PortfoliosLab logoPortfoliosLab logo
GEOA vs. DHS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GEOA vs. DHS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree GeoAlpha Opportunities Fund (GEOA) and WisdomTree US High Dividend Fund (DHS). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, GEOA achieves a 9.32% return, which is significantly lower than DHS's 11.70% return.


GEOA

1D
-0.55%
1M
0.30%
YTD
9.32%
6M
9.22%
1Y
3Y*
5Y*
10Y*

DHS

1D
0.55%
1M
-0.98%
YTD
11.70%
6M
11.36%
1Y
21.93%
3Y*
17.26%
5Y*
11.67%
10Y*
9.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GEOA vs. DHS - Yearly Performance Comparison


Correlation

The correlation between GEOA and DHS is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jul 8, 2025

0.46

Compare stocks, funds, or ETFs

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


Return for Risk

GEOA vs. DHS — Risk / Return Rank

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

GEOA

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


DHS
DHS Risk / Return Rank: 7070
Overall Rank
DHS Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
DHS Sortino Ratio Rank: 7575
Sortino Ratio Rank
DHS Omega Ratio Rank: 6464
Omega Ratio Rank
DHS Calmar Ratio Rank: 7272
Calmar Ratio Rank
DHS Martin Ratio Rank: 7070
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.

GEOA vs. DHS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree GeoAlpha Opportunities Fund (GEOA) and WisdomTree US High Dividend Fund (DHS). 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.


GEOADHSDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.37

Calmar ratioReturn relative to maximum drawdown

3.50

Martin ratioReturn relative to average drawdown

12.69

GEOA vs. DHS - Sharpe Ratio Comparison


Loading charts...

Drawdowns

GEOA vs. DHS - Drawdown Comparison

The maximum GEOA drawdown since its inception was -11.74%, smaller than the maximum DHS drawdown of -67.25%. Use the drawdown chart below to compare losses from any high point for GEOA and DHS.


Loading charts...

Drawdown Indicators


GEOADHSDifference

Max Drawdown

Largest peak-to-trough decline

-11.74%

-67.25%

+55.51%

Max Drawdown (1Y)

Largest decline over 1 year

-6.30%

Max Drawdown (3Y)

Largest decline over 3 years

-11.87%

Max Drawdown (5Y)

Largest decline over 5 years

-15.28%

Max Drawdown (10Y)

Largest decline over 10 years

-37.35%

Current Drawdown

Current decline from peak

-2.48%

-1.98%

-0.50%

Average Drawdown

Average peak-to-trough decline

-2.33%

-9.53%

+7.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.73%

Volatility

GEOA vs. DHS - Volatility Comparison


Loading charts...

Volatility by Period


GEOADHSDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.56%

Volatility (6M)

Calculated over the trailing 6-month period

7.51%

Volatility (1Y)

Calculated over the trailing 1-year period

13.93%

10.19%

+3.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.93%

13.88%

+0.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.93%

16.10%

-2.17%

GEOA vs. DHS - Expense Ratio Comparison

GEOA has a 0.58% expense ratio, which is higher than DHS's 0.38% expense ratio.


Dividends

GEOA vs. DHS - Dividend Comparison

GEOA's dividend yield for the trailing twelve months is around 0.55%, less than DHS's 3.30% yield.


PositionTTM20252024202320222021202020192018201720162015
DHS
WisdomTree US High Dividend Fund
3.30%3.32%3.66%4.31%3.42%3.29%4.14%3.69%3.76%3.00%3.25%3.53%
GEOA
WisdomTree GeoAlpha Opportunities Fund
0.55%0.60%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


GEOA and DHS have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DHS is cheaper at 0.38% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DHS is cheaper with a 0.38% expense ratio, compared with 0.58% for GEOA.

DHS has the higher dividend yield at 3.30%, compared with 0.55% for GEOA.

GEOA is categorized as Macro Trading, while DHS is Large Cap Value Equities. GEOA tracks WisdomTree GeoAlpha Opportunities Index, while DHS tracks WisdomTree U.S. High Dividend Index. Their fees differ too: 0.58% for GEOA and 0.38% for DHS.

Portfolio Optimizer

Find the right allocation for GEOA and DHS

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer