DTH vs. JHID

Last updated Jun 13, 2026

DTH (WisdomTree International High Dividend Fund) and JHID (John Hancock International High Dividend ETF) are both Foreign Large Cap Equities funds. DTH is passively managed, while JHID is actively managed. Over the past 3 years, DTH returned 19.94%/yr vs 21.55%/yr for JHID. Their correlation of 0.93 suggests significant overlap in exposure. DTH charges 0.58%/yr vs 0.46%/yr for JHID.

Performance

DTH vs. JHID - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree International High Dividend Fund (DTH) and John Hancock International High Dividend ETF (JHID). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DTH achieves a 9.75% return, which is significantly lower than JHID's 14.44% 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%

JHID

• 1D: 0.45%
• 1M: 0.36%
• YTD: 14.44%
• 6M: 15.78%
• 1Y: 33.27%
• 3Y*: 21.55%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

DTH vs. JHID - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
DTH WisdomTree International High Dividend Fund	9.75%	42.37%	2.31%	15.03%	0.95%
JHID John Hancock International High Dividend ETF	14.44%	41.47%	3.62%	19.47%	-0.42%

Correlation

The correlation between DTH and JHID is 0.93, 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	0.93
Correlation (3Y) Calculated over the trailing 3-year period	0.93
Correlation (All Time) Calculated using the full available price history since Dec 21, 2022	0.93

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

DTH vs. JHID - Sectors Allocation Comparison

Sectors	DTH	JHID
Financial Services	21.1%	28.1%
Industrials	13.0%	15.6%
Utilities	10.7%	6.1%
Energy	9.0%	6.6%
Consumer Defensive	8.1%	8.5%
Basic Materials	7.9%	6.3%
Communication Services	7.0%	2.7%
Real Estate	5.2%	6.1%
Consumer Cyclical	5.0%	4.8%
Healthcare	3.4%	6.5%
Technology	1.3%	8.8%

Return for Risk

DTH vs. JHID — Risk / Return Rank

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

DTH

DTH Risk / Return Rank: 66
DTH Sharpe Ratio Rank: 69
DTH Sortino Ratio Rank: 68
DTH Omega Ratio Rank: 67
DTH Calmar Ratio Rank: 64
DTH Martin Ratio Rank: 63

JHID

JHID Risk / Return Rank: 84
JHID Sharpe Ratio Rank: 86
JHID Sortino Ratio Rank: 86
JHID Omega Ratio Rank: 84
JHID Calmar Ratio Rank: 81
JHID Martin Ratio Rank: 83

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. JHID - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree International High Dividend Fund (DTH) and John Hancock International High Dividend ETF (JHID). 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	JHID	Difference
Sharpe ratio: Return per unit of total volatility	1.96	2.47	-0.51
Sortino ratio: Return per unit of downside risk	2.71	3.44	-0.72
Omega ratio: Gain probability vs. loss probability	1.35	1.44	-0.10
Calmar ratio: Return relative to maximum drawdown	2.79	3.83	-1.04
Martin ratio: Return relative to average drawdown	10.07	14.82	-4.75

DTH vs. JHID - Sharpe Ratio Comparison

The current DTH Sharpe Ratio is 1.96, which is comparable to the JHID Sharpe Ratio of 2.47. The chart below compares the historical Sharpe Ratios of DTH and JHID, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

DTH vs. JHID - Drawdown Comparison

The maximum DTH drawdown since its inception was -64.20%, which is greater than JHID's maximum drawdown of -12.42%. Use the drawdown chart below to compare losses from any high point for DTH and JHID.

Drawdown Indicators

	DTH	JHID	Difference
Max Drawdown Largest peak-to-trough decline	-64.20%	-12.42%	-51.78%
Max Drawdown (1Y) Largest decline over 1 year	-9.14%	-8.42%	-0.72%
Max Drawdown (3Y) Largest decline over 3 years	-12.23%	-12.42%	+0.19%
Max Drawdown (5Y) Largest decline over 5 years	-23.40%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-40.75%	—	—
Current Drawdown Current decline from peak	-1.64%	-0.21%	-1.43%
Average Drawdown Average peak-to-trough decline	-15.14%	-2.45%	-12.69%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.53%	2.18%	+0.35%

Volatility

DTH vs. JHID - Volatility Comparison

WisdomTree International High Dividend Fund (DTH) and John Hancock International High Dividend ETF (JHID) have volatilities of 4.33% and 4.46%, 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.

Volatility by Period

	DTH	JHID	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.33%	4.46%	-0.13%
Volatility (6M) Calculated over the trailing 6-month period	10.81%	10.86%	-0.05%
Volatility (1Y) Calculated over the trailing 1-year period	13.04%	13.06%	-0.02%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.22%	13.97%	+1.25%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.05%	13.97%	+3.08%

DTH vs. JHID - Expense Ratio Comparison

DTH has a 0.58% expense ratio, which is higher than JHID's 0.46% expense ratio.

Dividends

DTH vs. JHID - Dividend Comparison

DTH's dividend yield for the trailing twelve months is around 3.39%, more than JHID's 2.85% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
JHID John Hancock International High Dividend ETF	2.85%	3.13%	5.15%	5.23%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both DTH and JHID in my portfolio?

With a correlation of 0.93, DTH and JHID move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, DTH or JHID?

JHID has higher volatility (4.46%) compared to DTH (4.33%). In terms of maximum drawdown, DTH dropped -64.20% vs JHID's -12.42%.

Which ETF is better, DTH or JHID?

On 3-year performance, JHID leads with 21.55% vs 19.94% for DTH. On fees, JHID is cheaper at 0.46% 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.

Which ETF has performed better, DTH or JHID?

Over the 3-year period, JHID has performed better with a 21.55% return vs 19.94%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DTH or JHID?

JHID is cheaper with a 0.46% expense ratio, compared with 0.58% for DTH.

Which ETF pays a higher dividend yield, DTH or JHID?

DTH has the higher dividend yield at 3.39%, compared with 2.85% for JHID.

What is the main difference between DTH and JHID?

They also come from different issuers: WisdomTree and John Hancock. Their fees differ too: 0.58% for DTH and 0.46% for JHID.

Which has better risk-adjusted returns?

JHID currently has the higher Sharpe Ratio (2.47 vs 1.96), 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.