DTH vs. FDEV
Compare and contrast key facts about WisdomTree International High Dividend Fund (DTH) and Fidelity International Multifactor ETF (FDEV).
DTH and FDEV 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. FDEV is a passively managed fund by Fidelity that tracks the performance of the Fidelity Targeted International Factor Index. It was launched on Feb 26, 2019. Both DTH and FDEV are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
DTH vs. FDEV - Performance Comparison
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DTH vs. FDEV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
DTH WisdomTree International High Dividend Fund | 5.14% | 42.37% | 2.31% | 15.03% | -1.74% | 8.30% | -7.05% | 8.92% |
FDEV Fidelity International Multifactor ETF | 3.83% | 30.36% | 5.84% | 13.37% | -16.54% | 11.00% | 5.49% | 10.06% |
Returns By Period
In the year-to-date period, DTH achieves a 5.14% return, which is significantly higher than FDEV's 3.83% return.
DTH
- 1D
- 2.50%
- 1M
- -5.77%
- YTD
- 5.14%
- 6M
- 11.30%
- 1Y
- 32.52%
- 3Y*
- 18.37%
- 5Y*
- 11.97%
- 10Y*
- 8.80%
FDEV
- 1D
- 2.35%
- 1M
- -4.83%
- YTD
- 3.83%
- 6M
- 9.22%
- 1Y
- 25.14%
- 3Y*
- 14.97%
- 5Y*
- 7.95%
- 10Y*
- —
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DTH vs. FDEV - Expense Ratio Comparison
DTH has a 0.58% expense ratio, which is higher than FDEV's 0.39% expense ratio.
Return for Risk
DTH vs. FDEV — Risk / Return Rank
DTH
FDEV
DTH vs. FDEV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree International High Dividend Fund (DTH) and Fidelity International Multifactor ETF (FDEV). 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.
| DTH | FDEV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.11 | 1.73 | +0.39 |
Sortino ratioReturn per unit of downside risk | 2.72 | 2.41 | +0.31 |
Omega ratioGain probability vs. loss probability | 1.42 | 1.35 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 2.82 | 2.85 | -0.03 |
Martin ratioReturn relative to average drawdown | 12.31 | 11.64 | +0.67 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DTH | FDEV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.11 | 1.73 | +0.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.80 | 0.58 | +0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.24 | 0.53 | -0.30 |
Correlation
The correlation between DTH and FDEV is 0.86, 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.
Dividends
DTH vs. FDEV - Dividend Comparison
DTH's dividend yield for the trailing twelve months is around 3.54%, more than FDEV's 2.83% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DTH WisdomTree International High Dividend Fund | 3.54% | 3.80% | 5.41% | 5.63% | 5.70% | 4.72% | 3.75% | 4.27% | 4.62% | 3.72% | 4.14% | 4.38% |
FDEV Fidelity International Multifactor ETF | 2.83% | 2.86% | 2.99% | 2.80% | 2.65% | 2.81% | 1.88% | 2.73% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
DTH vs. FDEV - Drawdown Comparison
The maximum DTH drawdown since its inception was -64.20%, which is greater than FDEV's maximum drawdown of -30.11%. Use the drawdown chart below to compare losses from any high point for DTH and FDEV.
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Drawdown Indicators
| DTH | FDEV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.20% | -30.11% | -34.09% |
Max Drawdown (1Y)Largest decline over 1 year | -11.30% | -8.67% | -2.63% |
Max Drawdown (5Y)Largest decline over 5 years | -23.40% | -29.02% | +5.62% |
Max Drawdown (10Y)Largest decline over 10 years | -40.75% | — | — |
Current DrawdownCurrent decline from peak | -5.77% | -4.83% | -0.94% |
Average DrawdownAverage peak-to-trough decline | -15.28% | -6.38% | -8.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.59% | 2.13% | +0.46% |
Volatility
DTH vs. FDEV - Volatility Comparison
WisdomTree International High Dividend Fund (DTH) and Fidelity International Multifactor ETF (FDEV) have volatilities of 6.31% and 6.22%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DTH | FDEV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.31% | 6.22% | +0.09% |
Volatility (6M)Calculated over the trailing 6-month period | 9.31% | 9.15% | +0.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.47% | 14.62% | +0.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.05% | 13.85% | +1.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.06% | 15.38% | +1.68% |