EPS vs. DTH

Last updated Aug 2, 2026

EPS (WisdomTree U.S. LargeCap Fund) and DTH (WisdomTree International High Dividend Fund) are both exchange-traded funds - EPS is a Large Cap Value Equities fund tracking the WisdomTree U.S. LargeCap Index, while DTH is a Foreign Large Cap Equities fund tracking the WisdomTree International High Dividend Index. Both are passively managed. Over the past 10 years, EPS returned 14.64%/yr vs 9.45%/yr for DTH. Their 0.74 correlation means they have sometimes moved together and sometimes differently. EPS charges 0.08%/yr vs 0.58%/yr for DTH.

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.

Returns By Period

In the year-to-date period, EPS achieves a 11.53% return, which is significantly lower than DTH's 14.45% return. Over the past 10 years, EPS has outperformed DTH with an annualized return of 14.64%, while DTH has yielded a comparatively lower 9.45% annualized return.

EPS

• 1D: 1.18%
• 1M: 1.09%
• 6M: 9.64%
• YTD: 11.53%
• 1Y: 23.66%
• 3Y*: 19.17%
• 5Y*: 12.56%
• 10Y*: 14.64%
• ALL TIME*: 10.36%

DTH

• 1D: -0.31%
• 1M: 5.15%
• 6M: 8.59%
• YTD: 14.45%
• 1Y: 28.93%
• 3Y*: 20.30%
• 5Y*: 13.38%
• 10Y*: 9.45%
• ALL TIME*: 5.45%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
DTH WisdomTree International High Dividend Fund	$1.61M	$1.74M	$2.81M
EPS WisdomTree U.S. LargeCap Fund	$3.74M	$3.20M	$3.84M

EPS vs. DTH - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
EPS WisdomTree U.S. LargeCap Fund	11.53%	17.40%	23.97%	22.81%	-15.82%	27.47%	12.02%	32.54%	-7.52%	22.73%
DTH WisdomTree International High Dividend Fund	14.45%	42.37%	2.31%	15.03%	-1.74%	8.30%	-7.05%	18.43%	-12.85%	21.10%

Correlation

The correlation between EPS and DTH is 0.59, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.59
Correlation (3Y) Balances recent behavior with more history.	0.57
Correlation (5Y) Shows whether the relationship held over a longer period.	0.64
Correlation (10Y) Provides a long-term view across more market conditions.	0.69
Correlation (All Time) Calculated using the full available price history since Feb 23, 2007	0.74

The correlation between EPS and DTH shifts across timeframes, from 0.57 (3 years) to 0.74 (all time), reflecting how their relationship changes across market environments.

EPS vs. DTH - Sectors Allocation Comparison

Sectors	EPS	DTH
Technology	35.7%	1.4%
Financial Services	15.4%	26.3%
Communication Services	11.9%	7.0%
Consumer Cyclical	10.0%	5.4%
Healthcare	9.8%	3.6%
Industrials	5.5%	15.3%
Consumer Defensive	4.0%	8.4%
Energy	3.7%	8.1%
Utilities	1.9%	11.4%
Basic Materials	1.3%	7.7%
Real Estate	0.8%	5.4%

Return for Risk

EPS vs. DTH — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

EPS

EPS Risk / Return Rank: 77
EPS Sharpe Ratio Rank: 78
EPS Sortino Ratio Rank: 76
EPS Omega Ratio Rank: 76
EPS Calmar Ratio Rank: 73
EPS Martin Ratio Rank: 83

DTH

DTH Risk / Return Rank: 87
DTH Sharpe Ratio Rank: 90
DTH Sortino Ratio Rank: 90
DTH Omega Ratio Rank: 89
DTH Calmar Ratio Rank: 85
DTH Martin Ratio Rank: 83

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

EPS vs. DTH - Risk-Adjusted Trends 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.

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.

