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IHDG vs. DHS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IHDG vs. DHS - Performance Comparison

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

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IHDG vs. DHS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IHDG
WisdomTree International Hedged Dividend Growth Fund
-0.97%14.17%5.97%20.00%-11.53%19.75%10.51%33.42%-12.03%21.93%
DHS
WisdomTree US High Dividend Fund
8.00%12.87%18.02%-0.19%7.97%23.20%-5.70%22.59%-7.41%11.69%

Returns By Period

In the year-to-date period, IHDG achieves a -0.97% return, which is significantly lower than DHS's 8.00% return. Both investments have delivered pretty close results over the past 10 years, with IHDG having a 9.75% annualized return and DHS not far behind at 9.56%.


IHDG

1D
2.29%
1M
-6.77%
YTD
-0.97%
6M
4.74%
1Y
13.25%
3Y*
8.97%
5Y*
7.41%
10Y*
9.75%

DHS

1D
0.91%
1M
-2.77%
YTD
8.00%
6M
10.21%
1Y
14.07%
3Y*
14.13%
5Y*
11.42%
10Y*
9.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IHDG vs. DHS - Expense Ratio Comparison

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


Return for Risk

IHDG vs. DHS — Risk / Return Rank

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

IHDG
IHDG Risk / Return Rank: 4545
Overall Rank
IHDG Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
IHDG Sortino Ratio Rank: 4646
Sortino Ratio Rank
IHDG Omega Ratio Rank: 4646
Omega Ratio Rank
IHDG Calmar Ratio Rank: 4545
Calmar Ratio Rank
IHDG Martin Ratio Rank: 4646
Martin Ratio Rank

DHS
DHS Risk / Return Rank: 5959
Overall Rank
DHS Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
DHS Sortino Ratio Rank: 6262
Sortino Ratio Rank
DHS Omega Ratio Rank: 6060
Omega Ratio Rank
DHS Calmar Ratio Rank: 5858
Calmar Ratio Rank
DHS Martin Ratio Rank: 5555
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.

IHDG vs. DHS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree International Hedged Dividend Growth Fund (IHDG) 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.


IHDGDHSDifference

Sharpe ratio

Return per unit of total volatility

0.77

1.06

-0.29

Sortino ratio

Return per unit of downside risk

1.19

1.49

-0.30

Omega ratio

Gain probability vs. loss probability

1.17

1.21

-0.04

Calmar ratio

Return relative to maximum drawdown

1.08

1.34

-0.27

Martin ratio

Return relative to average drawdown

4.15

5.00

-0.85

IHDG vs. DHS - Sharpe Ratio Comparison

The current IHDG Sharpe Ratio is 0.77, which is comparable to the DHS Sharpe Ratio of 1.06. The chart below compares the historical Sharpe Ratios of IHDG and DHS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


IHDGDHSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.77

1.06

-0.29

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

0.83

-0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.62

0.60

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.57

0.40

+0.17

Correlation

The correlation between IHDG and DHS is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

IHDG vs. DHS - Dividend Comparison

IHDG's dividend yield for the trailing twelve months is around 1.94%, less than DHS's 3.23% yield.


TTM20252024202320222021202020192018201720162015
IHDG
WisdomTree International Hedged Dividend Growth Fund
1.94%1.84%2.42%1.70%13.79%2.77%1.94%1.99%0.22%1.28%1.91%3.04%
DHS
WisdomTree US High Dividend Fund
3.23%3.32%3.66%4.31%3.42%3.29%4.14%3.69%3.76%3.00%3.25%3.53%

Drawdowns

IHDG vs. DHS - Drawdown Comparison

The maximum IHDG drawdown since its inception was -29.24%, smaller than the maximum DHS drawdown of -67.25%. Use the drawdown chart below to compare losses from any high point for IHDG and DHS.


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Drawdown Indicators


IHDGDHSDifference

Max Drawdown

Largest peak-to-trough decline

-29.24%

-67.25%

+38.01%

Max Drawdown (1Y)

Largest decline over 1 year

-11.38%

-10.84%

-0.54%

Max Drawdown (5Y)

Largest decline over 5 years

-19.52%

-15.28%

-4.24%

Max Drawdown (10Y)

Largest decline over 10 years

-29.24%

-37.35%

+8.11%

Current Drawdown

Current decline from peak

-7.26%

-3.23%

-4.03%

Average Drawdown

Average peak-to-trough decline

-4.05%

-9.62%

+5.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.95%

3.10%

-0.15%

Volatility

IHDG vs. DHS - Volatility Comparison

WisdomTree International Hedged Dividend Growth Fund (IHDG) has a higher volatility of 6.19% compared to WisdomTree US High Dividend Fund (DHS) at 3.13%. This indicates that IHDG'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


IHDGDHSDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.19%

3.13%

+3.06%

Volatility (6M)

Calculated over the trailing 6-month period

10.04%

7.12%

+2.92%

Volatility (1Y)

Calculated over the trailing 1-year period

17.28%

13.35%

+3.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.61%

13.87%

+0.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.69%

16.06%

-0.37%