EPS vs. DTH
Compare and contrast key facts about WisdomTree U.S. LargeCap Fund (EPS) and WisdomTree International High Dividend Fund (DTH).
EPS and DTH are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EPS is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree U.S. Large Cap Index. It was launched on Feb 23, 2007. DTH is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree International High Dividend Index. It was launched on Jun 16, 2006. Both EPS and DTH are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EPS or DTH.
Key characteristics
| EPS | DTH | |
|---|---|---|
| YTD Return | 26.10% | 2.00% |
| 1Y Return | 33.73% | 9.52% |
| 3Y Return (Ann) | 10.08% | 5.23% |
| 5Y Return (Ann) | 14.10% | 3.80% |
| 10Y Return (Ann) | 12.28% | 3.12% |
| Sharpe Ratio | 2.99 | 0.73 |
| Sortino Ratio | 4.04 | 1.05 |
| Omega Ratio | 1.57 | 1.13 |
| Calmar Ratio | 4.36 | 0.99 |
| Martin Ratio | 20.42 | 3.30 |
| Ulcer Index | 1.67% | 2.79% |
| Daily Std Dev | 11.39% | 12.61% |
| Max Drawdown | -54.43% | -64.20% |
| Current Drawdown | -0.78% | -8.95% |
Correlation
The correlation between EPS and DTH is 0.75, 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
In the year-to-date period, EPS achieves a 26.10% return, which is significantly higher than DTH's 2.00% return. Over the past 10 years, EPS has outperformed DTH with an annualized return of 12.28%, while DTH has yielded a comparatively lower 3.12% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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 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.
Dividends
EPS vs. DTH - Dividend Comparison
EPS's dividend yield for the trailing twelve months is around 1.42%, less than DTH's 5.35% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EPS WisdomTree U.S. LargeCap Fund | 1.42% | 1.73% | 1.96% | 1.51% | 1.85% | 1.70% | 2.02% | 1.59% | 1.99% | 2.15% | 1.66% | 1.63% |
DTH WisdomTree International High Dividend Fund | 5.35% | 5.63% | 5.70% | 4.72% | 3.76% | 4.27% | 4.62% | 3.71% | 4.14% | 4.38% | 5.95% | 3.86% |
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.
Volatility
EPS vs. DTH - Volatility Comparison
The current volatility for WisdomTree U.S. LargeCap Fund (EPS) is 3.90%, while WisdomTree International High Dividend Fund (DTH) has a volatility of 4.17%. This indicates that EPS experiences smaller price fluctuations and is considered to be less risky than DTH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.