DTH vs. RODM

Last updated Jun 24, 2026

DTH (WisdomTree International High Dividend Fund) and RODM (Hartford Multifactor Developed Markets (ex-US) ETF) are both Foreign Large Cap Equities funds - DTH tracks the WisdomTree International High Dividend Index while RODM tracks the Hartford Risk-Optimized Multifactor Developed Markets (ex-US) Index. Both are passively managed. Over the past 10 years, DTH returned 9.46%/yr vs 9.31%/yr for RODM. Their correlation of 0.85 suggests significant overlap in exposure. DTH charges 0.58%/yr vs 0.29%/yr for RODM.

Performance

DTH vs. RODM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree International High Dividend Fund (DTH) and Hartford Multifactor Developed Markets (ex-US) ETF (RODM). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DTH achieves a 7.05% return, which is significantly lower than RODM's 10.16% return. Both investments have delivered pretty close results over the past 10 years, with DTH having a 9.46% annualized return and RODM not far behind at 9.31%.

DTH

• 1D: -1.53%
• 1M: -2.36%
• YTD: 7.05%
• 6M: 7.40%
• 1Y: 23.65%
• 3Y*: 19.63%
• 5Y*: 11.75%
• 10Y*: 9.46%

RODM

• 1D: -0.71%
• 1M: -1.81%
• YTD: 10.16%
• 6M: 9.75%
• 1Y: 24.04%
• 3Y*: 20.17%
• 5Y*: 9.67%
• 10Y*: 9.31%

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

DTH vs. RODM - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DTH WisdomTree International High Dividend Fund	7.05%	42.37%	2.31%	15.03%	-1.74%	8.30%	-7.05%	18.43%	-12.85%	21.10%
RODM Hartford Multifactor Developed Markets (ex-US) ETF	10.16%	34.42%	8.02%	15.76%	-14.54%	11.11%	-0.62%	17.15%	-9.97%	25.14%

Correlation

The correlation between DTH and RODM is 0.91, 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	0.91
Correlation (3Y) Calculated over the trailing 3-year period	0.92
Correlation (5Y) Calculated over the trailing 5-year period	0.92
Correlation (10Y) Calculated over the trailing 10-year period	0.90
Correlation (All Time) Calculated using the full available price history since Feb 26, 2015	0.85

The correlation between DTH and RODM has been stable across timeframes, ranging from 0.85 to 0.92 - a consistent structural relationship.

DTH vs. RODM - Sectors Allocation Comparison

Sectors	DTH	RODM
Financial Services	21.1%	26.6%
Industrials	13.0%	16.7%
Utilities	10.7%	4.8%
Energy	9.0%	6.3%
Consumer Defensive	8.1%	4.0%
Basic Materials	7.9%	6.4%
Communication Services	7.0%	5.5%
Real Estate	5.2%	3.5%
Consumer Cyclical	5.0%	6.0%
Healthcare	3.4%	9.0%
Technology	1.3%	10.5%

Return for Risk

DTH vs. RODM — Risk / Return Rank

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

DTH

DTH Risk / Return Rank: 56
DTH Sharpe Ratio Rank: 57
DTH Sortino Ratio Rank: 56
DTH Omega Ratio Rank: 56
DTH Calmar Ratio Rank: 56
DTH Martin Ratio Rank: 56

RODM

RODM Risk / Return Rank: 74
RODM Sharpe Ratio Rank: 74
RODM Sortino Ratio Rank: 75
RODM Omega Ratio Rank: 73
RODM Calmar Ratio Rank: 72
RODM Martin Ratio Rank: 76

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. RODM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree International High Dividend Fund (DTH) and Hartford Multifactor Developed Markets (ex-US) ETF (RODM). 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	RODM	Difference
Sharpe ratio: Return per unit of total volatility	1.82	2.21	-0.39
Sortino ratio: Return per unit of downside risk	2.52	3.12	-0.59
Omega ratio: Gain probability vs. loss probability	1.32	1.40	-0.08
Calmar ratio: Return relative to maximum drawdown	2.60	3.40	-0.80
Martin ratio: Return relative to average drawdown	9.26	13.45	-4.19

DTH vs. RODM - Sharpe Ratio Comparison

The current DTH Sharpe Ratio is 1.82, which is comparable to the RODM Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of DTH and RODM, 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. RODM - Drawdown Comparison

The maximum DTH drawdown since its inception was -64.20%, which is greater than RODM's maximum drawdown of -35.98%. Use the drawdown chart below to compare losses from any high point for DTH and RODM.

