DTH vs. EPS

Last updated Aug 2, 2026

DTH (WisdomTree International High Dividend Fund) and EPS (WisdomTree U.S. LargeCap Fund) are both exchange-traded funds - DTH is a Foreign Large Cap Equities fund tracking the WisdomTree International High Dividend Index, while EPS is a Large Cap Value Equities fund tracking the WisdomTree U.S. LargeCap Index. Both are passively managed. Over the past 10 years, DTH returned 9.45%/yr vs 14.64%/yr for EPS. Their 0.74 correlation means they have sometimes moved together and sometimes differently. DTH charges 0.58%/yr vs 0.08%/yr for EPS.

Performance

DTH vs. EPS - 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. LargeCap Fund (EPS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DTH achieves a 14.45% return, which is significantly higher than EPS's 11.53% return. Over the past 10 years, DTH has underperformed EPS with an annualized return of 9.45%, while EPS has yielded a comparatively higher 14.64% annualized return.

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%

EPS

• 1D: 1.18%
• 1M: 1.09%
• 6M: 9.64%
• YTD: 11.53%
• 1Y: 23.66%
• 3Y*: 19.17%
• 5Y*: 12.56%
• 10Y*: 14.64%
• ALL TIME*: 10.36%

*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)
DTH WisdomTree International High Dividend Fund	$1.61M	$1.74M	$2.81M
EPS WisdomTree U.S. LargeCap Fund	$3.74M	$3.20M	$3.84M

DTH vs. EPS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
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%
EPS WisdomTree U.S. LargeCap Fund	11.53%	17.40%	23.97%	22.81%	-15.82%	27.47%	12.02%	32.54%	-7.52%	22.73%

Correlation

The correlation between DTH and EPS is 0.59, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.59
Correlation (3Y) Balances recent behavior with more history.	0.57
Correlation (5Y) Shows whether the relationship held over a longer period.	0.64
Correlation (10Y) Provides a long-term view across more market conditions.	0.69
Correlation (All Time) Calculated using the full available price history since Feb 23, 2007	0.74

The correlation between DTH and EPS shifts across timeframes, from 0.57 (3 years) to 0.74 (all time), reflecting how their relationship changes across market environments.

DTH vs. EPS - Sectors Allocation Comparison

Sectors	DTH	EPS
Financial Services	26.3%	15.4%
Industrials	15.3%	5.5%
Utilities	11.4%	1.9%
Consumer Defensive	8.4%	4.0%
Energy	8.1%	3.7%
Basic Materials	7.7%	1.3%
Communication Services	7.0%	11.9%
Consumer Cyclical	5.4%	10.0%
Real Estate	5.4%	0.8%
Healthcare	3.6%	9.8%
Technology	1.4%	35.7%

Return for Risk

DTH vs. EPS — Risk / Return Rank

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

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

EPS

EPS Risk / Return Rank: 77
EPS Sharpe Ratio Rank: 78
EPS Sortino Ratio Rank: 76
EPS Omega Ratio Rank: 76
EPS Calmar Ratio Rank: 73
EPS 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.

DTH vs. EPS - Risk-Adjusted Trends Comparison

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

	DTH	EPS	Difference
Sharpe ratio: Return per unit of total volatility	2.27	1.77	+0.50
Sortino ratio: Return per unit of downside risk	3.13	2.43	+0.70
Omega ratio: Gain probability vs. loss probability	1.41	1.32	+0.09
Calmar ratio: Return relative to maximum drawdown	3.22	2.57	+0.65
Martin ratio: Return relative to average drawdown	11.20	11.10	+0.10

DTH vs. EPS - Sharpe Ratio Comparison

The current DTH Sharpe Ratio is 2.27, which is comparable to the EPS Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of DTH and EPS, 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

DTH vs. EPS - Drawdown Comparison

The maximum DTH drawdown since its inception was -64.20%, which is greater than EPS's maximum drawdown of -54.43%. Use the drawdown chart below to compare losses from any high point for DTH and EPS.

Drawdown Indicators

	DTH	EPS	Difference
Max Drawdown Largest peak-to-trough decline	-64.20%	-54.43%	-9.77%
Max Drawdown (1Y) Largest decline over 1 year	-9.14%	-8.39%	-0.75%
Max Drawdown (3Y) Largest decline over 3 years	-12.23%	-17.65%	+5.42%
Max Drawdown (5Y) Largest decline over 5 years	-23.40%	-23.55%	+0.15%
Max Drawdown (10Y) Largest decline over 10 years	-40.75%	-35.79%	-4.96%
Current Drawdown Current decline from peak	-0.31%	-0.70%	+0.39%
Average Drawdown Average peak-to-trough decline	-15.06%	-7.61%	-7.45%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.62%	1.95%	+0.67%

Volatility

DTH vs. EPS - Volatility Comparison

The current volatility for WisdomTree International High Dividend Fund (DTH) is 3.20%, while WisdomTree U.S. LargeCap Fund (EPS) has a volatility of 3.37%. This indicates that DTH experiences smaller price fluctuations and is considered to be less risky than EPS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DTH	EPS	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.20%	3.37%	-0.17%
Volatility (6M) Calculated over the trailing 6-month period	11.06%	9.75%	+1.31%
Volatility (1Y) Calculated over the trailing 1-year period	13.00%	12.24%	+0.76%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.18%	16.11%	-0.93%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.63%	17.64%	-1.01%

DTH vs. EPS - Expense Ratio Comparison

DTH has a 0.58% expense ratio, which is higher than EPS's 0.08% expense ratio.

Dividends

DTH vs. EPS - Dividend Comparison

DTH's dividend yield for the trailing twelve months is around 3.79%, more than EPS's 1.14% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
EPS WisdomTree U.S. LargeCap Fund	1.14%	1.26%	1.47%	1.73%	1.95%	1.51%	1.85%	1.70%	2.02%	1.59%	1.99%	2.15%

Frequently Asked Questions

Can I hold both DTH and EPS in my portfolio?

DTH and EPS have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DTH or EPS?

EPS has higher volatility (3.37%) compared to DTH (3.20%). In terms of maximum drawdown, DTH dropped -64.20% vs EPS's -54.43%.

Which ETF is better, DTH or EPS?

On 10-year performance, EPS leads with 14.64% vs 9.45% for DTH. On fees, EPS is cheaper at 0.08% 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, DTH or EPS?

Over the 10-year period, EPS has performed better with a 14.64% return vs 9.45%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DTH or EPS?

EPS is cheaper with a 0.08% expense ratio, compared with 0.58% for DTH.

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

DTH has the higher dividend yield at 3.79%, compared with 1.14% for EPS.

What is the main difference between DTH and EPS?

DTH is categorized as Foreign Large Cap Equities, while EPS is Large Cap Value Equities. DTH tracks WisdomTree International High Dividend Index, while EPS tracks WisdomTree U.S. LargeCap Index. Their fees differ too: 0.58% for DTH and 0.08% for EPS.

Which has better risk-adjusted returns?

DTH currently has the higher Sharpe Ratio (2.27 vs 1.77), 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.