PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
DTH vs. VIGI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DTH and VIGI is 0.84, 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.


-0.50.00.51.00.8

Performance

DTH vs. VIGI - Performance Comparison

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

60.00%70.00%80.00%90.00%100.00%110.00%JulyAugustSeptemberOctoberNovemberDecember
57.01%
91.23%
DTH
VIGI

Key characteristics

Sharpe Ratio

DTH:

0.19

VIGI:

0.53

Sortino Ratio

DTH:

0.33

VIGI:

0.81

Omega Ratio

DTH:

1.04

VIGI:

1.10

Calmar Ratio

DTH:

0.22

VIGI:

0.66

Martin Ratio

DTH:

0.65

VIGI:

2.00

Ulcer Index

DTH:

3.61%

VIGI:

3.08%

Daily Std Dev

DTH:

12.63%

VIGI:

11.68%

Max Drawdown

DTH:

-64.20%

VIGI:

-31.01%

Current Drawdown

DTH:

-10.50%

VIGI:

-9.30%

Returns By Period

In the year-to-date period, DTH achieves a 0.26% return, which is significantly lower than VIGI's 3.20% return.


DTH

YTD

0.26%

1M

-3.06%

6M

-1.88%

1Y

1.42%

5Y*

2.89%

10Y*

3.24%

VIGI

YTD

3.20%

1M

-1.47%

6M

0.56%

1Y

5.32%

5Y*

5.30%

10Y*

N/A

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. VIGI - Expense Ratio Comparison

DTH has a 0.58% expense ratio, which is higher than VIGI's 0.15% 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 VIGI: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

Risk-Adjusted Performance

DTH vs. VIGI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree International High Dividend Fund (DTH) and Vanguard International Dividend Appreciation ETF (VIGI). 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 0.19, compared to the broader market0.002.004.000.190.53
The chart of Sortino ratio for DTH, currently valued at 0.33, compared to the broader market-2.000.002.004.006.008.0010.000.330.81
The chart of Omega ratio for DTH, currently valued at 1.04, compared to the broader market0.501.001.502.002.503.001.041.10
The chart of Calmar ratio for DTH, currently valued at 0.22, compared to the broader market0.005.0010.0015.000.220.66
The chart of Martin ratio for DTH, currently valued at 0.65, compared to the broader market0.0020.0040.0060.0080.00100.000.652.00
DTH
VIGI

The current DTH Sharpe Ratio is 0.19, which is lower than the VIGI Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of DTH and VIGI, 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
0.19
0.53
DTH
VIGI

Dividends

DTH vs. VIGI - Dividend Comparison

DTH's dividend yield for the trailing twelve months is around 5.44%, more than VIGI's 1.59% yield.


TTM20232022202120202019201820172016201520142013
DTH
WisdomTree International High Dividend Fund
5.44%5.63%5.70%4.72%3.76%4.27%4.62%3.71%4.14%4.38%5.95%3.86%
VIGI
Vanguard International Dividend Appreciation ETF
1.59%1.92%2.06%7.02%1.29%1.83%1.99%1.75%0.98%0.00%0.00%0.00%

Drawdowns

DTH vs. VIGI - Drawdown Comparison

The maximum DTH drawdown since its inception was -64.20%, which is greater than VIGI's maximum drawdown of -31.01%. Use the drawdown chart below to compare losses from any high point for DTH and VIGI. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.50%
-9.30%
DTH
VIGI

Volatility

DTH vs. VIGI - Volatility Comparison

WisdomTree International High Dividend Fund (DTH) and Vanguard International Dividend Appreciation ETF (VIGI) have volatilities of 3.43% and 3.61%, 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.


2.50%3.00%3.50%4.00%4.50%5.00%JulyAugustSeptemberOctoberNovemberDecember
3.43%
3.61%
DTH
VIGI
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab