DTH vs. MPT
DTH (WisdomTree International High Dividend Fund) is Foreign Large Cap Equities fund tracking the WisdomTree International High Dividend Index, while MPT (Medical Properties Trust, Inc) is a stock. Over the past 10 years, DTH returned 9.50%/yr vs -3.69%/yr for MPT. At a 0.43 correlation, their price movements are largely independent.
Performance
DTH vs. MPT - Performance Comparison
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Returns By Period
In the year-to-date period, DTH achieves a 9.75% return, which is significantly higher than MPT's 1.04% return. Over the past 10 years, DTH has outperformed MPT with an annualized return of 9.50%, while MPT has yielded a comparatively lower -3.69% annualized return.
DTH
- 1D
- 0.23%
- 1M
- 1.33%
- YTD
- 9.75%
- 6M
- 12.10%
- 1Y
- 26.53%
- 3Y*
- 19.94%
- 5Y*
- 11.78%
- 10Y*
- 9.50%
MPT
- 1D
- -0.20%
- 1M
- -1.78%
- YTD
- 1.04%
- 6M
- -0.94%
- 1Y
- 20.70%
- 3Y*
- -11.46%
- 5Y*
- -19.15%
- 10Y*
- -3.69%
DTH vs. MPT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DTH WisdomTree International High Dividend Fund | 9.75% | 42.37% | 2.31% | 15.03% | -1.74% | 8.30% | -7.05% | 18.43% | -12.85% | 21.10% |
MPT Medical Properties Trust, Inc | 1.04% | 35.16% | -11.55% | -50.35% | -49.03% | 14.30% | 8.94% | 38.54% | 24.97% | 20.53% |
Correlation
The correlation between DTH and MPT is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.32 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.36 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since Jun 16, 2006 | 0.43 |
The correlation between DTH and MPT shifts across timeframes, from 0.23 (1 year) to 0.43 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
DTH vs. MPT — Risk / Return Rank
DTH
MPT
DTH vs. MPT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree International High Dividend Fund (DTH) and Medical Properties Trust, Inc (MPT). 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 | MPT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.45 | ||
| Sortino ratioReturn per unit of downside risk | +1.65 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.13 | +0.22 |
| Calmar ratioReturn relative to maximum drawdown | 2.79 | 0.80 | +2.00 |
| Martin ratioReturn relative to average drawdown | 10.07 | 1.79 | +8.27 |
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Drawdowns
DTH vs. MPT - Drawdown Comparison
The maximum DTH drawdown since its inception was -64.20%, smaller than the maximum MPT drawdown of -84.50%. Use the drawdown chart below to compare losses from any high point for DTH and MPT.
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Drawdown Indicators
| DTH | MPT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.20% | -84.50% | +20.30% |
Max Drawdown (1Y)Largest decline over 1 year | -9.14% | -23.35% | +14.21% |
Max Drawdown (3Y)Largest decline over 3 years | -12.23% | -69.52% | +57.29% |
Max Drawdown (5Y)Largest decline over 5 years | -23.40% | -84.50% | +61.10% |
Max Drawdown (10Y)Largest decline over 10 years | -40.75% | -84.50% | +43.75% |
Current DrawdownCurrent decline from peak | -1.64% | -70.06% | +68.42% |
Average DrawdownAverage peak-to-trough decline | -15.14% | -24.29% | +9.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.53% | 10.36% | -7.83% |
Volatility
DTH vs. MPT - Volatility Comparison
The current volatility for WisdomTree International High Dividend Fund (DTH) is 4.33%, while Medical Properties Trust, Inc (MPT) has a volatility of 6.58%. This indicates that DTH experiences smaller price fluctuations and is considered to be less risky than MPT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DTH | MPT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.33% | 6.58% | -2.25% |
Volatility (6M)Calculated over the trailing 6-month period | 10.81% | 24.72% | -13.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.04% | 36.26% | -23.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.22% | 49.70% | -34.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.05% | 41.47% | -24.42% |
Dividends
DTH vs. MPT - Dividend Comparison
DTH's dividend yield for the trailing twelve months is around 3.39%, less than MPT's 6.85% 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% |
MPT Medical Properties Trust, Inc | 6.85% | 6.60% | 11.65% | 17.92% | 10.41% | 4.74% | 4.96% | 4.83% | 6.22% | 6.97% | 7.40% | 7.65% |
Frequently Asked Questions
DTH and MPT have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MPT has higher volatility (6.58%) compared to DTH (4.33%). In terms of maximum drawdown, DTH dropped -64.20% vs MPT's -84.50%.
DTH currently has the higher Sharpe Ratio (1.96 vs 0.51), 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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