Drawdown Indicators

	DTH	RODM	Difference
Max Drawdown Largest peak-to-trough decline	-64.20%	-35.98%	-28.22%
Max Drawdown (1Y) Largest decline over 1 year	-9.14%	-7.10%	-2.04%
Max Drawdown (3Y) Largest decline over 3 years	-12.23%	-10.58%	-1.65%
Max Drawdown (5Y) Largest decline over 5 years	-23.40%	-28.85%	+5.45%
Max Drawdown (10Y) Largest decline over 10 years	-40.75%	-35.98%	-4.77%
Current Drawdown Current decline from peak	-4.06%	-2.16%	-1.90%
Average Drawdown Average peak-to-trough decline	-15.13%	-6.36%	-8.77%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.56%	1.79%	+0.77%

Volatility

DTH vs. RODM - Volatility Comparison

WisdomTree International High Dividend Fund (DTH) has a higher volatility of 4.13% compared to Hartford Multifactor Developed Markets (ex-US) ETF (RODM) at 3.21%. This indicates that DTH's price experiences larger fluctuations and is considered to be riskier than RODM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DTH	RODM	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.13%	3.21%	+0.92%
Volatility (6M) Calculated over the trailing 6-month period	10.96%	8.77%	+2.19%
Volatility (1Y) Calculated over the trailing 1-year period	13.08%	10.95%	+2.13%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.21%	13.45%	+1.76%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.73%	15.08%	+1.65%

DTH vs. RODM - Expense Ratio Comparison

DTH has a 0.58% expense ratio, which is higher than RODM's 0.29% expense ratio.

Dividends

DTH vs. RODM - Dividend Comparison

DTH's dividend yield for the trailing twelve months is around 3.47%, more than RODM's 2.82% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DTH WisdomTree International High Dividend Fund	3.47%	3.80%	5.41%	5.63%	5.70%	4.72%	3.75%	4.27%	4.62%	3.72%	4.14%	4.38%
RODM Hartford Multifactor Developed Markets (ex-US) ETF	2.82%	3.11%	4.09%	4.42%	3.81%	4.41%	2.82%	2.82%	2.03%	2.24%	3.19%	2.60%

Frequently Asked Questions

Can I hold both DTH and RODM in my portfolio?

With a correlation of 0.91, DTH and RODM 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 RODM?

DTH has higher volatility (4.13%) compared to RODM (3.21%). In terms of maximum drawdown, DTH dropped -64.20% vs RODM's -35.98%.

Which ETF is better, DTH or RODM?

On 10-year performance, DTH leads with 9.46% vs 9.31% for RODM. On fees, RODM is cheaper at 0.29% per year. On volatility, RODM has been the lower-risk option at 3.21%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DTH or RODM?

Over the 10-year period, DTH has performed better with a 9.46% return vs 9.31%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DTH or RODM?

RODM is cheaper with a 0.29% expense ratio, compared with 0.58% for DTH.

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

DTH has the higher dividend yield at 3.47%, compared with 2.82% for RODM.

What is the main difference between DTH and RODM?

DTH tracks WisdomTree International High Dividend Index, while RODM tracks Hartford Risk-Optimized Multifactor Developed Markets (ex-US) Index. They also come from different issuers: WisdomTree and Hartford. Their fees differ too: 0.58% for DTH and 0.29% for RODM.

Which has better risk-adjusted returns?

RODM currently has the higher Sharpe Ratio (2.21 vs 1.82), 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.