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DTH vs. PID
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DTH and PID is 0.86, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.9

Performance

DTH vs. PID - Performance Comparison

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

80.00%90.00%100.00%110.00%120.00%130.00%140.00%NovemberDecember2025FebruaryMarchApril
100.56%
130.74%
DTH
PID

Key characteristics

Sharpe Ratio

DTH:

0.93

PID:

0.72

Sortino Ratio

DTH:

1.31

PID:

1.06

Omega Ratio

DTH:

1.16

PID:

1.13

Calmar Ratio

DTH:

1.14

PID:

0.91

Martin Ratio

DTH:

2.72

PID:

2.26

Ulcer Index

DTH:

4.45%

PID:

3.57%

Daily Std Dev

DTH:

13.02%

PID:

11.18%

Max Drawdown

DTH:

-64.20%

PID:

-66.34%

Current Drawdown

DTH:

-2.35%

PID:

-3.31%

Returns By Period

In the year-to-date period, DTH achieves a 12.00% return, which is significantly higher than PID's 4.90% return. Both investments have delivered pretty close results over the past 10 years, with DTH having a 4.25% annualized return and PID not far ahead at 4.44%.


DTH

YTD

12.00%

1M

3.38%

6M

5.65%

1Y

11.41%

5Y*

14.11%

10Y*

4.25%

PID

YTD

4.90%

1M

1.95%

6M

-1.21%

1Y

8.08%

5Y*

15.78%

10Y*

4.44%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


DTH vs. PID - Expense Ratio Comparison

DTH has a 0.58% expense ratio, which is higher than PID's 0.56% expense ratio.


DTH
WisdomTree International High Dividend Fund
Expense ratio chart for DTH: current value is 0.58%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
DTH: 0.58%
Expense ratio chart for PID: current value is 0.56%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
PID: 0.56%

Risk-Adjusted Performance

DTH vs. PID — Risk-Adjusted Performance Rank

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

DTH
The Risk-Adjusted Performance Rank of DTH is 7171
Overall Rank
The Sharpe Ratio Rank of DTH is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of DTH is 7272
Sortino Ratio Rank
The Omega Ratio Rank of DTH is 7070
Omega Ratio Rank
The Calmar Ratio Rank of DTH is 7878
Calmar Ratio Rank
The Martin Ratio Rank of DTH is 6363
Martin Ratio Rank

PID
The Risk-Adjusted Performance Rank of PID is 6363
Overall Rank
The Sharpe Ratio Rank of PID is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of PID is 6363
Sortino Ratio Rank
The Omega Ratio Rank of PID is 6060
Omega Ratio Rank
The Calmar Ratio Rank of PID is 7070
Calmar Ratio Rank
The Martin Ratio Rank of PID is 5656
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DTH vs. PID - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree International High Dividend Fund (DTH) and Invesco International Dividend Achievers™ ETF (PID). 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.


Sharpe ratio
The chart of Sharpe ratio for DTH, currently valued at 0.93, compared to the broader market0.002.004.00
DTH: 0.93
PID: 0.72
The chart of Sortino ratio for DTH, currently valued at 1.31, compared to the broader market-2.000.002.004.006.008.0010.0012.00
DTH: 1.31
PID: 1.06
The chart of Omega ratio for DTH, currently valued at 1.16, compared to the broader market0.501.001.502.002.503.00
DTH: 1.16
PID: 1.13
The chart of Calmar ratio for DTH, currently valued at 1.14, compared to the broader market0.005.0010.0015.00
DTH: 1.14
PID: 0.91
The chart of Martin ratio for DTH, currently valued at 2.72, compared to the broader market0.0020.0040.0060.0080.00100.00
DTH: 2.72
PID: 2.26

The current DTH Sharpe Ratio is 0.93, which is comparable to the PID Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of DTH and PID, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.93
0.72
DTH
PID

Dividends

DTH vs. PID - Dividend Comparison

DTH's dividend yield for the trailing twelve months is around 4.72%, more than PID's 3.69% yield.


TTM20242023202220212020201920182017201620152014
DTH
WisdomTree International High Dividend Fund
4.72%5.40%5.63%5.70%4.72%3.76%4.27%4.62%3.71%4.14%4.38%5.95%
PID
Invesco International Dividend Achievers™ ETF
3.69%3.88%3.31%3.29%3.29%3.17%4.00%3.86%3.46%3.91%4.48%3.92%

Drawdowns

DTH vs. PID - Drawdown Comparison

The maximum DTH drawdown since its inception was -64.20%, roughly equal to the maximum PID drawdown of -66.34%. Use the drawdown chart below to compare losses from any high point for DTH and PID. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-2.35%
-3.31%
DTH
PID

Volatility

DTH vs. PID - Volatility Comparison

WisdomTree International High Dividend Fund (DTH) has a higher volatility of 3.57% compared to Invesco International Dividend Achievers™ ETF (PID) at 2.92%. This indicates that DTH's price experiences larger fluctuations and is considered to be riskier than PID based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.50%3.00%3.50%4.00%NovemberDecember2025FebruaryMarchApril
3.57%
2.92%
DTH
PID
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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