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

Correlation

The correlation between DTH and VEU is 0.92, 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.


-0.50.00.51.00.9

Performance

DTH vs. VEU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree International High Dividend Fund (DTH) and Vanguard FTSE All-World ex-US ETF (VEU). The values are adjusted to include any dividend payments, if applicable.

40.00%50.00%60.00%70.00%80.00%90.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
42.44%
85.48%
DTH
VEU

Key characteristics

Sharpe Ratio

DTH:

0.23

VEU:

0.66

Sortino Ratio

DTH:

0.38

VEU:

0.98

Omega Ratio

DTH:

1.05

VEU:

1.12

Calmar Ratio

DTH:

0.27

VEU:

0.91

Martin Ratio

DTH:

0.76

VEU:

2.68

Ulcer Index

DTH:

3.72%

VEU:

3.13%

Daily Std Dev

DTH:

12.56%

VEU:

12.70%

Max Drawdown

DTH:

-64.20%

VEU:

-61.52%

Current Drawdown

DTH:

-10.21%

VEU:

-8.57%

Returns By Period

In the year-to-date period, DTH achieves a 0.58% return, which is significantly lower than VEU's 5.34% return. Over the past 10 years, DTH has underperformed VEU with an annualized return of 3.27%, while VEU has yielded a comparatively higher 5.01% annualized return.


DTH

YTD

0.58%

1M

-2.21%

6M

-1.22%

1Y

1.36%

5Y*

2.95%

10Y*

3.27%

VEU

YTD

5.34%

1M

-1.35%

6M

0.09%

1Y

6.52%

5Y*

4.46%

10Y*

5.01%

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. VEU - Expense Ratio Comparison

DTH has a 0.58% expense ratio, which is higher than VEU's 0.07% expense ratio.


DTH
WisdomTree International High Dividend Fund
Expense ratio chart for DTH: current value at 0.58% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.58%
Expense ratio chart for VEU: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

DTH vs. VEU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree International High Dividend Fund (DTH) and Vanguard FTSE All-World ex-US ETF (VEU). 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 0.23, compared to the broader market0.002.004.000.230.66
The chart of Sortino ratio for DTH, currently valued at 0.38, compared to the broader market-2.000.002.004.006.008.0010.000.380.98
The chart of Omega ratio for DTH, currently valued at 1.05, compared to the broader market0.501.001.502.002.503.001.051.12
The chart of Calmar ratio for DTH, currently valued at 0.27, compared to the broader market0.005.0010.0015.000.270.91
The chart of Martin ratio for DTH, currently valued at 0.76, compared to the broader market0.0020.0040.0060.0080.00100.000.762.68
DTH
VEU

The current DTH Sharpe Ratio is 0.23, which is lower than the VEU Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of DTH and VEU, 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 Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.23
0.66
DTH
VEU

Dividends

DTH vs. VEU - Dividend Comparison

DTH's dividend yield for the trailing twelve months is around 5.42%, more than VEU's 3.25% yield.


TTM20232022202120202019201820172016201520142013
DTH
WisdomTree International High Dividend Fund
4.37%5.63%5.70%4.72%3.76%4.27%4.62%3.71%4.14%4.38%5.95%3.86%
VEU
Vanguard FTSE All-World ex-US ETF
3.25%3.32%3.12%3.07%2.00%3.10%3.27%2.66%2.96%2.95%3.52%2.66%

Drawdowns

DTH vs. VEU - Drawdown Comparison

The maximum DTH drawdown since its inception was -64.20%, roughly equal to the maximum VEU drawdown of -61.52%. Use the drawdown chart below to compare losses from any high point for DTH and VEU. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.21%
-8.57%
DTH
VEU

Volatility

DTH vs. VEU - Volatility Comparison

WisdomTree International High Dividend Fund (DTH) and Vanguard FTSE All-World ex-US ETF (VEU) have volatilities of 3.47% and 3.36%, 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.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.47%
3.36%
DTH
VEU
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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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