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DTD vs. DHS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

DTD vs. DHS

Last updated Jun 6, 2026

DTD (WisdomTree U.S. Total Dividend Fund) and DHS (WisdomTree US High Dividend Fund) are both Large Cap Value Equities funds from WisdomTree - DTD tracks the WisdomTree U.S. Dividend Index while DHS tracks the WisdomTree U.S. High Dividend Index. Both are passively managed. Over the past 10 years, DTD returned 12.04%/yr vs 9.51%/yr for DHS. Their correlation of 0.92 suggests significant overlap in exposure. DTD charges 0.28%/yr vs 0.38%/yr for DHS.

Performance

DTD vs. DHS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree U.S. Total Dividend Fund (DTD) 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, DTD achieves a 9.67% return, which is significantly lower than DHS's 11.30% return. Over the past 10 years, DTD has outperformed DHS with an annualized return of 12.04%, while DHS has yielded a comparatively lower 9.51% annualized return.

DTD

1D
-1.03%
1M
1.11%
YTD
9.67%
6M
9.84%
1Y
22.24%
3Y*
17.78%
5Y*
11.68%
10Y*
12.04%

DHS

1D
0.18%
1M
0.74%
YTD
11.30%
6M
12.62%
1Y
23.07%
3Y*
16.71%
5Y*
10.87%
10Y*
9.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DTD vs. DHS - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
DTD
WisdomTree U.S. Total Dividend Fund		9.67%14.25%18.56%10.63%-3.83%26.26%2.45%28.19%-6.47%17.35%
DHS
WisdomTree US High Dividend Fund		11.30%12.87%18.02%-0.19%7.97%23.20%-5.70%22.59%-7.41%11.69%

Correlation

The correlation between DTD and DHS is 0.82, 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

0.82

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

0.85

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

0.88

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

0.90

Correlation (All Time)
Calculated using the full available price history since Jun 19, 2006

0.92

The correlation between DTD and DHS shifts across timeframes, from 0.82 (1 year) to 0.92 (all time), reflecting how their relationship changes across market environments.

DTD vs. DHS - Sectors Allocation Comparison

Sectors
DTD
DHS

Financial Services

18.8%
22.3%

Technology

18.5%
3.7%

Healthcare

11.5%
14.5%

Consumer Defensive

8.7%
18.7%

Industrials

8.6%
4.1%

Energy

8.4%
9.4%

Communication Services

7.4%
9.3%

Utilities

5.9%
9.0%

Consumer Cyclical

5.6%
5.0%

Real Estate

5.2%
2.8%

Basic Materials

1.5%
1.2%

Financial Services

DTD
18.8%
DHS
22.3%

Technology

DTD
18.5%
DHS
3.7%

Healthcare

DTD
11.5%
DHS
14.5%

Consumer Defensive

DTD
8.7%
DHS
18.7%

Industrials

DTD
8.6%
DHS
4.1%

Energy

DTD
8.4%
DHS
9.4%

Communication Services

DTD
7.4%
DHS
9.3%

Utilities

DTD
5.9%
DHS
9.0%

Consumer Cyclical

DTD
5.6%
DHS
5.0%

Real Estate

DTD
5.2%
DHS
2.8%

Basic Materials

DTD
1.5%
DHS
1.2%

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WisdomTree U.S. Total Dividend Fund

WisdomTree US High Dividend Fund

Often compared with DTD:
DTD vs. DLNDTD vs. SCHDDTD vs. DGRWDTD vs. DEWDTD vs. VYMDTD vs. DIVODTD vs. SDY
Often compared with DHS:
DHS vs. SCHDDHS vs. SPHDDHS vs. DGRODHS vs. JEPIDHS vs. FDVVDHS vs. SPYDHS vs. DNP

Return for Risk

DTD vs. DHS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
DTD
DTD Risk / Return Rank: 7676
Overall Rank
DTD Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
DTD Sortino Ratio Rank: 7878
Sortino Ratio Rank
DTD Omega Ratio Rank: 7676
Omega Ratio Rank
DTD Calmar Ratio Rank: 7373
Calmar Ratio Rank
DTD Martin Ratio Rank: 7878
Martin Ratio Rank
DHS
DHS Risk / Return Rank: 7474
Overall Rank
DHS Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
DHS Sortino Ratio Rank: 7979
Sortino Ratio Rank
DHS Omega Ratio Rank: 6969
Omega Ratio Rank
DHS Calmar Ratio Rank: 7575
Calmar Ratio Rank
DHS Martin Ratio Rank: 7474
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.

