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

Correlation

The correlation between PID and DTH is 0.76, 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.


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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Key characteristics

Sharpe Ratio

PID:

0.69

DTH:

0.88

Sortino Ratio

PID:

1.05

DTH:

1.36

Omega Ratio

PID:

1.14

DTH:

1.19

Calmar Ratio

PID:

0.82

DTH:

1.27

Martin Ratio

PID:

2.49

DTH:

3.33

Ulcer Index

PID:

3.76%

DTH:

4.65%

Daily Std Dev

PID:

13.85%

DTH:

16.27%

Max Drawdown

PID:

-66.34%

DTH:

-64.20%

Current Drawdown

PID:

-0.50%

DTH:

-0.38%

Returns By Period

In the year-to-date period, PID achieves a 8.75% return, which is significantly lower than DTH's 18.19% return. Both investments have delivered pretty close results over the past 10 years, with PID having a 4.44% annualized return and DTH not far behind at 4.36%.


PID

YTD

8.75%

1M

5.06%

6M

5.67%

1Y

9.48%

5Y*

15.57%

10Y*

4.44%

DTH

YTD

18.19%

1M

7.71%

6M

19.04%

1Y

14.29%

5Y*

14.05%

10Y*

4.36%

*Annualized

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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.


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 6565
Overall Rank
The Sharpe Ratio Rank of PID is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of PID is 6262
Sortino Ratio Rank
The Omega Ratio Rank of PID is 5858
Omega Ratio Rank
The Calmar Ratio Rank of PID is 7474
Calmar Ratio Rank
The Martin Ratio Rank of PID is 6464
Martin Ratio Rank

DTH
The Risk-Adjusted Performance Rank of DTH is 7979
Overall Rank
The Sharpe Ratio Rank of DTH is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of DTH is 7878
Sortino Ratio Rank
The Omega Ratio Rank of DTH is 7878
Omega Ratio Rank
The Calmar Ratio Rank of DTH is 8686
Calmar Ratio Rank
The Martin Ratio Rank of DTH is 7676
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.


The current PID Sharpe Ratio is 0.69, which is comparable to the DTH Sharpe Ratio of 0.88. 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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Dividends

PID vs. DTH - Dividend Comparison

PID's dividend yield for the trailing twelve months is around 3.55%, less than DTH's 4.47% yield.


TTM20242023202220212020201920182017201620152014
PID
Invesco International Dividend Achievers™ ETF
3.55%3.88%3.31%3.30%3.30%3.16%4.00%3.87%3.46%3.90%4.48%3.92%
DTH
WisdomTree International High Dividend Fund
4.47%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.


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Volatility

PID vs. DTH - Volatility Comparison

The current volatility for Invesco International Dividend Achievers™ ETF (PID) is 3.07%, while WisdomTree International High Dividend Fund (DTH) has a volatility of 3.36%. 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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