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EPS vs. DTH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

EPS vs. DTH

Last updated Jun 23, 2026

EPS (WisdomTree U.S. LargeCap Fund) and DTH (WisdomTree International High Dividend Fund) are both exchange-traded funds - EPS is a Large Cap Growth Equities fund tracking the WisdomTree U.S. Large Cap 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 15.10%/yr vs 9.62%/yr for DTH. A 0.74 correlation means they provide meaningful diversification when combined. 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.

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Returns By Period

In the year-to-date period, EPS achieves a 10.30% return, which is significantly higher than DTH's 8.71% return. Over the past 10 years, EPS has outperformed DTH with an annualized return of 15.10%, while DTH has yielded a comparatively lower 9.62% annualized return.

EPS

1D
-0.29%
1M
0.07%
YTD
10.30%
6M
9.95%
1Y
27.45%
3Y*
21.17%
5Y*
13.10%
10Y*
15.10%

DTH

1D
0.18%
1M
-0.84%
YTD
8.71%
6M
9.79%
1Y
26.42%
3Y*
20.25%
5Y*
12.27%
10Y*
9.62%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EPS vs. DTH - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
EPS
WisdomTree U.S. LargeCap Fund		10.30%17.40%23.97%22.81%-15.82%27.47%12.02%32.54%-7.52%22.73%
DTH
WisdomTree International High Dividend Fund		8.71%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 0.61, 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

0.62

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

0.69

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 0.58 (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

36.2%
1.3%

Financial Services

14.4%
21.1%

Communication Services

12.8%
7.0%

Consumer Cyclical

10.6%
5.0%

Healthcare

9.2%
3.4%

Industrials

5.1%
13.0%

Consumer Defensive

3.9%
8.1%

Energy

3.9%
9.0%

Utilities

1.9%
10.7%

Basic Materials

1.3%
7.9%

Real Estate

0.8%
5.2%

Technology

EPS
36.2%
DTH
1.3%

Financial Services

EPS
14.4%
DTH
21.1%

Communication Services

EPS
12.8%
DTH
7.0%

Consumer Cyclical

EPS
10.6%
DTH
5.0%

Healthcare

EPS
9.2%
DTH
3.4%

Industrials

EPS
5.1%
DTH
13.0%

Consumer Defensive

EPS
3.9%
DTH
8.1%

Energy

EPS
3.9%
DTH
9.0%

Utilities

EPS
1.9%
DTH
10.7%

Basic Materials

EPS
1.3%
DTH
7.9%

Real Estate

EPS
0.8%
DTH
5.2%

Compare stocks, funds, or ETFs

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WisdomTree U.S. LargeCap Fund

WisdomTree International High Dividend Fund

Often compared with EPS:
EPS vs. VOOEPS vs. IUSEPS vs. VTIEPS vs. BRK-BEPS vs. ^GSPCEPS vs. SWPPXEPS vs. IWL
Often compared with DTH:
DTH vs. PIDDTH vs. LVHIDTH vs. VYMIDTH vs. IDVDTH vs. DGRWDTH vs. VEUDTH vs. HDV

Return for Risk

EPS vs. DTH — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
EPS
EPS Risk / Return Rank: 7474
Overall Rank
EPS Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
EPS Sortino Ratio Rank: 7272
Sortino Ratio Rank
EPS Omega Ratio Rank: 7474
Omega Ratio Rank
EPS Calmar Ratio Rank: 6868
Calmar Ratio Rank
EPS Martin Ratio Rank: 7979
Martin Ratio Rank
DTH
DTH Risk / Return Rank: 6262
Overall Rank
DTH Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
DTH Sortino Ratio Rank: 6363
Sortino Ratio Rank
DTH Omega Ratio Rank: 6262
Omega Ratio Rank
DTH Calmar Ratio Rank: 6060
Calmar Ratio Rank
DTH Martin Ratio Rank: 6060
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.

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.

EPSDTHDifference
Sharpe ratioReturn per unit of total volatility
2.32
2.05

+0.27

Sortino ratioReturn per unit of downside risk
3.12
2.82

+0.31

Omega ratioGain probability vs. loss probability

1.42

1.36

+0.05

Calmar ratioReturn relative to maximum drawdown

3.29

2.90

+0.38

Martin ratioReturn relative to average drawdown

14.82

10.40

+4.42

EPS vs. DTH - Sharpe Ratio Comparison

The current EPS Sharpe Ratio is 2.32, which is comparable to the DTH Sharpe Ratio of 2.05. 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.

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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.

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Drawdown Indicators

EPSDTHDifference

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

-1.80%

-2.57%

+0.77%

Average Drawdown

Average peak-to-trough decline

-7.64%

-15.13%

+7.49%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.86%

2.55%

-0.69%

Volatility

EPS vs. DTH - Volatility Comparison

WisdomTree U.S. LargeCap Fund (EPS) has a higher volatility of 4.53% compared to WisdomTree International High Dividend Fund (DTH) at 3.87%. 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.

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Volatility by Period

EPSDTHDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.53%

3.87%

+0.66%

Volatility (6M)

Calculated over the trailing 6-month period

9.58%

10.84%

-1.26%

Volatility (1Y)

Calculated over the trailing 1-year period

11.92%

13.00%

-1.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.10%

15.19%

+0.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.70%

17.01%

+0.69%

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 1.15%, less than DTH's 3.42% yield.

PositionTTM20252024202320222021202020192018201720162015
DTH
WisdomTree International High Dividend Fund		3.42%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		1.15%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

EPS and DTH have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EPS has higher volatility (4.53%) compared to DTH (3.87%). In terms of maximum drawdown, EPS dropped -54.43% vs DTH's -64.20%.

On 10-year performance, EPS leads with 15.10% vs 9.62% for DTH. On fees, EPS is cheaper at 0.08% per year. On volatility, DTH has been the lower-risk option at 3.87%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, EPS has performed better with a 15.10% return vs 9.62%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

DTH has the higher dividend yield at 3.42%, compared with 1.15% for EPS.

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

EPS currently has the higher Sharpe Ratio (2.32 vs 2.04), 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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