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DOL vs. DTH
Performance
Return for Risk
Dividends
Drawdowns
Volatility

DOL vs. DTH

Last updated Apr 1, 2026

Compare and contrast key facts about WisdomTree International LargeCap Dividend Fund (DOL) and WisdomTree International High Dividend Fund (DTH).

DOL and DTH are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DOL is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree International LargeCap Dividend Index. It was launched on Jun 16, 2006. DTH is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree International High Dividend Index. It was launched on Jun 16, 2006. Both DOL and DTH are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

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.

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DOL vs. DTH - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
DOL
WisdomTree International LargeCap Dividend Fund		3.56%37.35%4.08%16.77%-6.72%11.54%-3.22%19.47%-12.93%22.25%
DTH
WisdomTree International High Dividend Fund		5.14%42.37%2.31%15.03%-1.74%8.30%-7.05%18.43%-12.85%21.10%

Returns By Period

In the year-to-date period, DOL achieves a 3.56% return, which is significantly lower than DTH's 5.14% return. Both investments have delivered pretty close results over the past 10 years, with DOL having a 8.95% annualized return and DTH not far behind at 8.80%.

DOL

1D
2.97%
1M
-7.99%
YTD
3.56%
6M
10.17%
1Y
27.17%
3Y*
17.28%
5Y*
11.42%
10Y*
8.95%

DTH

1D
2.50%
1M
-5.77%
YTD
5.14%
6M
11.30%
1Y
32.52%
3Y*
18.37%
5Y*
11.97%
10Y*
8.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WisdomTree International LargeCap Dividend Fund

WisdomTree International High Dividend Fund

Often compared with DOL:
DOL vs. SPYDOL vs. DWMDOL vs. BROIXDOL vs. DGRWDOL vs. DNLDOL vs. IGRODOL vs. LVHI
Often compared with DTH:
DTH vs. LVHIDTH vs. VYMIDTH vs. PIDDTH vs. IDVDTH vs. EPSDTH vs. DGRWDTH vs. VEU

DOL vs. DTH - Expense Ratio Comparison

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

DTH
WisdomTree International High Dividend Fund
DOL
WisdomTree International LargeCap Dividend Fund

Return for Risk

DOL vs. DTH — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
DOL
DOL Risk / Return Rank: 8383
Overall Rank
DOL Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
DOL Sortino Ratio Rank: 8383
Sortino Ratio Rank
DOL Omega Ratio Rank: 8484
Omega Ratio Rank
DOL Calmar Ratio Rank: 8282
Calmar Ratio Rank
DOL Martin Ratio Rank: 8282
Martin Ratio Rank
DTH
DTH Risk / Return Rank: 9292
Overall Rank
DTH Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
DTH Sortino Ratio Rank: 9292
Sortino Ratio Rank
DTH Omega Ratio Rank: 9393
Omega Ratio Rank
DTH Calmar Ratio Rank: 8989
Calmar Ratio Rank
DTH Martin Ratio Rank: 9292
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.

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.

DOLDTHDifference

Sharpe ratio

Return per unit of total volatility

1.64

2.11

-0.48

Sortino ratio

Return per unit of downside risk

2.19

2.72

-0.53

Omega ratio

Gain probability vs. loss probability

1.33

1.42

-0.09

Calmar ratio

Return relative to maximum drawdown

2.33

2.82

-0.49

Martin ratio

Return relative to average drawdown

8.91

12.31

-3.40

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DOL vs. DTH - Sharpe Ratio Comparison

The current DOL Sharpe Ratio is 1.64, which is comparable to the DTH Sharpe Ratio of 2.11. The chart below compares the historical Sharpe Ratios of DOL and DTH, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

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Sharpe Ratios by Period

DOLDTHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.64

2.11

-0.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

0.80

-0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.54

0.52

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.24

+0.02

Correlation

The correlation between DOL and DTH is 0.95, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

DOL vs. DTH - Dividend Comparison

DOL's dividend yield for the trailing twelve months is around 2.70%, less than DTH's 3.54% yield.

TTM20252024202320222021202020192018201720162015
DOL
WisdomTree International LargeCap Dividend Fund		2.70%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		3.54%3.80%5.41%5.63%5.70%4.72%3.75%4.27%4.62%3.72%4.14%4.38%

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.

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Drawdown Indicators

DOLDTHDifference

Max Drawdown

Largest peak-to-trough decline

-60.79%

-64.20%

+3.41%

Max Drawdown (1Y)

Largest decline over 1 year

-11.33%

-11.30%

-0.03%

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

-8.34%

-5.77%

-2.57%

Average Drawdown

Average peak-to-trough decline

-13.73%

-15.28%

+1.55%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.97%

2.59%

+0.38%

Volatility

DOL vs. DTH - Volatility Comparison

WisdomTree International LargeCap Dividend Fund (DOL) has a higher volatility of 8.18% compared to WisdomTree International High Dividend Fund (DTH) at 6.31%. 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.

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Volatility by Period

DOLDTHDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.18%

6.31%

+1.87%

Volatility (6M)

Calculated over the trailing 6-month period

11.25%

9.31%

+1.94%

Volatility (1Y)

Calculated over the trailing 1-year period

16.70%

15.47%

+1.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.16%

15.05%

+0.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.64%

17.06%

-0.42%