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DTH vs. DGRW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DTH and DGRW is 0.72, 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.


-0.50.00.51.00.7

Performance

DTH vs. DGRW - Performance Comparison

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

50.00%100.00%150.00%200.00%250.00%300.00%JulyAugustSeptemberOctoberNovemberDecember
47.66%
315.30%
DTH
DGRW

Key characteristics

Sharpe Ratio

DTH:

0.23

DGRW:

1.84

Sortino Ratio

DTH:

0.38

DGRW:

2.58

Omega Ratio

DTH:

1.05

DGRW:

1.34

Calmar Ratio

DTH:

0.27

DGRW:

3.16

Martin Ratio

DTH:

0.76

DGRW:

10.95

Ulcer Index

DTH:

3.72%

DGRW:

1.81%

Daily Std Dev

DTH:

12.56%

DGRW:

10.72%

Max Drawdown

DTH:

-64.20%

DGRW:

-32.04%

Current Drawdown

DTH:

-10.21%

DGRW:

-4.53%

Returns By Period

In the year-to-date period, DTH achieves a 0.58% return, which is significantly lower than DGRW's 17.79% return. Over the past 10 years, DTH has underperformed DGRW with an annualized return of 3.27%, while DGRW has yielded a comparatively higher 12.33% annualized return.


DTH

YTD

0.58%

1M

-2.21%

6M

-1.22%

1Y

1.36%

5Y*

2.95%

10Y*

3.27%

DGRW

YTD

17.79%

1M

-1.80%

6M

4.69%

1Y

18.81%

5Y*

13.15%

10Y*

12.33%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


DTH vs. DGRW - Expense Ratio Comparison

DTH has a 0.58% expense ratio, which is higher than DGRW's 0.28% expense ratio.


DTH
WisdomTree International High Dividend Fund
Expense ratio chart for DTH: current value at 0.58% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.58%
Expense ratio chart for DGRW: current value at 0.28% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.28%

Risk-Adjusted Performance

DTH vs. DGRW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree International High Dividend Fund (DTH) and WisdomTree U.S. Dividend Growth Fund (DGRW). 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.


Sharpe ratio
The chart of Sharpe ratio for DTH, currently valued at 0.23, compared to the broader market0.002.004.000.231.84
The chart of Sortino ratio for DTH, currently valued at 0.38, compared to the broader market-2.000.002.004.006.008.0010.000.382.58
The chart of Omega ratio for DTH, currently valued at 1.05, compared to the broader market0.501.001.502.002.503.001.051.34
The chart of Calmar ratio for DTH, currently valued at 0.27, compared to the broader market0.005.0010.0015.000.273.16
The chart of Martin ratio for DTH, currently valued at 0.76, compared to the broader market0.0020.0040.0060.0080.00100.000.7610.95
DTH
DGRW

The current DTH Sharpe Ratio is 0.23, which is lower than the DGRW Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of DTH and DGRW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.23
1.84
DTH
DGRW

Dividends

DTH vs. DGRW - Dividend Comparison

DTH's dividend yield for the trailing twelve months is around 5.42%, more than DGRW's 1.55% yield.


TTM20232022202120202019201820172016201520142013
DTH
WisdomTree International High Dividend Fund
4.37%5.63%5.70%4.72%3.76%4.27%4.62%3.71%4.14%4.38%5.95%3.86%
DGRW
WisdomTree U.S. Dividend Growth Fund
1.29%1.74%2.15%1.78%1.91%2.20%2.42%1.73%2.13%2.18%1.79%1.06%

Drawdowns

DTH vs. DGRW - Drawdown Comparison

The maximum DTH drawdown since its inception was -64.20%, which is greater than DGRW's maximum drawdown of -32.04%. Use the drawdown chart below to compare losses from any high point for DTH and DGRW. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.21%
-4.53%
DTH
DGRW

Volatility

DTH vs. DGRW - Volatility Comparison

WisdomTree International High Dividend Fund (DTH) has a higher volatility of 3.47% compared to WisdomTree U.S. Dividend Growth Fund (DGRW) at 3.18%. This indicates that DTH's price experiences larger fluctuations and is considered to be riskier than DGRW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
3.47%
3.18%
DTH
DGRW
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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