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DTH vs. EPU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

DTH vs. EPU

Last updated Jun 13, 2026

DTH (WisdomTree International High Dividend Fund) and EPU (iShares MSCI Peru ETF) are both exchange-traded funds - DTH is a Foreign Large Cap Equities fund tracking the WisdomTree International High Dividend Index, while EPU is a Mid Cap Blend Equities fund tracking the MSCI All Peru Capped Index. Both are passively managed. Over the past 10 years, DTH returned 9.50%/yr vs 15.16%/yr for EPU. A 0.58 correlation means they provide meaningful diversification when combined. DTH charges 0.58%/yr vs 0.59%/yr for EPU.

Performance

DTH vs. EPU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree International High Dividend Fund (DTH) and iShares MSCI Peru ETF (EPU). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DTH achieves a 9.75% return, which is significantly lower than EPU's 21.02% return. Over the past 10 years, DTH has underperformed EPU with an annualized return of 9.50%, while EPU has yielded a comparatively higher 15.16% annualized return.

DTH

1D
0.23%
1M
-0.12%
YTD
9.75%
6M
12.10%
1Y
26.53%
3Y*
19.94%
5Y*
11.78%
10Y*
9.50%

EPU

1D
2.12%
1M
4.37%
YTD
21.02%
6M
26.87%
1Y
85.51%
3Y*
46.38%
5Y*
28.15%
10Y*
15.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DTH vs. EPU - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
DTH
WisdomTree International High Dividend Fund		9.75%42.37%2.31%15.03%-1.74%8.30%-7.05%18.43%-12.85%21.10%
EPU
iShares MSCI Peru ETF		21.02%86.87%21.73%25.34%2.05%-11.81%-4.31%7.30%-12.17%29.70%

Correlation

The correlation between DTH and EPU is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.58

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

0.60

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

0.62

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

0.59

Correlation (All Time)
Calculated using the full available price history since Jun 22, 2009

0.58

The correlation between DTH and EPU has been stable across timeframes, ranging from 0.58 to 0.62 - a consistent structural relationship.

DTH vs. EPU - Sectors Allocation Comparison

Sectors
DTH
EPU

Financial Services

21.1%
28.8%

Industrials

13.0%
2.8%

Utilities

10.7%
2.8%

Energy

9.0%

-

Consumer Defensive

8.1%
3.0%

Basic Materials

7.9%
52.7%

Communication Services

7.0%
1.6%

Real Estate

5.2%
3.2%

Consumer Cyclical

5.0%
4.1%

Healthcare

3.4%
1.2%

Technology

1.3%

-

Financial Services

DTH
21.1%
EPU
28.8%

Industrials

DTH
13.0%
EPU
2.8%

Utilities

DTH
10.7%
EPU
2.8%

Energy

DTH
9.0%
EPU

-

Consumer Defensive

DTH
8.1%
EPU
3.0%

Basic Materials

DTH
7.9%
EPU
52.7%

Communication Services

DTH
7.0%
EPU
1.6%

Real Estate

DTH
5.2%
EPU
3.2%

Consumer Cyclical

DTH
5.0%
EPU
4.1%

Healthcare

DTH
3.4%
EPU
1.2%

Technology

DTH
1.3%
EPU

-

Compare stocks, funds, or ETFs

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

WisdomTree International High Dividend Fund

iShares MSCI Peru ETF

Often compared with DTH:
DTH vs. PIDDTH vs. LVHIDTH vs. VYMIDTH vs. IDVDTH vs. EPSDTH vs. DGRWDTH vs. VEU
Often compared with EPU:
EPU vs. ECHEPU vs. ILFEPU vs. ARGTEPU vs. EISEPU vs. EVXEPU vs. EWSEPU vs. EPI

Return for Risk

DTH vs. EPU — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
DTH
DTH Risk / Return Rank: 6666
Overall Rank
DTH Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
DTH Sortino Ratio Rank: 6868
Sortino Ratio Rank
DTH Omega Ratio Rank: 6767
Omega Ratio Rank
DTH Calmar Ratio Rank: 6464
Calmar Ratio Rank
DTH Martin Ratio Rank: 6363
Martin Ratio Rank
EPU
EPU Risk / Return Rank: 8282
Overall Rank
EPU Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
EPU Sortino Ratio Rank: 8181
Sortino Ratio Rank
EPU Omega Ratio Rank: 8383
Omega Ratio Rank
EPU Calmar Ratio Rank: 8585
Calmar Ratio Rank
EPU Martin Ratio Rank: 7272
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.

DTH vs. EPU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree International High Dividend Fund (DTH) and iShares MSCI Peru ETF (EPU). 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.

DTHEPUDifference
Sharpe ratioReturn per unit of total volatility
1.96
2.73

-0.77

Sortino ratioReturn per unit of downside risk
2.71
3.14

-0.43

Omega ratioGain probability vs. loss probability

1.35

1.43

-0.08

Calmar ratioReturn relative to maximum drawdown

2.79

4.07

-1.27

Martin ratioReturn relative to average drawdown

10.07

11.73

-1.66

DTH vs. EPU - Sharpe Ratio Comparison

The current DTH Sharpe Ratio is 1.96, which is comparable to the EPU Sharpe Ratio of 2.73. The chart below compares the historical Sharpe Ratios of DTH and EPU, 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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Drawdowns

DTH vs. EPU - Drawdown Comparison

The maximum DTH drawdown since its inception was -64.20%, which is greater than EPU's maximum drawdown of -60.62%. Use the drawdown chart below to compare losses from any high point for DTH and EPU.

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Drawdown Indicators

DTHEPUDifference

Max Drawdown

Largest peak-to-trough decline

-64.20%

-60.62%

-3.58%

Max Drawdown (1Y)

Largest decline over 1 year

-9.14%

-20.85%

+11.71%

Max Drawdown (3Y)

Largest decline over 3 years

-12.23%

-20.85%

+8.62%

Max Drawdown (5Y)

Largest decline over 5 years

-23.40%

-35.59%

+12.19%

Max Drawdown (10Y)

Largest decline over 10 years

-40.75%

-50.97%

+10.22%

Current Drawdown

Current decline from peak

-1.64%

-6.69%

+5.05%

Average Drawdown

Average peak-to-trough decline

-15.14%

-18.81%

+3.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.53%

7.22%

-4.69%

Volatility

DTH vs. EPU - Volatility Comparison

The current volatility for WisdomTree International High Dividend Fund (DTH) is 4.33%, while iShares MSCI Peru ETF (EPU) has a volatility of 13.52%. This indicates that DTH experiences smaller price fluctuations and is considered to be less risky than EPU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

DTHEPUDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.33%

13.52%

-9.19%

Volatility (6M)

Calculated over the trailing 6-month period

10.81%

26.94%

-16.13%

Volatility (1Y)

Calculated over the trailing 1-year period

13.04%

31.04%

-18.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.22%

25.11%

-9.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.05%

23.64%

-6.59%

DTH vs. EPU - Expense Ratio Comparison

DTH has a 0.58% expense ratio, which is lower than EPU's 0.59% expense ratio.

Dividends

DTH vs. EPU - Dividend Comparison

DTH's dividend yield for the trailing twelve months is around 3.39%, more than EPU's 1.35% yield.

PositionTTM20252024202320222021202020192018201720162015
DTH
WisdomTree International High Dividend Fund		3.39%3.80%5.41%5.63%5.70%4.72%3.75%4.27%4.62%3.72%4.14%4.38%
EPU
iShares MSCI Peru ETF		1.35%1.63%5.78%4.17%5.56%3.13%1.91%2.67%1.53%3.30%0.85%1.90%

Frequently Asked Questions

DTH and EPU have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EPU has higher volatility (13.52%) compared to DTH (4.33%). In terms of maximum drawdown, DTH dropped -64.20% vs EPU's -60.62%.

On 10-year performance, EPU leads with 15.16% vs 9.50% for DTH. On fees, DTH is cheaper at 0.58% per year. On volatility, DTH has been the lower-risk option at 4.33%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, EPU has performed better with a 15.16% return vs 9.50%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DTH is cheaper with a 0.58% expense ratio, compared with 0.59% for EPU.

DTH has the higher dividend yield at 3.39%, compared with 1.35% for EPU.

DTH is categorized as Foreign Large Cap Equities, while EPU is Mid Cap Blend Equities. DTH tracks WisdomTree International High Dividend Index, while EPU tracks MSCI All Peru Capped Index. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.58% for DTH and 0.59% for EPU.

EPU currently has the higher Sharpe Ratio (2.73 vs 1.96), 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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