INTL.L vs. DHS.L

Last updated Jul 16, 2026

INTL.L (WisdomTree Artificial Intelligence UCITS ETF - USD Acc) and DHS.L (WisdomTree US High Dividend UCITS ETF USD (Dist)) are both exchange-traded funds - INTL.L is a Technology Equities fund tracking the MSCI World/Information Tech NR USD, while DHS.L is a Dividend fund tracking the WisdomTree US High Dividend UCITS Index. Both are passively managed. Over the past 5 years, INTL.L returned 14.46%/yr vs 12.35%/yr for DHS.L. At a 0.36 correlation, their price movements are largely independent. INTL.L charges 0.40%/yr vs 0.29%/yr for DHS.L.

Performance

INTL.L vs. DHS.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in WisdomTree Artificial Intelligence UCITS ETF - USD Acc (INTL.L) and WisdomTree US High Dividend UCITS ETF USD (Dist) (DHS.L). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, INTL.L achieves a 34.85% return, which is significantly higher than DHS.L's 12.15% return.

INTL.L

• 1D: -3.03%
• 1M: -8.62%
• 6M: 28.33%
• YTD: 34.85%
• 1Y: 56.41%
• 3Y*: 25.07%
• 5Y*: 14.46%
• 10Y*: —

DHS.L

• 1D: -0.35%
• 1M: 1.99%
• 6M: 8.98%
• YTD: 12.15%
• 1Y: 21.91%
• 3Y*: 16.07%
• 5Y*: 12.35%
• 10Y*: 9.13%

*Multi-year figures are annualized to reflect compound growth (CAGR)

INTL.L vs. DHS.L - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
INTL.L WisdomTree Artificial Intelligence UCITS ETF - USD Acc	34.85%	14.50%	13.58%	48.71%	-35.12%	17.36%	68.98%	40.59%	-27.33%
DHS.L WisdomTree US High Dividend UCITS ETF USD (Dist)	12.15%	4.77%	20.38%	-4.02%	19.92%	25.61%	-7.64%	18.85%	-7.13%

Correlation

The correlation between INTL.L and DHS.L is -0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.07
Correlation (3Y) Calculated over the trailing 3-year period	0.18
Correlation (5Y) Calculated over the trailing 5-year period	0.27
Correlation (All Time) Calculated using the full available price history since Nov 30, 2018	0.36

The correlation between INTL.L and DHS.L shifts across timeframes, from -0.07 (1 year) to 0.36 (all time), reflecting how their relationship changes across market environments.

Return for Risk

INTL.L vs. DHS.L — Risk / Return Rank

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

INTL.L

INTL.L Risk / Return Rank: 74
INTL.L Sharpe Ratio Rank: 77
INTL.L Sortino Ratio Rank: 68
INTL.L Omega Ratio Rank: 68
INTL.L Calmar Ratio Rank: 85
INTL.L Martin Ratio Rank: 72

DHS.L

DHS.L Risk / Return Rank: 83
DHS.L Sharpe Ratio Rank: 85
DHS.L Sortino Ratio Rank: 85
DHS.L Omega Ratio Rank: 81
DHS.L Calmar Ratio Rank: 83
DHS.L Martin Ratio Rank: 81

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.

INTL.L vs. DHS.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Artificial Intelligence UCITS ETF - USD Acc (INTL.L) and WisdomTree US High Dividend UCITS ETF USD (Dist) (DHS.L). 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.

	INTL.L	DHS.L	Difference
Sharpe ratio: Return per unit of total volatility	1.96	2.18	-0.23
Sortino ratio: Return per unit of downside risk	2.50	3.07	-0.57
Omega ratio: Gain probability vs. loss probability	1.32	1.38	-0.05
Calmar ratio: Return relative to maximum drawdown	3.72	3.58	+0.14
Martin ratio: Return relative to average drawdown	10.67	12.31	-1.64

INTL.L vs. DHS.L - Sharpe Ratio Comparison

The current INTL.L Sharpe Ratio is 1.96, which is comparable to the DHS.L Sharpe Ratio of 2.18. The chart below compares the historical Sharpe Ratios of INTL.L and DHS.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

INTL.L vs. DHS.L - Drawdown Comparison

The maximum INTL.L drawdown since its inception was -37.71%, roughly equal to the maximum DHS.L drawdown of -38.98%. Use the drawdown chart below to compare losses from any high point for INTL.L and DHS.L.

Drawdown Indicators

	INTL.L	DHS.L	Difference
Max Drawdown Largest peak-to-trough decline	-37.71%	-38.98%	+1.27%
Max Drawdown (1Y) Largest decline over 1 year	-15.10%	-6.40%	-8.70%
Max Drawdown (3Y) Largest decline over 3 years	-33.54%	-17.50%	-16.04%
Max Drawdown (5Y) Largest decline over 5 years	-36.92%	-18.39%	-18.53%
Max Drawdown (10Y) Largest decline over 10 years	—	-28.93%	—
Current Drawdown Current decline from peak	-10.39%	-1.32%	-9.07%
Average Drawdown Average peak-to-trough decline	-12.26%	-9.19%	-3.07%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.27%	1.86%	+3.41%

Volatility

INTL.L vs. DHS.L - Volatility Comparison

WisdomTree Artificial Intelligence UCITS ETF - USD Acc (INTL.L) has a higher volatility of 12.44% compared to WisdomTree US High Dividend UCITS ETF USD (Dist) (DHS.L) at 2.57%. This indicates that INTL.L's price experiences larger fluctuations and is considered to be riskier than DHS.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	INTL.L	DHS.L	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.44%	2.57%	+9.87%
Volatility (6M) Calculated over the trailing 6-month period	23.12%	8.13%	+14.99%
Volatility (1Y) Calculated over the trailing 1-year period	28.70%	10.53%	+18.17%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	29.48%	13.84%	+15.64%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	29.44%	14.89%	+14.55%

INTL.L vs. DHS.L - Expense Ratio Comparison

INTL.L has a 0.40% expense ratio, which is higher than DHS.L's 0.29% expense ratio.

Dividends

INTL.L vs. DHS.L - Dividend Comparison

INTL.L has not paid dividends to shareholders, while DHS.L's dividend yield for the trailing twelve months is around 2.63%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DHS.L WisdomTree US High Dividend UCITS ETF USD (Dist)	2.63%	2.89%	5.19%	5.19%	2.83%	2.87%	5.63%	4.86%	3.06%	2.70%	2.51%	2.46%
INTL.L WisdomTree Artificial Intelligence UCITS ETF - USD Acc	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both INTL.L and DHS.L in my portfolio?

INTL.L and DHS.L have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, INTL.L or DHS.L?

On fees, DHS.L is cheaper at 0.29% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, INTL.L or DHS.L?

DHS.L is cheaper with a 0.29% expense ratio, compared with 0.40% for INTL.L.

What is the main difference between INTL.L and DHS.L?

INTL.L is categorized as Technology Equities, while DHS.L is Dividend. INTL.L tracks MSCI World/Information Tech NR USD, while DHS.L tracks WisdomTree US High Dividend UCITS Index. Their fees differ too: 0.40% for INTL.L and 0.29% for DHS.L.