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DTH vs. HDV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

DTH vs. HDV

Last updated Jul 17, 2026
Documentation

DTH (WisdomTree International High Dividend Fund) and HDV (iShares Core High Dividend ETF) are both exchange-traded funds - DTH is a Foreign Large Cap Equities fund tracking the WisdomTree International High Dividend Index, while HDV is a Dividend fund tracking the Morningstar Dividend Yield Focus Index. Both are passively managed. Over the past 10 years, DTH returned 9.06%/yr vs 9.28%/yr for HDV. A 0.67 correlation means they provide meaningful diversification when combined. DTH charges 0.58%/yr vs 0.08%/yr for HDV.

Performance

DTH vs. HDV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree International High Dividend Fund (DTH) and iShares Core High Dividend ETF (HDV). 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 10.55% return, which is significantly lower than HDV's 18.49% return. Both investments have delivered pretty close results over the past 10 years, with DTH having a 9.06% annualized return and HDV not far ahead at 9.28%.

DTH

1D
-0.22%
1M
0.36%
6M
8.83%
YTD
10.55%
1Y
24.95%
3Y*
19.01%
5Y*
12.80%
10Y*
9.06%

HDV

1D
2.57%
1M
3.57%
6M
13.53%
YTD
18.49%
1Y
23.14%
3Y*
16.44%
5Y*
11.92%
10Y*
9.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DTH vs. HDV - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
DTH
WisdomTree International High Dividend Fund		10.55%42.37%2.31%15.03%-1.74%8.30%-7.05%18.43%-12.85%21.10%
HDV
iShares Core High Dividend ETF		18.49%11.90%14.16%1.72%7.05%19.45%-6.48%20.22%-3.01%13.40%

Correlation

The correlation between DTH and HDV is 0.36, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.36

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

0.47

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

0.58

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

0.63

Correlation (All Time)
Calculated using the full available price history since Mar 31, 2011

0.67

Over the past year, the correlation between DTH and HDV has dropped to 0.36 - well below their long-term average of 0.67, suggesting their price drivers have been diverging.

DTH vs. HDV - Sectors Allocation Comparison

Sectors
DTH
HDV

Financial Services

21.1%
4.8%

Industrials

12.9%
3.6%

Utilities

10.7%
8.2%

Energy

9.0%
19.6%

Consumer Defensive

8.0%
24.5%

Basic Materials

7.9%
0.8%

Communication Services

7.0%
5.2%

Real Estate

5.3%

-

Consumer Cyclical

4.9%
9.2%

Healthcare

3.5%
23.7%

Technology

1.4%
0.2%

Financial Services

DTH
21.1%
HDV
4.8%

Industrials

DTH
12.9%
HDV
3.6%

Utilities

DTH
10.7%
HDV
8.2%

Energy

DTH
9.0%
HDV
19.6%

Consumer Defensive

DTH
8.0%
HDV
24.5%

Basic Materials

DTH
7.9%
HDV
0.8%

Communication Services

DTH
7.0%
HDV
5.2%

Real Estate

DTH
5.3%
HDV

-

Consumer Cyclical

DTH
4.9%
HDV
9.2%

Healthcare

DTH
3.5%
HDV
23.7%

Technology

DTH
1.4%
HDV
0.2%

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 Core High Dividend ETF

Often compared with DTH:
DTH vs. PIDDTH vs. LVHIDTH vs. VYMIDTH vs. IDVDTH vs. EPSDTH vs. DGRWDTH vs. VEU
Often compared with HDV:
HDV vs. SCHDHDV vs. VYMHDV vs. SPYDHDV vs. DGROHDV vs. DVYHDV vs. VIGHDV vs. SPY

Return for Risk

DTH vs. HDV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
DTH
DTH Risk / Return Rank: 7272
Overall Rank
DTH Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
DTH Sortino Ratio Rank: 7575
Sortino Ratio Rank
DTH Omega Ratio Rank: 7373
Omega Ratio Rank
DTH Calmar Ratio Rank: 6868
Calmar Ratio Rank
DTH Martin Ratio Rank: 6666
Martin Ratio Rank
HDV
HDV Risk / Return Rank: 8585
Overall Rank
HDV Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
HDV Sortino Ratio Rank: 8888
Sortino Ratio Rank
HDV Omega Ratio Rank: 8181
Omega Ratio Rank
HDV Calmar Ratio Rank: 9191
Calmar Ratio Rank
HDV Martin Ratio Rank: 8181
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. HDV - Risk-Adjusted Trends Comparison

