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IGF vs. DHS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IGF vs. DHS

Last updated Jun 12, 2026

IGF (iShares Global Infrastructure ETF) and DHS (WisdomTree US High Dividend Fund) are both exchange-traded funds - IGF is a Industrials Equities fund tracking the S&P Global Infrastructure Index, while DHS is a Large Cap Value Equities fund tracking the WisdomTree U.S. High Dividend Index. Both are passively managed. Over the past 10 years, IGF returned 8.53%/yr vs 9.75%/yr for DHS. A 0.74 correlation means they provide meaningful diversification when combined. IGF charges 0.39%/yr vs 0.38%/yr for DHS.

Performance

IGF vs. DHS - Performance Comparison

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

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Returns By Period

In the year-to-date period, IGF achieves a 8.95% return, which is significantly lower than DHS's 12.81% return. Over the past 10 years, IGF has underperformed DHS with an annualized return of 8.53%, while DHS has yielded a comparatively higher 9.75% annualized return.

IGF

1D
1.21%
1M
-0.77%
YTD
8.95%
6M
9.24%
1Y
16.47%
3Y*
16.15%
5Y*
10.07%
10Y*
8.53%

DHS

1D
0.56%
1M
2.48%
YTD
12.81%
6M
12.76%
1Y
22.47%
3Y*
16.75%
5Y*
11.12%
10Y*
9.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IGF vs. DHS - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IGF
iShares Global Infrastructure ETF		8.95%21.31%14.81%6.14%-1.26%11.57%-6.50%25.82%-9.95%19.31%
DHS
WisdomTree US High Dividend Fund		12.81%12.87%18.02%-0.19%7.97%23.20%-5.70%22.59%-7.41%11.69%

Correlation

The correlation between IGF and DHS is 0.59, 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

0.59

Correlation (3Y)
Calculated over the trailing 3-year period

0.65

Correlation (5Y)
Calculated over the trailing 5-year period

0.71

Correlation (10Y)
Calculated over the trailing 10-year period

0.72

Correlation (All Time)
Calculated using the full available price history since Dec 12, 2007

0.74

The correlation between IGF and DHS shifts across timeframes, from 0.59 (1 year) to 0.74 (all time), reflecting how their relationship changes across market environments.

IGF vs. DHS - Sectors Allocation Comparison

Sectors
IGF
DHS

Utilities

41.1%
9.0%

Industrials

38.8%
4.1%

Energy

20.1%
9.4%

Real Estate

0.1%
2.8%

Basic Materials

-

1.2%

Communication Services

-

9.3%

Consumer Cyclical

-

5.0%

Consumer Defensive

-

18.7%

Financial Services

-

22.3%

Healthcare

-

14.5%

Technology

-

3.7%

Utilities

IGF
41.1%
DHS
9.0%

Industrials

IGF
38.8%
DHS
4.1%

Energy

IGF
20.1%
DHS
9.4%

Real Estate

IGF
0.1%
DHS
2.8%

Basic Materials

IGF

-

DHS
1.2%

Communication Services

IGF

-

DHS
9.3%

Consumer Cyclical

IGF

-

DHS
5.0%

Consumer Defensive

IGF

-

DHS
18.7%

Financial Services

IGF

-

DHS
22.3%

Healthcare

IGF

-

DHS
14.5%

Technology

IGF

-

DHS
3.7%

Compare stocks, funds, or ETFs

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iShares Global Infrastructure ETF

WisdomTree US High Dividend Fund

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Often compared with DHS:
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Return for Risk

IGF vs. DHS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
IGF
IGF Risk / Return Rank: 5858
Overall Rank
IGF Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
IGF Sortino Ratio Rank: 5656
Sortino Ratio Rank
IGF Omega Ratio Rank: 5454
Omega Ratio Rank
IGF Calmar Ratio Rank: 6868
Calmar Ratio Rank
IGF Martin Ratio Rank: 5656
Martin Ratio Rank
DHS
DHS Risk / Return Rank: 8282
Overall Rank
DHS Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
DHS Sortino Ratio Rank: 8888
Sortino Ratio Rank
DHS Omega Ratio Rank: 7979
Omega Ratio Rank
DHS Calmar Ratio Rank: 8181
Calmar Ratio Rank
DHS Martin Ratio Rank: 8181
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.

