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DTH vs. IDOG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DTH vs. IDOG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree International High Dividend Fund (DTH) and ALPS International Sector Dividend Dogs ETF (IDOG). 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 8.27% return, which is significantly lower than IDOG's 14.02% return. Over the past 10 years, DTH has underperformed IDOG with an annualized return of 8.77%, while IDOG has yielded a comparatively higher 10.99% annualized return.


DTH

1D
-0.96%
1M
0.94%
YTD
8.27%
6M
11.35%
1Y
26.13%
3Y*
19.99%
5Y*
11.48%
10Y*
8.77%

IDOG

1D
-0.47%
1M
3.24%
YTD
14.02%
6M
16.64%
1Y
35.52%
3Y*
21.96%
5Y*
13.36%
10Y*
10.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DTH vs. IDOG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DTH
WisdomTree International High Dividend Fund
8.27%42.37%2.31%15.03%-1.74%8.30%-7.05%18.43%-12.85%21.10%
IDOG
ALPS International Sector Dividend Dogs ETF
14.02%39.94%1.35%23.57%-4.50%11.33%-1.78%21.93%-13.47%25.61%

Correlation

The correlation between DTH and IDOG 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

0.91

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

0.93

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

0.93

Correlation (All Time)
Calculated using the full available price history since Jul 1, 2013

0.93

The correlation between DTH and IDOG has been stable across timeframes, ranging from 0.86 to 0.93 - a consistent structural relationship.

DTH vs. IDOG - Sectors Allocation Comparison


Sectors
DTH
IDOG

Financial Services

21.1%
11.0%

Industrials

13.0%
11.7%

Utilities

10.7%
10.0%

Energy

9.0%
10.7%

Consumer Defensive

8.1%
9.4%

Basic Materials

7.9%
10.0%

Communication Services

7.0%
9.9%

Real Estate

5.2%

-

Consumer Cyclical

5.0%
9.5%

Healthcare

3.4%
9.3%

Technology

1.3%
8.5%

Financial Services

DTH
21.1%
IDOG
11.0%

Industrials

DTH
13.0%
IDOG
11.7%

Utilities

DTH
10.7%
IDOG
10.0%

Energy

DTH
9.0%
IDOG
10.7%

Consumer Defensive

DTH
8.1%
IDOG
9.4%

Basic Materials

DTH
7.9%
IDOG
10.0%

Communication Services

DTH
7.0%
IDOG
9.9%

Real Estate

DTH
5.2%
IDOG

-

Consumer Cyclical

DTH
5.0%
IDOG
9.5%

Healthcare

DTH
3.4%
IDOG
9.3%

Technology

DTH
1.3%
IDOG
8.5%

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Return for Risk

DTH vs. IDOG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DTH
DTH Risk / Return Rank: 5959
Overall Rank
DTH Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
DTH Sortino Ratio Rank: 5959
Sortino Ratio Rank
DTH Omega Ratio Rank: 5959
Omega Ratio Rank
DTH Calmar Ratio Rank: 5858
Calmar Ratio Rank
DTH Martin Ratio Rank: 5959
Martin Ratio Rank

IDOG
IDOG Risk / Return Rank: 8383
Overall Rank
IDOG Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
IDOG Sortino Ratio Rank: 7979
Sortino Ratio Rank
IDOG Omega Ratio Rank: 7676
Omega Ratio Rank
IDOG Calmar Ratio Rank: 9090
Calmar Ratio Rank
IDOG Martin Ratio Rank: 8888
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. IDOG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree International High Dividend Fund (DTH) and ALPS International Sector Dividend Dogs ETF (IDOG). 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.


DTHIDOGDifference

Sharpe ratio

Return per unit of total volatility

2.07

2.68

-0.61

Sortino ratio

Return per unit of downside risk

2.83

3.58

-0.75

Omega ratio

Gain probability vs. loss probability

1.37

1.46

-0.09

Calmar ratio

Return relative to maximum drawdown

2.87

5.51

-2.64

Martin ratio

Return relative to average drawdown

10.60

19.31

-8.71

DTH vs. IDOG - Sharpe Ratio Comparison

The current DTH Sharpe Ratio is 2.07, which is comparable to the IDOG Sharpe Ratio of 2.68. The chart below compares the historical Sharpe Ratios of DTH and IDOG, 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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Sharpe Ratios by Period


DTHIDOGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.07

2.68

-0.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

0.86

-0.10

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.52

0.63

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

0.51

-0.27

Drawdowns

DTH vs. IDOG - Drawdown Comparison

The maximum DTH drawdown since its inception was -64.20%, which is greater than IDOG's maximum drawdown of -37.32%. Use the drawdown chart below to compare losses from any high point for DTH and IDOG.


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Drawdown Indicators


DTHIDOGDifference

Max Drawdown

Largest peak-to-trough decline

-64.20%

-37.32%

-26.88%

Max Drawdown (1Y)

Largest decline over 1 year

-9.14%

-6.47%

-2.67%

Max Drawdown (3Y)

Largest decline over 3 years

-12.23%

-13.92%

+1.69%

Max Drawdown (5Y)

Largest decline over 5 years

-23.40%

-25.31%

+1.91%

Max Drawdown (10Y)

Largest decline over 10 years

-40.75%

-37.32%

-3.43%

Current Drawdown

Current decline from peak

-2.97%

-0.47%

-2.50%

Average Drawdown

Average peak-to-trough decline

-15.16%

-7.93%

-7.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.47%

1.84%

+0.63%

Volatility

DTH vs. IDOG - Volatility Comparison

WisdomTree International High Dividend Fund (DTH) and ALPS International Sector Dividend Dogs ETF (IDOG) have volatilities of 4.18% and 4.13%, 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


DTHIDOGDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.18%

4.13%

+0.05%

Volatility (6M)

Calculated over the trailing 6-month period

10.39%

10.09%

+0.30%

Volatility (1Y)

Calculated over the trailing 1-year period

12.68%

13.33%

-0.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.16%

15.61%

-0.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.07%

17.45%

-0.38%

DTH vs. IDOG - Expense Ratio Comparison

DTH has a 0.58% expense ratio, which is higher than IDOG's 0.50% expense ratio.


Dividends

DTH vs. IDOG - Dividend Comparison

DTH's dividend yield for the trailing twelve months is around 3.43%, which matches IDOG's 3.42% yield.


PositionTTM20252024202320222021202020192018201720162015
DTH
WisdomTree International High Dividend Fund
3.43%3.80%5.41%5.63%5.70%4.72%3.75%4.27%4.62%3.72%4.14%4.38%
IDOG
ALPS International Sector Dividend Dogs ETF
3.42%4.26%4.90%4.86%4.46%3.85%3.00%5.41%4.50%3.33%4.01%4.19%

Frequently Asked Questions


DTH and IDOG 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.

DTH has higher volatility (4.18%) compared to IDOG (4.13%). In terms of maximum drawdown, DTH dropped -64.20% vs IDOG's -37.32%.

On 10-year performance, IDOG leads with 10.99% vs 8.77% for DTH. On fees, IDOG is cheaper at 0.50% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, IDOG has performed better with a 10.99% return vs 8.77%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IDOG is cheaper with a 0.50% expense ratio, compared with 0.58% for DTH.

DTH and IDOG have nearly identical dividend yields, around 3.43%.

DTH tracks WisdomTree International High Dividend Index, while IDOG tracks S-Network International Sector Dividend Dogs Index. They also come from different issuers: WisdomTree and SS&C. Their fees differ too: 0.58% for DTH and 0.50% for IDOG.

IDOG currently has the higher Sharpe Ratio (2.68 vs 2.07), 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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