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

DTHHDVDifference
Sharpe ratioReturn per unit of total volatility
1.92
2.17

-0.25

Sortino ratioReturn per unit of downside risk
2.68
3.28

-0.60

Omega ratioGain probability vs. loss probability

1.34

1.38

-0.04

Calmar ratioReturn relative to maximum drawdown

2.74

4.49

-1.75

Martin ratioReturn relative to average drawdown

9.43

12.27

-2.83

DTH vs. HDV - Sharpe Ratio Comparison

The current DTH Sharpe Ratio is 1.92, which is comparable to the HDV Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of DTH and HDV, 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. HDV - Drawdown Comparison

The maximum DTH drawdown since its inception was -64.20%, which is greater than HDV's maximum drawdown of -37.04%. Use the drawdown chart below to compare losses from any high point for DTH and HDV.

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Drawdown Indicators

DTHHDVDifference

Max Drawdown

Largest peak-to-trough decline

-64.20%

-37.04%

-27.16%

Max Drawdown (1Y)

Largest decline over 1 year

-9.14%

-5.18%

-3.96%

Max Drawdown (3Y)

Largest decline over 3 years

-12.23%

-10.49%

-1.74%

Max Drawdown (5Y)

Largest decline over 5 years

-23.40%

-15.42%

-7.98%

Max Drawdown (10Y)

Largest decline over 10 years

-40.75%

-37.04%

-3.71%

Current Drawdown

Current decline from peak

-0.92%

0.00%

-0.92%

Average Drawdown

Average peak-to-trough decline

-15.09%

-3.07%

-12.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.65%

1.89%

+0.76%

Volatility

DTH vs. HDV - Volatility Comparison

The current volatility for WisdomTree International High Dividend Fund (DTH) is 3.36%, while iShares Core High Dividend ETF (HDV) has a volatility of 5.12%. This indicates that DTH experiences smaller price fluctuations and is considered to be less risky than HDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

DTHHDVDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.36%

5.12%

-1.76%

Volatility (6M)

Calculated over the trailing 6-month period

11.15%

8.63%

+2.52%

Volatility (1Y)

Calculated over the trailing 1-year period

13.04%

10.72%

+2.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.19%

12.95%

+2.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.63%

15.77%

+0.86%

DTH vs. HDV - Expense Ratio Comparison

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

Dividends

DTH vs. HDV - Dividend Comparison

DTH's dividend yield for the trailing twelve months is around 3.93%, more than HDV's 3.11% yield.

PositionTTM20252024202320222021202020192018201720162015
DTH
WisdomTree International High Dividend Fund		3.93%3.80%5.41%5.63%5.70%4.72%3.75%4.27%4.62%3.72%4.14%4.38%
HDV
iShares Core High Dividend ETF		3.11%3.22%3.67%3.82%3.56%3.47%4.07%3.27%3.67%3.27%3.28%3.92%

Frequently Asked Questions

DTH and HDV have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HDV has higher volatility (5.12%) compared to DTH (3.36%). In terms of maximum drawdown, DTH dropped -64.20% vs HDV's -37.04%.

On 10-year performance, HDV leads with 9.28% vs 9.06% for DTH. On fees, HDV is cheaper at 0.08% per year. On volatility, DTH has been the lower-risk option at 3.36%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, HDV has performed better with a 9.28% return vs 9.06%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

DTH has the higher dividend yield at 3.93%, compared with 3.11% for HDV.

DTH is categorized as Foreign Large Cap Equities, while HDV is Dividend. DTH tracks WisdomTree International High Dividend Index, while HDV tracks Morningstar Dividend Yield Focus Index. They also come from different issuers: WisdomTree and iShares. Their fees differ too: 0.58% for DTH and 0.08% for HDV.

HDV currently has the higher Sharpe Ratio (2.17 vs 1.92), 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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