	EPS	DTH	Difference
Sharpe ratio: Return per unit of total volatility	1.77	2.27	-0.50
Sortino ratio: Return per unit of downside risk	2.43	3.13	-0.70
Omega ratio: Gain probability vs. loss probability	1.32	1.41	-0.09
Calmar ratio: Return relative to maximum drawdown	2.57	3.22	-0.65
Martin ratio: Return relative to average drawdown	11.10	11.20	-0.10

EPS vs. DTH - Sharpe Ratio Comparison

The current EPS Sharpe Ratio is 1.77, which is comparable to the DTH Sharpe Ratio of 2.27. The chart below compares the historical Sharpe Ratios of EPS and DTH, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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.

Drawdown Indicators

	EPS	DTH	Difference
Max Drawdown Largest peak-to-trough decline	-54.43%	-64.20%	+9.77%
Max Drawdown (1Y) Largest decline over 1 year	-8.39%	-9.14%	+0.75%
Max Drawdown (3Y) Largest decline over 3 years	-17.65%	-12.23%	-5.42%
Max Drawdown (5Y) Largest decline over 5 years	-23.55%	-23.40%	-0.15%
Max Drawdown (10Y) Largest decline over 10 years	-35.79%	-40.75%	+4.96%
Current Drawdown Current decline from peak	-0.70%	-0.31%	-0.39%
Average Drawdown Average peak-to-trough decline	-7.61%	-15.06%	+7.45%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.95%	2.62%	-0.67%

Volatility

EPS vs. DTH - Volatility Comparison

WisdomTree U.S. LargeCap Fund (EPS) has a higher volatility of 3.37% compared to WisdomTree International High Dividend Fund (DTH) at 3.20%. 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.

Volatility by Period

	EPS	DTH	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.37%	3.20%	+0.17%
Volatility (6M) Calculated over the trailing 6-month period	9.75%	11.06%	-1.31%
Volatility (1Y) Calculated over the trailing 1-year period	12.24%	13.00%	-0.76%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.11%	15.18%	+0.93%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.64%	16.63%	+1.01%

EPS vs. DTH - Expense Ratio Comparison

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

Dividends

EPS vs. DTH - Dividend Comparison

EPS's dividend yield for the trailing twelve months is around 1.14%, less than DTH's 3.79% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DTH WisdomTree International High Dividend Fund	3.79%	3.80%	5.41%	5.63%	5.70%	4.72%	3.75%	4.27%	4.62%	3.72%	4.14%	4.38%
EPS WisdomTree U.S. LargeCap Fund	1.14%	1.26%	1.47%	1.73%	1.95%	1.51%	1.85%	1.70%	2.02%	1.59%	1.99%	2.15%

Frequently Asked Questions

Can I hold both EPS and DTH in my portfolio?

EPS and DTH have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, EPS or DTH?

EPS has higher volatility (3.37%) compared to DTH (3.20%). In terms of maximum drawdown, EPS dropped -54.43% vs DTH's -64.20%.

Which ETF is better, EPS or DTH?

On 10-year performance, EPS leads with 14.64% vs 9.45% for DTH. On fees, EPS is cheaper at 0.08% per year. On volatility, DTH has been the lower-risk option at 3.20%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, EPS or DTH?

Over the 10-year period, EPS has performed better with a 14.64% return vs 9.45%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, EPS or DTH?

EPS is cheaper with a 0.08% expense ratio, compared with 0.58% for DTH.

Which ETF pays a higher dividend yield, EPS or DTH?

DTH has the higher dividend yield at 3.79%, compared with 1.14% for EPS.

What is the main difference between EPS and DTH?

EPS is categorized as Large Cap Value Equities, while DTH is Foreign Large Cap Equities. EPS tracks WisdomTree U.S. LargeCap Index, while DTH tracks WisdomTree International High Dividend Index. Their fees differ too: 0.08% for EPS and 0.58% for DTH.

Which has better risk-adjusted returns?

DTH currently has the higher Sharpe Ratio (2.27 vs 1.77), 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.