DTH vs. EPS
Compare and contrast key facts about WisdomTree International High Dividend Fund (DTH) and WisdomTree U.S. LargeCap Fund (EPS).
DTH and EPS are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. EPS is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree U.S. Large Cap Index. It was launched on Feb 23, 2007. Both DTH and EPS are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DTH or EPS.
Key characteristics
| DTH | EPS | |
|---|---|---|
| YTD Return | 1.58% | 26.62% |
| 1Y Return | 8.74% | 34.65% |
| 3Y Return (Ann) | 4.96% | 10.21% |
| 5Y Return (Ann) | 3.71% | 14.21% |
| 10Y Return (Ann) | 3.05% | 12.35% |
| Sharpe Ratio | 0.90 | 3.23 |
| Sortino Ratio | 1.28 | 4.36 |
| Omega Ratio | 1.16 | 1.62 |
| Calmar Ratio | 1.24 | 4.76 |
| Martin Ratio | 4.23 | 22.30 |
| Ulcer Index | 2.73% | 1.67% |
| Daily Std Dev | 12.85% | 11.51% |
| Max Drawdown | -64.20% | -54.43% |
| Current Drawdown | -9.33% | -0.37% |
Correlation
The correlation between DTH and EPS is 0.75, 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.
Performance
DTH vs. EPS - Performance Comparison
In the year-to-date period, DTH achieves a 1.58% return, which is significantly lower than EPS's 26.62% return. Over the past 10 years, DTH has underperformed EPS with an annualized return of 3.05%, while EPS has yielded a comparatively higher 12.35% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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DTH vs. EPS - Expense Ratio Comparison
DTH has a 0.58% expense ratio, which is higher than EPS's 0.08% expense ratio.
Risk-Adjusted Performance
DTH vs. EPS - 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. 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.
Dividends
DTH vs. EPS - Dividend Comparison
DTH's dividend yield for the trailing twelve months is around 5.37%, more than EPS's 1.42% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DTH WisdomTree International High Dividend Fund | 5.37% | 5.63% | 5.70% | 4.72% | 3.76% | 4.27% | 4.62% | 3.71% | 4.14% | 4.38% | 5.95% | 3.86% |
EPS WisdomTree U.S. LargeCap Fund | 1.42% | 1.73% | 1.96% | 1.51% | 1.85% | 1.70% | 2.02% | 1.59% | 1.99% | 2.15% | 1.66% | 1.63% |
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. For additional features, visit the drawdowns tool.
Volatility
DTH vs. EPS - Volatility Comparison
WisdomTree International High Dividend Fund (DTH) has a higher volatility of 4.19% compared to WisdomTree U.S. LargeCap Fund (EPS) at 3.87%. This indicates that DTH's price experiences larger fluctuations and is considered to be riskier than EPS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.