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JIVE vs. DTH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JIVE vs. DTH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Jpmorgan International Value ETF (JIVE) 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, JIVE achieves a 16.59% return, which is significantly higher than DTH's 9.75% return.


JIVE

1D
0.63%
1M
1.64%
YTD
16.59%
6M
19.20%
1Y
42.72%
3Y*
5Y*
10Y*

DTH

1D
0.23%
1M
-0.12%
YTD
9.75%
6M
12.10%
1Y
26.53%
3Y*
19.94%
5Y*
11.78%
10Y*
9.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JIVE vs. DTH - Yearly Performance Comparison


2026 (YTD)202520242023
JIVE
Jpmorgan International Value ETF
16.59%49.80%11.22%5.36%
DTH
WisdomTree International High Dividend Fund
9.75%42.37%2.31%7.07%

Correlation

The correlation between JIVE and DTH is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.92

Correlation (All Time)
Calculated using the full available price history since Sep 14, 2023

0.91

The correlation between JIVE and DTH has been stable across timeframes, ranging from 0.91 to 0.92 - a consistent structural relationship.

JIVE vs. DTH - Sectors Allocation Comparison


Sectors
JIVE
DTH

Financial Services

33.2%
21.1%

Energy

8.7%
9.0%

Industrials

7.4%
13.0%

Technology

7.2%
1.3%

Basic Materials

5.3%
7.9%

Consumer Cyclical

4.3%
5.0%

Healthcare

4.2%
3.4%

Consumer Defensive

3.7%
8.1%

Communication Services

2.7%
7.0%

Real Estate

2.2%
5.2%

Utilities

1.7%
10.7%

Financial Services

JIVE
33.2%
DTH
21.1%

Energy

JIVE
8.7%
DTH
9.0%

Industrials

JIVE
7.4%
DTH
13.0%

Technology

JIVE
7.2%
DTH
1.3%

Basic Materials

JIVE
5.3%
DTH
7.9%

Consumer Cyclical

JIVE
4.3%
DTH
5.0%

Healthcare

JIVE
4.2%
DTH
3.4%

Consumer Defensive

JIVE
3.7%
DTH
8.1%

Communication Services

JIVE
2.7%
DTH
7.0%

Real Estate

JIVE
2.2%
DTH
5.2%

Utilities

JIVE
1.7%
DTH
10.7%

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Return for Risk

JIVE vs. DTH — Risk / Return Rank

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

JIVE
JIVE Risk / Return Rank: 8787
Overall Rank
JIVE Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
JIVE Sortino Ratio Rank: 8989
Sortino Ratio Rank
JIVE Omega Ratio Rank: 8888
Omega Ratio Rank
JIVE Calmar Ratio Rank: 8383
Calmar Ratio Rank
JIVE Martin Ratio Rank: 8484
Martin Ratio Rank

DTH
DTH Risk / Return Rank: 6666
Overall Rank
DTH Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
DTH Sortino Ratio Rank: 6868
Sortino Ratio Rank
DTH Omega Ratio Rank: 6767
Omega Ratio Rank
DTH Calmar Ratio Rank: 6464
Calmar Ratio Rank
DTH Martin Ratio Rank: 6363
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.

JIVE vs. DTH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Jpmorgan International Value ETF (JIVE) 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.


JIVEDTHDifference
Sharpe ratioReturn per unit of total volatility

+0.77

Sortino ratioReturn per unit of downside risk

+0.88

Omega ratioGain probability vs. loss probability

1.48

1.35

+0.14

Calmar ratioReturn relative to maximum drawdown

3.89

2.79

+1.10

Martin ratioReturn relative to average drawdown

14.92

10.07

+4.85

JIVE vs. DTH - Sharpe Ratio Comparison

The current JIVE Sharpe Ratio is 2.73, which is higher than the DTH Sharpe Ratio of 1.96. The chart below compares the historical Sharpe Ratios of JIVE 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

JIVE vs. DTH - Drawdown Comparison

The maximum JIVE drawdown since its inception was -13.79%, smaller than the maximum DTH drawdown of -64.20%. Use the drawdown chart below to compare losses from any high point for JIVE and DTH.


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Drawdown Indicators


JIVEDTHDifference

Max Drawdown

Largest peak-to-trough decline

-13.79%

-64.20%

+50.41%

Max Drawdown (1Y)

Largest decline over 1 year

-10.57%

-9.14%

-1.43%

Max Drawdown (3Y)

Largest decline over 3 years

-12.23%

Max Drawdown (5Y)

Largest decline over 5 years

-23.40%

Max Drawdown (10Y)

Largest decline over 10 years

-40.75%

Current Drawdown

Current decline from peak

-0.30%

-1.64%

+1.34%

Average Drawdown

Average peak-to-trough decline

-1.96%

-15.14%

+13.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.76%

2.53%

+0.23%

Volatility

JIVE vs. DTH - Volatility Comparison

Jpmorgan International Value ETF (JIVE) has a higher volatility of 5.61% compared to WisdomTree International High Dividend Fund (DTH) at 4.33%. This indicates that JIVE'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


JIVEDTHDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.61%

4.33%

+1.28%

Volatility (6M)

Calculated over the trailing 6-month period

12.71%

10.81%

+1.90%

Volatility (1Y)

Calculated over the trailing 1-year period

15.07%

13.04%

+2.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.11%

15.22%

-0.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.11%

17.05%

-1.94%

JIVE vs. DTH - Expense Ratio Comparison

JIVE has a 0.55% expense ratio, which is lower than DTH's 0.58% expense ratio.


Dividends

JIVE vs. DTH - Dividend Comparison

JIVE's dividend yield for the trailing twelve months is around 2.47%, less than DTH's 3.39% yield.


PositionTTM20252024202320222021202020192018201720162015
DTH
WisdomTree International High Dividend Fund
3.39%3.80%5.41%5.63%5.70%4.72%3.75%4.27%4.62%3.72%4.14%4.38%
JIVE
Jpmorgan International Value ETF
2.47%2.88%2.48%0.74%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.92, JIVE and DTH move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

JIVE has higher volatility (5.61%) compared to DTH (4.33%). In terms of maximum drawdown, JIVE dropped -13.79% vs DTH's -64.20%.

On 1-year performance, JIVE leads with 42.72% vs 26.53% for DTH. On fees, JIVE is cheaper at 0.55% per year. On volatility, DTH has been the lower-risk option at 4.33%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, JIVE has performed better with a 42.72% return vs 26.53%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

JIVE is cheaper with a 0.55% expense ratio, compared with 0.58% for DTH.

DTH has the higher dividend yield at 3.39%, compared with 2.47% for JIVE.

They also come from different issuers: JPMorgan and WisdomTree. Their fees differ too: 0.55% for JIVE and 0.58% for DTH.

JIVE currently has the higher Sharpe Ratio (2.73 vs 1.96), 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.

Portfolio Optimizer

Find the right allocation for JIVE and DTH

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