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PID vs. DTH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between PID and DTH is 0.86, 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.


-0.50.00.51.00.9

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.

-6.00%-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%AugustSeptemberOctoberNovemberDecember2025
-0.05%
-2.55%
PID
DTH

Key characteristics

Sharpe Ratio

PID:

0.57

DTH:

0.61

Sortino Ratio

PID:

0.84

DTH:

0.87

Omega Ratio

PID:

1.10

DTH:

1.11

Calmar Ratio

PID:

0.75

DTH:

0.71

Martin Ratio

PID:

2.04

DTH:

1.78

Ulcer Index

PID:

3.27%

DTH:

4.22%

Daily Std Dev

PID:

11.64%

DTH:

12.36%

Max Drawdown

PID:

-66.34%

DTH:

-64.20%

Current Drawdown

PID:

-6.97%

DTH:

-7.65%

Returns By Period

In the year-to-date period, PID achieves a 0.93% return, which is significantly lower than DTH's 1.11% return. Over the past 10 years, PID has outperformed DTH with an annualized return of 4.23%, while DTH has yielded a comparatively lower 3.59% annualized return.


PID

YTD

0.93%

1M

1.22%

6M

-0.05%

1Y

5.51%

5Y*

4.86%

10Y*

4.23%

DTH

YTD

1.11%

1M

2.85%

6M

-2.54%

1Y

6.63%

5Y*

3.48%

10Y*

3.59%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


PID vs. DTH - Expense Ratio Comparison

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


DTH
WisdomTree International High Dividend Fund
Expense ratio chart for DTH: current value at 0.58% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.58%
Expense ratio chart for PID: current value at 0.56% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.56%

Risk-Adjusted Performance

PID vs. DTH — Risk-Adjusted Performance Rank

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

PID
The Risk-Adjusted Performance Rank of PID is 2424
Overall Rank
The Sharpe Ratio Rank of PID is 2121
Sharpe Ratio Rank
The Sortino Ratio Rank of PID is 2020
Sortino Ratio Rank
The Omega Ratio Rank of PID is 1919
Omega Ratio Rank
The Calmar Ratio Rank of PID is 3535
Calmar Ratio Rank
The Martin Ratio Rank of PID is 2424
Martin Ratio Rank

DTH
The Risk-Adjusted Performance Rank of DTH is 2323
Overall Rank
The Sharpe Ratio Rank of DTH is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of DTH is 2020
Sortino Ratio Rank
The Omega Ratio Rank of DTH is 2020
Omega Ratio Rank
The Calmar Ratio Rank of DTH is 3333
Calmar Ratio Rank
The Martin Ratio Rank of DTH is 2121
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PID vs. DTH - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for PID, currently valued at 0.57, compared to the broader market0.002.004.000.570.61
The chart of Sortino ratio for PID, currently valued at 0.84, compared to the broader market0.005.0010.000.840.87
The chart of Omega ratio for PID, currently valued at 1.10, compared to the broader market0.501.001.502.002.503.003.501.101.11
The chart of Calmar ratio for PID, currently valued at 0.75, compared to the broader market0.005.0010.0015.0020.000.750.71
The chart of Martin ratio for PID, currently valued at 2.04, compared to the broader market0.0020.0040.0060.0080.00100.002.041.78
PID
DTH

The current PID Sharpe Ratio is 0.57, which is comparable to the DTH Sharpe Ratio of 0.61. 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.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
0.57
0.61
PID
DTH

Dividends

PID vs. DTH - Dividend Comparison

PID's dividend yield for the trailing twelve months is around 3.84%, less than DTH's 5.35% yield.


TTM20242023202220212020201920182017201620152014
PID
Invesco International Dividend Achievers™ ETF
3.84%3.88%3.31%3.29%3.29%3.17%4.00%3.86%3.46%3.91%4.48%3.92%
DTH
WisdomTree International High Dividend Fund
5.35%5.40%5.63%5.70%4.72%3.76%4.27%4.62%3.71%4.14%4.38%5.95%

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. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-6.97%
-7.65%
PID
DTH

Volatility

PID vs. DTH - Volatility Comparison

Invesco International Dividend Achievers™ ETF (PID) and WisdomTree International High Dividend Fund (DTH) have volatilities of 3.65% and 3.52%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.50%3.00%3.50%4.00%4.50%5.00%AugustSeptemberOctoberNovemberDecember2025
3.65%
3.52%
PID
DTH
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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