PortfoliosLab logo
EPS vs. DTH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between EPS and DTH is 0.77, 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.


Performance

EPS vs. DTH - Performance Comparison

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

0.00%100.00%200.00%300.00%400.00%December2025FebruaryMarchAprilMay
399.74%
63.61%
EPS
DTH

Key characteristics

Sharpe Ratio

EPS:

0.55

DTH:

1.09

Sortino Ratio

EPS:

0.89

DTH:

1.53

Omega Ratio

EPS:

1.13

DTH:

1.22

Calmar Ratio

EPS:

0.56

DTH:

1.45

Martin Ratio

EPS:

2.20

DTH:

3.82

Ulcer Index

EPS:

4.52%

DTH:

4.65%

Daily Std Dev

EPS:

18.02%

DTH:

16.26%

Max Drawdown

EPS:

-54.43%

DTH:

-64.20%

Current Drawdown

EPS:

-8.27%

DTH:

-0.61%

Returns By Period

In the year-to-date period, EPS achieves a -3.81% return, which is significantly lower than DTH's 17.92% return. Over the past 10 years, EPS has outperformed DTH with an annualized return of 11.27%, while DTH has yielded a comparatively lower 4.48% annualized return.


EPS

YTD

-3.81%

1M

9.81%

6M

-5.33%

1Y

8.78%

5Y*

15.25%

10Y*

11.27%

DTH

YTD

17.92%

1M

16.20%

6M

15.73%

1Y

16.44%

5Y*

13.17%

10Y*

4.48%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


EPS vs. DTH - Expense Ratio Comparison

EPS has a 0.08% expense ratio, which is lower than DTH's 0.58% expense ratio.


Risk-Adjusted Performance

EPS vs. DTH — Risk-Adjusted Performance Rank

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

EPS
The Risk-Adjusted Performance Rank of EPS is 6161
Overall Rank
The Sharpe Ratio Rank of EPS is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of EPS is 5959
Sortino Ratio Rank
The Omega Ratio Rank of EPS is 6262
Omega Ratio Rank
The Calmar Ratio Rank of EPS is 6464
Calmar Ratio Rank
The Martin Ratio Rank of EPS is 6262
Martin Ratio Rank

DTH
The Risk-Adjusted Performance Rank of DTH is 8383
Overall Rank
The Sharpe Ratio Rank of DTH is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of DTH is 8181
Sortino Ratio Rank
The Omega Ratio Rank of DTH is 8282
Omega Ratio Rank
The Calmar Ratio Rank of DTH is 8888
Calmar Ratio Rank
The Martin Ratio Rank of DTH is 8080
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

EPS vs. DTH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. LargeCap Fund (EPS) and WisdomTree International High Dividend Fund (DTH). 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.


The current EPS Sharpe Ratio is 0.55, which is lower than the DTH Sharpe Ratio of 1.09. The chart below compares the historical Sharpe Ratios of EPS and DTH, 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 Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.55
1.09
EPS
DTH

Dividends

EPS vs. DTH - Dividend Comparison

EPS's dividend yield for the trailing twelve months is around 1.52%, less than DTH's 4.48% yield.


TTM20242023202220212020201920182017201620152014
EPS
WisdomTree U.S. LargeCap Fund
1.52%1.47%1.73%1.95%1.51%1.85%1.70%2.02%1.59%1.99%2.15%1.66%
DTH
WisdomTree International High Dividend Fund
4.48%5.40%5.63%5.70%4.72%3.76%4.27%4.62%3.71%4.14%4.38%5.95%

Drawdowns

EPS vs. DTH - Drawdown Comparison

The maximum EPS drawdown since its inception was -54.43%, smaller than the maximum DTH drawdown of -64.20%. Use the drawdown chart below to compare losses from any high point for EPS and DTH. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-8.27%
-0.61%
EPS
DTH

Volatility

EPS vs. DTH - Volatility Comparison

WisdomTree U.S. LargeCap Fund (EPS) has a higher volatility of 10.62% compared to WisdomTree International High Dividend Fund (DTH) at 6.80%. This indicates that EPS's price experiences larger fluctuations and is considered to be riskier than DTH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
10.62%
6.80%
EPS
DTH