DTH vs. TSM
Compare and contrast key facts about WisdomTree International High Dividend Fund (DTH) and Taiwan Semiconductor Manufacturing Company Limited (TSM).
DTH is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree International High Dividend Index. It was launched on Jun 16, 2006.
Performance
DTH vs. TSM - Performance Comparison
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DTH vs. TSM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DTH WisdomTree International High Dividend Fund | 5.14% | 42.37% | 2.31% | 15.03% | -1.74% | 8.30% | -7.05% | 18.43% | -12.85% | 21.10% |
TSM Taiwan Semiconductor Manufacturing Company Limited | 11.52% | 55.91% | 92.58% | 42.33% | -36.75% | 12.09% | 92.67% | 64.85% | -3.50% | 41.46% |
Returns By Period
In the year-to-date period, DTH achieves a 5.14% return, which is significantly lower than TSM's 11.52% return. Over the past 10 years, DTH has underperformed TSM with an annualized return of 8.80%, while TSM has yielded a comparatively higher 32.45% annualized return.
DTH
- 1D
- 2.50%
- 1M
- -5.77%
- YTD
- 5.14%
- 6M
- 11.30%
- 1Y
- 32.52%
- 3Y*
- 18.37%
- 5Y*
- 11.97%
- 10Y*
- 8.80%
TSM
- 1D
- 6.78%
- 1M
- -9.52%
- YTD
- 11.52%
- 6M
- 21.66%
- 1Y
- 106.05%
- 3Y*
- 56.00%
- 5Y*
- 24.08%
- 10Y*
- 32.45%
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Return for Risk
DTH vs. TSM — Risk / Return Rank
DTH
TSM
DTH vs. TSM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree International High Dividend Fund (DTH) and Taiwan Semiconductor Manufacturing Company Limited (TSM). 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.
| DTH | TSM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.11 | 2.76 | -0.65 |
Sortino ratioReturn per unit of downside risk | 2.72 | 3.33 | -0.61 |
Omega ratioGain probability vs. loss probability | 1.42 | 1.42 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 2.82 | 5.90 | -3.07 |
Martin ratioReturn relative to average drawdown | 12.31 | 20.02 | -7.71 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DTH | TSM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.11 | 2.76 | -0.65 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.80 | 0.66 | +0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 0.96 | -0.44 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.24 | 0.35 | -0.11 |
Correlation
The correlation between DTH and TSM is 0.51, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
DTH vs. TSM - Dividend Comparison
DTH's dividend yield for the trailing twelve months is around 3.54%, more than TSM's 0.98% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DTH WisdomTree International High Dividend Fund | 3.54% | 3.80% | 5.41% | 5.63% | 5.70% | 4.72% | 3.75% | 4.27% | 4.62% | 3.72% | 4.14% | 4.38% |
TSM Taiwan Semiconductor Manufacturing Company Limited | 0.98% | 1.00% | 1.18% | 1.78% | 2.49% | 1.57% | 1.56% | 3.46% | 3.64% | 2.32% | 2.61% | 2.54% |
Drawdowns
DTH vs. TSM - Drawdown Comparison
The maximum DTH drawdown since its inception was -64.20%, smaller than the maximum TSM drawdown of -89.08%. Use the drawdown chart below to compare losses from any high point for DTH and TSM.
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Drawdown Indicators
| DTH | TSM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.20% | -89.08% | +24.88% |
Max Drawdown (1Y)Largest decline over 1 year | -11.30% | -18.14% | +6.84% |
Max Drawdown (5Y)Largest decline over 5 years | -23.40% | -56.47% | +33.07% |
Max Drawdown (10Y)Largest decline over 10 years | -40.75% | -56.47% | +15.72% |
Current DrawdownCurrent decline from peak | -5.77% | -12.59% | +6.82% |
Average DrawdownAverage peak-to-trough decline | -15.28% | -43.13% | +27.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.59% | 5.34% | -2.75% |
Volatility
DTH vs. TSM - Volatility Comparison
The current volatility for WisdomTree International High Dividend Fund (DTH) is 6.31%, while Taiwan Semiconductor Manufacturing Company Limited (TSM) has a volatility of 14.44%. This indicates that DTH experiences smaller price fluctuations and is considered to be less risky than TSM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DTH | TSM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.31% | 14.44% | -8.13% |
Volatility (6M)Calculated over the trailing 6-month period | 9.31% | 27.19% | -17.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.47% | 38.60% | -23.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.05% | 36.99% | -21.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.06% | 33.85% | -16.79% |