DTH vs. IDHQ
DTH (WisdomTree International High Dividend Fund) and IDHQ (Invesco S&P International Developed High Quality ETF) are both Foreign Large Cap Equities funds - DTH tracks the WisdomTree International High Dividend Index while IDHQ tracks the IDHQ-US - S&P Quality Developed Ex-U.S. LargeMidCap Index. Both are passively managed. Over the past 10 years, DTH returned 9.06%/yr vs 10.57%/yr for IDHQ. A 0.77 correlation means they provide meaningful diversification when combined. DTH charges 0.58%/yr vs 0.29%/yr for IDHQ.
Performance
DTH vs. IDHQ - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, DTH achieves a 10.55% return, which is significantly lower than IDHQ's 24.45% return. Over the past 10 years, DTH has underperformed IDHQ with an annualized return of 9.06%, while IDHQ has yielded a comparatively higher 10.57% annualized return.
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%
IDHQ
- 1D
- -0.58%
- 1M
- 2.11%
- 6M
- 18.55%
- YTD
- 24.45%
- 1Y
- 35.69%
- 3Y*
- 18.93%
- 5Y*
- 9.58%
- 10Y*
- 10.57%
DTH vs. IDHQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
IDHQ Invesco S&P International Developed High Quality ETF | 24.45% | 27.46% | 1.33% | 18.80% | -20.23% | 11.38% | 16.09% | 29.58% | -13.38% | 28.16% |
Correlation
The correlation between DTH and IDHQ is 0.77, 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 | 0.77 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.77 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.81 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.78 |
Correlation (All Time) Calculated using the full available price history since Jun 13, 2007 | 0.77 |
The correlation between DTH and IDHQ has been stable across timeframes, ranging from 0.77 to 0.81 - a consistent structural relationship.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
DTH vs. IDHQ — Risk / Return Rank
DTH
IDHQ
DTH vs. IDHQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree International High Dividend Fund (DTH) and Invesco S&P International Developed High Quality ETF (IDHQ). 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.
| DTH | IDHQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.19 | ||
| Sortino ratioReturn per unit of downside risk | +0.20 | ||
| Omega ratioGain probability vs. loss probability | 1.34 | 1.32 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.74 | 2.67 | +0.07 |
| Martin ratioReturn relative to average drawdown | 9.43 | 10.49 | -1.06 |
Loading charts...
Drawdowns
DTH vs. IDHQ - Drawdown Comparison
The maximum DTH drawdown since its inception was -64.20%, smaller than the maximum IDHQ drawdown of -73.84%. Use the drawdown chart below to compare losses from any high point for DTH and IDHQ.
Loading charts...
Drawdown Indicators
| DTH | IDHQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.20% | -73.84% | +9.64% |
Max Drawdown (1Y)Largest decline over 1 year | -9.14% | -13.44% | +4.30% |
Max Drawdown (3Y)Largest decline over 3 years | -12.23% | -14.07% | +1.84% |
Max Drawdown (5Y)Largest decline over 5 years | -23.40% | -33.54% | +10.14% |
Max Drawdown (10Y)Largest decline over 10 years | -40.75% | -33.54% | -7.21% |
Current DrawdownCurrent decline from peak | -0.92% | -2.19% | +1.27% |
Average DrawdownAverage peak-to-trough decline | -15.09% | -21.07% | +5.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.65% | 3.41% | -0.76% |
Volatility
DTH vs. IDHQ - Volatility Comparison
The current volatility for WisdomTree International High Dividend Fund (DTH) is 3.36%, while Invesco S&P International Developed High Quality ETF (IDHQ) has a volatility of 5.74%. This indicates that DTH experiences smaller price fluctuations and is considered to be less risky than IDHQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| DTH | IDHQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.36% | 5.74% | -2.38% |
Volatility (6M)Calculated over the trailing 6-month period | 11.15% | 18.89% | -7.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.04% | 20.74% | -7.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.19% | 17.84% | -2.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.63% | 17.96% | -1.33% |
DTH vs. IDHQ - Expense Ratio Comparison
DTH has a 0.58% expense ratio, which is higher than IDHQ's 0.29% expense ratio.
Dividends
DTH vs. IDHQ - Dividend Comparison
DTH's dividend yield for the trailing twelve months is around 3.93%, more than IDHQ's 2.03% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
IDHQ Invesco S&P International Developed High Quality ETF | 2.03% | 2.46% | 2.41% | 2.52% | 3.33% | 2.10% | 1.60% | 2.10% | 2.67% | 1.68% | 2.36% | 1.71% |
Frequently Asked Questions
DTH and IDHQ have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IDHQ has higher volatility (5.74%) compared to DTH (3.36%). In terms of maximum drawdown, DTH dropped -64.20% vs IDHQ's -73.84%.
On 10-year performance, IDHQ leads with 10.57% vs 9.06% for DTH. On fees, IDHQ is cheaper at 0.29% 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, IDHQ has performed better with a 10.57% return vs 9.06%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
IDHQ is cheaper with a 0.29% expense ratio, compared with 0.58% for DTH.
DTH has the higher dividend yield at 3.93%, compared with 2.03% for IDHQ.
DTH tracks WisdomTree International High Dividend Index, while IDHQ tracks IDHQ-US - S&P Quality Developed Ex-U.S. LargeMidCap Index. They also come from different issuers: WisdomTree and Invesco. Their fees differ too: 0.58% for DTH and 0.29% for IDHQ.
DTH currently has the higher Sharpe Ratio (1.92 vs 1.73), 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.
Find the right allocation for DTH and IDHQ
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer