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PID vs. DTH
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

PID vs. DTH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco International Dividend Achievers™ ETF (PID) and WisdomTree International High Dividend Fund (DTH). The values are adjusted to include any dividend payments, if applicable.

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PID vs. DTH - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PID
Invesco International Dividend Achievers™ ETF
2.04%24.45%3.08%14.28%-6.48%24.49%-6.56%25.87%-11.46%19.05%
DTH
WisdomTree International High Dividend Fund
5.14%42.37%2.31%15.03%-1.74%8.30%-7.05%18.43%-12.85%21.10%

Returns By Period

In the year-to-date period, PID achieves a 2.04% return, which is significantly lower than DTH's 5.14% return. Both investments have delivered pretty close results over the past 10 years, with PID having a 8.98% annualized return and DTH not far behind at 8.80%.


PID

1D
2.07%
1M
-5.36%
YTD
2.04%
6M
6.12%
1Y
20.87%
3Y*
11.55%
5Y*
9.53%
10Y*
8.98%

DTH

1D
2.50%
1M
-5.77%
YTD
5.14%
6M
11.30%
1Y
32.52%
3Y*
18.37%
5Y*
11.97%
10Y*
8.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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PID vs. DTH - Expense Ratio Comparison

PID has a 0.56% expense ratio, which is lower than DTH's 0.58% expense ratio.


Return for Risk

PID vs. DTH — Risk / Return Rank

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

PID
PID Risk / Return Rank: 8686
Overall Rank
PID Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
PID Sortino Ratio Rank: 8888
Sortino Ratio Rank
PID Omega Ratio Rank: 8686
Omega Ratio Rank
PID Calmar Ratio Rank: 8383
Calmar Ratio Rank
PID Martin Ratio Rank: 8787
Martin Ratio Rank

DTH
DTH Risk / Return Rank: 9292
Overall Rank
DTH Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
DTH Sortino Ratio Rank: 9292
Sortino Ratio Rank
DTH Omega Ratio Rank: 9393
Omega Ratio Rank
DTH Calmar Ratio Rank: 8989
Calmar Ratio Rank
DTH Martin Ratio Rank: 9292
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.

PID vs. DTH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco International Dividend Achievers™ ETF (PID) 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.


PIDDTHDifference

Sharpe ratio

Return per unit of total volatility

1.64

2.11

-0.48

Sortino ratio

Return per unit of downside risk

2.39

2.72

-0.33

Omega ratio

Gain probability vs. loss probability

1.34

1.42

-0.08

Calmar ratio

Return relative to maximum drawdown

2.36

2.82

-0.46

Martin ratio

Return relative to average drawdown

10.33

12.31

-1.98

PID vs. DTH - Sharpe Ratio Comparison

The current PID Sharpe Ratio is 1.64, which is comparable to the DTH Sharpe Ratio of 2.11. The chart below compares the historical Sharpe Ratios of PID and DTH, 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


PIDDTHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.64

2.11

-0.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.69

0.80

-0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.52

-0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.24

+0.03

Correlation

The correlation between PID and DTH is 0.85, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

PID vs. DTH - Dividend Comparison

PID's dividend yield for the trailing twelve months is around 3.38%, less than DTH's 3.54% yield.


TTM20252024202320222021202020192018201720162015
PID
Invesco International Dividend Achievers™ ETF
3.38%3.28%3.88%3.31%3.30%3.30%3.16%3.99%3.87%3.46%3.90%4.48%
DTH
WisdomTree International High Dividend Fund
3.54%3.80%5.41%5.63%5.70%4.72%3.75%4.27%4.62%3.72%4.14%4.38%

Drawdowns

PID vs. DTH - Drawdown Comparison

The maximum PID drawdown since its inception was -66.34%, roughly equal to the maximum DTH drawdown of -64.20%. Use the drawdown chart below to compare losses from any high point for PID and DTH.


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Drawdown Indicators


PIDDTHDifference

Max Drawdown

Largest peak-to-trough decline

-66.34%

-64.20%

-2.14%

Max Drawdown (1Y)

Largest decline over 1 year

-8.83%

-11.30%

+2.47%

Max Drawdown (5Y)

Largest decline over 5 years

-22.97%

-23.40%

+0.43%

Max Drawdown (10Y)

Largest decline over 10 years

-46.07%

-40.75%

-5.32%

Current Drawdown

Current decline from peak

-5.36%

-5.77%

+0.41%

Average Drawdown

Average peak-to-trough decline

-13.12%

-15.28%

+2.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.02%

2.59%

-0.57%

Volatility

PID vs. DTH - Volatility Comparison

The current volatility for Invesco International Dividend Achievers™ ETF (PID) is 3.80%, while WisdomTree International High Dividend Fund (DTH) has a volatility of 6.31%. This indicates that PID experiences smaller price fluctuations and is considered to be less risky 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


PIDDTHDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.80%

6.31%

-2.51%

Volatility (6M)

Calculated over the trailing 6-month period

7.11%

9.31%

-2.20%

Volatility (1Y)

Calculated over the trailing 1-year period

12.81%

15.47%

-2.66%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.96%

15.05%

-1.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.99%

17.06%

+0.93%