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DTH vs. WTRE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DTH vs. WTRE - Performance Comparison

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

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Returns By Period

In the year-to-date period, DTH achieves a 9.75% return, which is significantly lower than WTRE's 21.48% return. Over the past 10 years, DTH has outperformed WTRE with an annualized return of 9.50%, while WTRE has yielded a comparatively lower 3.98% annualized return.


DTH

1D
0.23%
1M
1.33%
YTD
9.75%
6M
12.10%
1Y
26.53%
3Y*
19.94%
5Y*
11.78%
10Y*
9.50%

WTRE

1D
-0.10%
1M
3.20%
YTD
21.48%
6M
20.46%
1Y
41.05%
3Y*
18.08%
5Y*
1.24%
10Y*
3.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DTH vs. WTRE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DTH
WisdomTree International High Dividend Fund
9.75%42.37%2.31%15.03%-1.74%8.30%-7.05%18.43%-12.85%21.10%
WTRE
WisdomTree New Economy Real Estate ETF
21.48%26.36%-3.27%14.07%-31.68%1.00%-15.74%22.28%-11.21%37.80%

Correlation

The correlation between DTH and WTRE is 0.50, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.50

Correlation (3Y)
Calculated over the trailing 3-year period

0.58

Correlation (5Y)
Calculated over the trailing 5-year period

0.64

Correlation (10Y)
Calculated over the trailing 10-year period

0.68

Correlation (All Time)
Calculated using the full available price history since Jun 5, 2007

0.76

Over the past year, the correlation between DTH and WTRE has dropped to 0.50 - well below their long-term average of 0.76, suggesting their price drivers have been diverging.

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Return for Risk

DTH vs. WTRE — Risk / Return Rank

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

DTH
DTH Risk / Return Rank: 6666
Overall Rank
DTH Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
DTH Sortino Ratio Rank: 6868
Sortino Ratio Rank
DTH Omega Ratio Rank: 6767
Omega Ratio Rank
DTH Calmar Ratio Rank: 6464
Calmar Ratio Rank
DTH Martin Ratio Rank: 6363
Martin Ratio Rank

WTRE
WTRE Risk / Return Rank: 6060
Overall Rank
WTRE Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
WTRE Sortino Ratio Rank: 6161
Sortino Ratio Rank
WTRE Omega Ratio Rank: 5858
Omega Ratio Rank
WTRE Calmar Ratio Rank: 6363
Calmar Ratio Rank
WTRE Martin Ratio Rank: 5050
Martin Ratio Rank
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. WTRE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree International High Dividend Fund (DTH) and WisdomTree New Economy Real Estate ETF (WTRE). 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.


DTHWTREDifference
Sharpe ratioReturn per unit of total volatility

+0.07

Sortino ratioReturn per unit of downside risk

+0.21

Omega ratioGain probability vs. loss probability

1.35

1.31

+0.04

Calmar ratioReturn relative to maximum drawdown

2.79

2.77

+0.03

Martin ratioReturn relative to average drawdown

10.07

7.59

+2.48

DTH vs. WTRE - Sharpe Ratio Comparison

The current DTH Sharpe Ratio is 1.96, which is comparable to the WTRE Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of DTH and WTRE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

DTH vs. WTRE - Drawdown Comparison

The maximum DTH drawdown since its inception was -64.20%, smaller than the maximum WTRE drawdown of -74.18%. Use the drawdown chart below to compare losses from any high point for DTH and WTRE.


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Drawdown Indicators


DTHWTREDifference

Max Drawdown

Largest peak-to-trough decline

-64.20%

-74.18%

+9.98%

Max Drawdown (1Y)

Largest decline over 1 year

-9.14%

-14.22%

+5.08%

Max Drawdown (3Y)

Largest decline over 3 years

-12.23%

-22.14%

+9.91%

Max Drawdown (5Y)

Largest decline over 5 years

-23.40%

-42.58%

+19.18%

Max Drawdown (10Y)

Largest decline over 10 years

-40.75%

-48.47%

+7.72%

Current Drawdown

Current decline from peak

-1.64%

-4.15%

+2.51%

Average Drawdown

Average peak-to-trough decline

-15.14%

-24.95%

+9.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.53%

5.17%

-2.64%

Volatility

DTH vs. WTRE - Volatility Comparison

The current volatility for WisdomTree International High Dividend Fund (DTH) is 4.33%, while WisdomTree New Economy Real Estate ETF (WTRE) has a volatility of 6.72%. This indicates that DTH experiences smaller price fluctuations and is considered to be less risky than WTRE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DTHWTREDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.33%

6.72%

-2.39%

Volatility (6M)

Calculated over the trailing 6-month period

10.81%

16.43%

-5.62%

Volatility (1Y)

Calculated over the trailing 1-year period

13.04%

20.74%

-7.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.22%

19.40%

-4.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.05%

18.53%

-1.48%

DTH vs. WTRE - Expense Ratio Comparison

Both DTH and WTRE have an expense ratio of 0.58%.


Dividends

DTH vs. WTRE - Dividend Comparison

DTH's dividend yield for the trailing twelve months is around 3.39%, more than WTRE's 2.00% yield.


PositionTTM20252024202320222021202020192018201720162015
DTH
WisdomTree International High Dividend Fund
3.39%3.80%5.41%5.63%5.70%4.72%3.75%4.27%4.62%3.72%4.14%4.38%
WTRE
WisdomTree New Economy Real Estate ETF
2.00%2.33%2.69%2.05%1.68%6.47%2.96%7.88%4.49%6.34%5.96%4.58%

Frequently Asked Questions


DTH and WTRE have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WTRE has higher volatility (6.72%) compared to DTH (4.33%). In terms of maximum drawdown, DTH dropped -64.20% vs WTRE's -74.18%.

On 10-year performance, DTH leads with 9.50% vs 3.98% for WTRE. Both ETFs have the same 0.58% expense ratio. On volatility, DTH has been the lower-risk option at 4.33%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, DTH has performed better with a 9.50% return vs 3.98%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DTH and WTRE have the same expense ratio: 0.58% per year.

DTH has the higher dividend yield at 3.39%, compared with 2.00% for WTRE.

DTH is categorized as Foreign Large Cap Equities, while WTRE is REIT. DTH tracks WisdomTree International High Dividend Index, while WTRE tracks CenterSquare New Economy Real Estate Index.

DTH currently has the higher Sharpe Ratio (1.96 vs 1.90), 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.

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