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DTH vs. EUFN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

DTH vs. EUFN

Last updated Jun 13, 2026

DTH (WisdomTree International High Dividend Fund) and EUFN (iShares MSCI Europe Financials ETF) are both exchange-traded funds - DTH is a Foreign Large Cap Equities fund tracking the WisdomTree International High Dividend Index, while EUFN is a Financials Equities fund tracking the MSCI Europe Financials Index. Both are passively managed. Over the past 10 years, DTH returned 9.50%/yr vs 13.48%/yr for EUFN. Their correlation of 0.86 suggests significant overlap in exposure. DTH charges 0.58%/yr vs 0.48%/yr for EUFN.

Performance

DTH vs. EUFN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree International High Dividend Fund (DTH) and iShares MSCI Europe Financials ETF (EUFN). 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 higher than EUFN's 4.75% return. Over the past 10 years, DTH has underperformed EUFN with an annualized return of 9.50%, while EUFN has yielded a comparatively higher 13.48% 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%

EUFN

1D
1.20%
1M
3.43%
YTD
4.75%
6M
9.10%
1Y
28.57%
3Y*
32.04%
5Y*
18.43%
10Y*
13.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DTH vs. EUFN - 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%
EUFN
iShares MSCI Europe Financials ETF		4.75%65.73%17.20%26.15%-8.78%19.13%-8.55%20.73%-23.14%26.94%

Correlation

The correlation between DTH and EUFN is 0.86, 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

0.86

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

0.88

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

0.88

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

0.86

Correlation (All Time)
Calculated using the full available price history since Feb 3, 2010

0.86

The correlation between DTH and EUFN has been stable across timeframes, ranging from 0.86 to 0.88 - a consistent structural relationship.

DTH vs. EUFN - Sectors Allocation Comparison

Sectors
DTH
EUFN

Financial Services

21.1%
97.1%

Industrials

13.0%
0.4%

Utilities

10.7%

-

Energy

9.0%

-

Consumer Defensive

8.1%

-

Basic Materials

7.9%

-

Communication Services

7.0%

-

Real Estate

5.2%

-

Consumer Cyclical

5.0%
0.2%

Healthcare

3.4%

-

Technology

1.3%
1.0%

Financial Services

DTH
21.1%
EUFN
97.1%

Industrials

DTH
13.0%
EUFN
0.4%

Utilities

DTH
10.7%
EUFN

-

Energy

DTH
9.0%
EUFN

-

Consumer Defensive

DTH
8.1%
EUFN

-

Basic Materials

DTH
7.9%
EUFN

-

Communication Services

DTH
7.0%
EUFN

-

Real Estate

DTH
5.2%
EUFN

-

Consumer Cyclical

DTH
5.0%
EUFN
0.2%

Healthcare

DTH
3.4%
EUFN

-

Technology

DTH
1.3%
EUFN
1.0%

Compare stocks, funds, or ETFs

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WisdomTree International High Dividend Fund

iShares MSCI Europe Financials ETF

Often compared with DTH:
DTH vs. PIDDTH vs. LVHIDTH vs. VYMIDTH vs. IDVDTH vs. EPSDTH vs. DGRWDTH vs. VEU
Often compared with EUFN:
EUFN vs. XLFEUFN vs. FDDEUFN vs. SPYEUFN vs. GSIBEUFN vs. EURLEUFN vs. IEUREUFN vs. EIRL

Return for Risk

DTH vs. EUFN — 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
EUFN
EUFN Risk / Return Rank: 4242
Overall Rank
EUFN Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
EUFN Sortino Ratio Rank: 4242
Sortino Ratio Rank
EUFN Omega Ratio Rank: 3939
Omega Ratio Rank
EUFN Calmar Ratio Rank: 4141
Calmar Ratio Rank
EUFN Martin Ratio Rank: 4444
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. EUFN - Risk-Adjusted Trends Comparison

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

DTHEUFNDifference
Sharpe ratioReturn per unit of total volatility
1.96
1.31

+0.65

Sortino ratioReturn per unit of downside risk
2.71
1.92

+0.79

Omega ratioGain probability vs. loss probability

1.35

1.23

+0.12

Calmar ratioReturn relative to maximum drawdown

2.79

1.79

+1.01

Martin ratioReturn relative to average drawdown

10.07

6.24

+3.83

DTH vs. EUFN - Sharpe Ratio Comparison

The current DTH Sharpe Ratio is 1.96, which is higher than the EUFN Sharpe Ratio of 1.31. The chart below compares the historical Sharpe Ratios of DTH and EUFN, 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. EUFN - Drawdown Comparison

The maximum DTH drawdown since its inception was -64.20%, which is greater than EUFN's maximum drawdown of -53.25%. Use the drawdown chart below to compare losses from any high point for DTH and EUFN.

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Drawdown Indicators

DTHEUFNDifference

Max Drawdown

Largest peak-to-trough decline

-64.20%

-53.25%

-10.95%

Max Drawdown (1Y)

Largest decline over 1 year

-9.14%

-14.77%

+5.63%

Max Drawdown (3Y)

Largest decline over 3 years

-12.23%

-15.95%

+3.72%

Max Drawdown (5Y)

Largest decline over 5 years

-23.40%

-35.15%

+11.75%

Max Drawdown (10Y)

Largest decline over 10 years

-40.75%

-53.25%

+12.50%

Current Drawdown

Current decline from peak

-1.64%

-0.10%

-1.54%

Average Drawdown

Average peak-to-trough decline

-15.14%

-14.53%

-0.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.53%

4.23%

-1.70%

Volatility

DTH vs. EUFN - Volatility Comparison

The current volatility for WisdomTree International High Dividend Fund (DTH) is 4.33%, while iShares MSCI Europe Financials ETF (EUFN) has a volatility of 6.96%. This indicates that DTH experiences smaller price fluctuations and is considered to be less risky than EUFN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

DTHEUFNDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.33%

6.96%

-2.63%

Volatility (6M)

Calculated over the trailing 6-month period

10.81%

17.05%

-6.24%

Volatility (1Y)

Calculated over the trailing 1-year period

13.04%

20.17%

-7.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.22%

21.88%

-6.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.05%

24.53%

-7.48%

DTH vs. EUFN - Expense Ratio Comparison

DTH has a 0.58% expense ratio, which is higher than EUFN's 0.48% expense ratio.

Dividends

DTH vs. EUFN - Dividend Comparison

DTH's dividend yield for the trailing twelve months is around 3.39%, which matches EUFN's 3.41% 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%
EUFN
iShares MSCI Europe Financials ETF		3.41%3.57%5.36%5.00%4.24%4.15%1.38%4.55%6.48%3.04%4.03%3.65%

Frequently Asked Questions

DTH and EUFN have a correlation of 0.86, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EUFN has higher volatility (6.96%) compared to DTH (4.33%). In terms of maximum drawdown, DTH dropped -64.20% vs EUFN's -53.25%.

On 10-year performance, EUFN leads with 13.48% vs 9.50% for DTH. On fees, EUFN is cheaper at 0.48% 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, EUFN has performed better with a 13.48% return vs 9.50%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

EUFN is cheaper with a 0.48% expense ratio, compared with 0.58% for DTH.

EUFN has the higher dividend yield at 3.41%, compared with 3.39% for DTH.

DTH is categorized as Foreign Large Cap Equities, while EUFN is Financials Equities. DTH tracks WisdomTree International High Dividend Index, while EUFN tracks MSCI Europe Financials Index. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.58% for DTH and 0.48% for EUFN.

DTH currently has the higher Sharpe Ratio (1.96 vs 1.31), 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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