference between DOL and DTH?

DOL tracks WisdomTree International LargeCap Dividend Index, while DTH tracks WisdomTree International High Dividend Index. Their fees differ too: 0.48% for DOL and 0.58% for DTH.

Which has better risk-adjusted returns?

DTH currently has the higher Sharpe Ratio (2.27 vs 1.99), 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.