DTD vs. DHS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. Total Dividend Fund (DTD) 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.

DTDDHSDifference
Sharpe ratioReturn per unit of total volatility
2.39
2.31

+0.07

Sortino ratioReturn per unit of downside risk
3.38
3.45

-0.07

Omega ratioGain probability vs. loss probability

1.43

1.40

+0.03

Calmar ratioReturn relative to maximum drawdown

3.54

3.68

-0.14

Martin ratioReturn relative to average drawdown

14.69

13.48

+1.21

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

DTD vs. DHS - Sharpe Ratio Comparison

The current DTD Sharpe Ratio is 2.39, which is comparable to the DHS Sharpe Ratio of 2.31. The chart below compares the historical Sharpe Ratios of DTD 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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Sharpe Ratios by Period

DTDDHSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.39

2.31

+0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.86

0.79

+0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.75

0.59

+0.15

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.41

+0.12

Drawdowns

DTD vs. DHS - Drawdown Comparison

The maximum DTD drawdown since its inception was -58.19%, smaller than the maximum DHS drawdown of -67.25%. Use the drawdown chart below to compare losses from any high point for DTD and DHS.

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Drawdown Indicators

DTDDHSDifference

Max Drawdown

Largest peak-to-trough decline

-58.19%

-67.25%

+9.06%

Max Drawdown (1Y)

Largest decline over 1 year

-6.30%

-6.30%

0.00%

Max Drawdown (3Y)

Largest decline over 3 years

-14.41%

-11.87%

-2.54%

Max Drawdown (5Y)

Largest decline over 5 years

-16.14%

-15.28%

-0.86%

Max Drawdown (10Y)

Largest decline over 10 years

-37.29%

-37.35%

+0.06%

Current Drawdown

Current decline from peak

-1.03%

-1.34%

+0.31%

Average Drawdown

Average peak-to-trough decline

-7.34%

-9.55%

+2.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.52%

1.72%

-0.20%

Volatility

DTD vs. DHS - Volatility Comparison

The current volatility for WisdomTree U.S. Total Dividend Fund (DTD) is 2.37%, while WisdomTree US High Dividend Fund (DHS) has a volatility of 3.06%. This indicates that DTD experiences smaller price fluctuations and is considered to be less risky 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

DTDDHSDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.37%

3.06%

-0.69%

Volatility (6M)

Calculated over the trailing 6-month period

7.06%

7.33%

-0.27%

Volatility (1Y)

Calculated over the trailing 1-year period

9.37%

10.02%

-0.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.58%

13.89%

-0.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.21%

16.08%

+0.13%

DTD vs. DHS - Expense Ratio Comparison

DTD has a 0.28% expense ratio, which is lower than DHS's 0.38% expense ratio.

Dividends

DTD vs. DHS - Dividend Comparison

DTD's dividend yield for the trailing twelve months is around 1.87%, less than DHS's 3.31% yield.

PositionTTM20252024202320222021202020192018201720162015
DHS
WisdomTree US High Dividend Fund		3.31%3.32%3.66%4.31%3.42%3.29%4.14%3.69%3.76%3.00%3.25%3.53%
DTD
WisdomTree U.S. Total Dividend Fund		1.87%1.99%2.07%2.43%2.62%2.04%2.73%2.50%2.93%2.36%2.66%2.81%

Frequently Asked Questions

DTD and DHS have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DHS has higher volatility (3.06%) compared to DTD (2.37%). In terms of maximum drawdown, DTD dropped -58.19% vs DHS's -67.25%.

On 10-year performance, DTD leads with 12.04% vs 9.51% for DHS. On fees, DTD is cheaper at 0.28% per year. On volatility, DTD has been the lower-risk option at 2.37%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, DTD has performed better with a 12.04% return vs 9.51%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DTD is cheaper with a 0.28% expense ratio, compared with 0.38% for DHS.

DHS has the higher dividend yield at 3.31%, compared with 1.87% for DTD.

DTD tracks WisdomTree U.S. Dividend Index, while DHS tracks WisdomTree U.S. High Dividend Index. Their fees differ too: 0.28% for DTD and 0.38% for DHS.

DTD currently has the higher Sharpe Ratio (2.39 vs 2.31), 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.

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