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QHY vs. DHS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

QHY vs. DHS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree U.S. Short-Term Corporate Bond Fund (QHY) and WisdomTree US High Dividend Fund (DHS). The values are adjusted to include any dividend payments, if applicable.

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QHY vs. DHS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
QHY
WisdomTree U.S. Short-Term Corporate Bond Fund
-0.34%9.61%5.92%10.12%-11.81%4.12%5.99%15.65%-0.06%5.66%
DHS
WisdomTree US High Dividend Fund
7.41%12.87%18.02%-0.19%7.97%23.20%-5.70%22.59%-7.41%11.69%

Returns By Period

In the year-to-date period, QHY achieves a -0.34% return, which is significantly lower than DHS's 7.41% return.


QHY

1D
0.09%
1M
-1.04%
YTD
-0.34%
6M
0.83%
1Y
7.33%
3Y*
7.25%
5Y*
3.13%
10Y*

DHS

1D
-0.54%
1M
-3.36%
YTD
7.41%
6M
9.18%
1Y
14.53%
3Y*
13.92%
5Y*
11.30%
10Y*
9.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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QHY vs. DHS - Expense Ratio Comparison

Both QHY and DHS have an expense ratio of 0.38%.


Return for Risk

QHY vs. DHS — Risk / Return Rank

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

QHY
QHY Risk / Return Rank: 7272
Overall Rank
QHY Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
QHY Sortino Ratio Rank: 7070
Sortino Ratio Rank
QHY Omega Ratio Rank: 7878
Omega Ratio Rank
QHY Calmar Ratio Rank: 6565
Calmar Ratio Rank
QHY Martin Ratio Rank: 7575
Martin Ratio Rank

DHS
DHS Risk / Return Rank: 5353
Overall Rank
DHS Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
DHS Sortino Ratio Rank: 5757
Sortino Ratio Rank
DHS Omega Ratio Rank: 5656
Omega Ratio Rank
DHS Calmar Ratio Rank: 4545
Calmar Ratio Rank
DHS Martin Ratio Rank: 4848
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.

QHY vs. DHS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. Short-Term Corporate Bond Fund (QHY) and WisdomTree US High Dividend Fund (DHS). 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.


QHYDHSDifference

Sharpe ratio

Return per unit of total volatility

1.30

1.10

+0.20

Sortino ratio

Return per unit of downside risk

1.88

1.54

+0.34

Omega ratio

Gain probability vs. loss probability

1.31

1.22

+0.10

Calmar ratio

Return relative to maximum drawdown

1.89

1.24

+0.65

Martin ratio

Return relative to average drawdown

8.98

4.77

+4.20

QHY vs. DHS - Sharpe Ratio Comparison

The current QHY Sharpe Ratio is 1.30, which is comparable to the DHS Sharpe Ratio of 1.10. The chart below compares the historical Sharpe Ratios of QHY and DHS, 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


QHYDHSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.30

1.10

+0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

0.82

-0.40

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

0.60

0.40

+0.20

Correlation

The correlation between QHY and DHS is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

QHY vs. DHS - Dividend Comparison

QHY's dividend yield for the trailing twelve months is around 6.34%, more than DHS's 3.24% yield.


TTM20252024202320222021202020192018201720162015
QHY
WisdomTree U.S. Short-Term Corporate Bond Fund
6.34%6.26%6.40%6.11%5.44%4.09%4.80%5.21%5.93%6.47%4.39%0.00%
DHS
WisdomTree US High Dividend Fund
3.24%3.32%3.66%4.31%3.42%3.29%4.14%3.69%3.76%3.00%3.25%3.53%

Drawdowns

QHY vs. DHS - Drawdown Comparison

The maximum QHY drawdown since its inception was -22.74%, smaller than the maximum DHS drawdown of -67.25%. Use the drawdown chart below to compare losses from any high point for QHY and DHS.


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Drawdown Indicators


QHYDHSDifference

Max Drawdown

Largest peak-to-trough decline

-22.74%

-67.25%

+44.51%

Max Drawdown (1Y)

Largest decline over 1 year

-4.02%

-10.84%

+6.82%

Max Drawdown (5Y)

Largest decline over 5 years

-16.21%

-15.28%

-0.93%

Max Drawdown (10Y)

Largest decline over 10 years

-37.35%

Current Drawdown

Current decline from peak

-1.43%

-3.76%

+2.33%

Average Drawdown

Average peak-to-trough decline

-2.79%

-9.62%

+6.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.85%

2.82%

-1.97%

Volatility

QHY vs. DHS - Volatility Comparison

The current volatility for WisdomTree U.S. Short-Term Corporate Bond Fund (QHY) is 2.09%, while WisdomTree US High Dividend Fund (DHS) has a volatility of 3.08%. This indicates that QHY experiences smaller price fluctuations and is considered to be less risky than DHS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


QHYDHSDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.09%

3.08%

-0.99%

Volatility (6M)

Calculated over the trailing 6-month period

2.78%

7.14%

-4.36%

Volatility (1Y)

Calculated over the trailing 1-year period

5.67%

13.31%

-7.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.55%

13.87%

-6.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.22%

16.06%

-7.84%