IGF vs. DHS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Infrastructure ETF (IGF) 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.

IGFDHSDifference
Sharpe ratioReturn per unit of total volatility
1.57
2.25

-0.69

Sortino ratioReturn per unit of downside risk
2.25
3.37

-1.12

Omega ratioGain probability vs. loss probability

1.28

1.39

-0.11

Calmar ratioReturn relative to maximum drawdown

2.82

3.58

-0.76

Martin ratioReturn relative to average drawdown

8.14

13.09

-4.95

IGF vs. DHS - Sharpe Ratio Comparison

The current IGF Sharpe Ratio is 1.57, which is lower than the DHS Sharpe Ratio of 2.25. The chart below compares the historical Sharpe Ratios of IGF and DHS, 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

IGF vs. DHS - Drawdown Comparison

The maximum IGF drawdown since its inception was -58.33%, smaller than the maximum DHS drawdown of -67.25%. Use the drawdown chart below to compare losses from any high point for IGF and DHS.

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Drawdown Indicators

IGFDHSDifference

Max Drawdown

Largest peak-to-trough decline

-58.33%

-67.25%

+8.92%

Max Drawdown (1Y)

Largest decline over 1 year

-5.87%

-6.30%

+0.43%

Max Drawdown (3Y)

Largest decline over 3 years

-14.28%

-11.87%

-2.41%

Max Drawdown (5Y)

Largest decline over 5 years

-20.83%

-15.28%

-5.55%

Max Drawdown (10Y)

Largest decline over 10 years

-42.11%

-37.35%

-4.76%

Current Drawdown

Current decline from peak

-3.63%

-0.00%

-3.63%

Average Drawdown

Average peak-to-trough decline

-11.86%

-9.54%

-2.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.03%

1.72%

+0.31%

Volatility

IGF vs. DHS - Volatility Comparison

iShares Global Infrastructure ETF (IGF) has a higher volatility of 3.81% compared to WisdomTree US High Dividend Fund (DHS) at 3.07%. This indicates that IGF's price experiences larger fluctuations and is considered to be riskier than DHS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IGFDHSDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.81%

3.07%

+0.74%

Volatility (6M)

Calculated over the trailing 6-month period

8.71%

7.35%

+1.36%

Volatility (1Y)

Calculated over the trailing 1-year period

10.57%

10.02%

+0.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.00%

13.90%

+0.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.83%

16.08%

+0.75%

IGF vs. DHS - Expense Ratio Comparison

IGF has a 0.39% expense ratio, which is higher than DHS's 0.38% expense ratio.

Dividends

IGF vs. DHS - Dividend Comparison

IGF's dividend yield for the trailing twelve months is around 2.96%, less than DHS's 3.27% yield.

PositionTTM20252024202320222021202020192018201720162015
DHS
WisdomTree US High Dividend Fund		3.27%3.32%3.66%4.31%3.42%3.29%4.14%3.69%3.76%3.00%3.25%3.53%
IGF
iShares Global Infrastructure ETF		2.96%3.23%3.21%3.36%2.67%2.42%2.33%3.27%3.52%2.95%2.98%3.25%

Frequently Asked Questions

IGF and DHS 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.

IGF has higher volatility (3.81%) compared to DHS (3.07%). In terms of maximum drawdown, IGF dropped -58.33% vs DHS's -67.25%.

On 10-year performance, DHS leads with 9.75% vs 8.53% for IGF. On fees, DHS is cheaper at 0.38% per year. On volatility, DHS has been the lower-risk option at 3.07%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, DHS has performed better with a 9.75% return vs 8.53%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DHS is cheaper with a 0.38% expense ratio, compared with 0.39% for IGF.

DHS has the higher dividend yield at 3.27%, compared with 2.96% for IGF.

IGF is categorized as Industrials Equities, while DHS is Large Cap Value Equities. IGF tracks S&P Global Infrastructure Index, while DHS tracks WisdomTree U.S. High Dividend Index. They also come from different issuers: iShares and WisdomTree. Their fees differ too: 0.39% for IGF and 0.38% for DHS.

DHS currently has the higher Sharpe Ratio (2.25 vs 1.57), 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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