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QHY vs. DHS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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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Returns By Period

In the year-to-date period, QHY achieves a 1.46% return, which is significantly lower than DHS's 9.88% return. Over the past 10 years, QHY has underperformed DHS with an annualized return of 4.96%, while DHS has yielded a comparatively higher 9.47% annualized return.


QHY

1D
-0.09%
1M
0.55%
YTD
1.46%
6M
1.70%
1Y
7.29%
3Y*
8.10%
5Y*
3.21%
10Y*
4.96%

DHS

1D
-0.67%
1M
-0.16%
YTD
9.88%
6M
10.38%
1Y
20.55%
3Y*
16.39%
5Y*
10.59%
10Y*
9.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QHY vs. DHS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
QHY
WisdomTree U.S. Short-Term Corporate Bond Fund
1.46%9.61%5.92%10.12%-11.81%4.12%5.99%15.65%-0.06%5.66%
DHS
WisdomTree US High Dividend Fund
9.88%12.87%18.02%-0.19%7.97%23.20%-5.70%22.59%-7.41%11.69%

Correlation

The correlation between QHY and DHS is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.40

Correlation (3Y)
Calculated over the trailing 3-year period

0.45

Correlation (5Y)
Calculated over the trailing 5-year period

0.50

Correlation (10Y)
Calculated over the trailing 10-year period

0.46

Correlation (All Time)
Calculated using the full available price history since Apr 28, 2016

0.46

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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: 6363
Overall Rank
QHY Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
QHY Sortino Ratio Rank: 6767
Sortino Ratio Rank
QHY Omega Ratio Rank: 6666
Omega Ratio Rank
QHY Calmar Ratio Rank: 5454
Calmar Ratio Rank
QHY Martin Ratio Rank: 6767
Martin Ratio Rank

DHS
DHS Risk / Return Rank: 6262
Overall Rank
DHS Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
DHS Sortino Ratio Rank: 6666
Sortino Ratio Rank
DHS Omega Ratio Rank: 5757
Omega Ratio Rank
DHS Calmar Ratio Rank: 6565
Calmar Ratio Rank
DHS Martin Ratio Rank: 6565
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 ratioReturn per unit of total volatility

-0.05

Sortino ratioReturn per unit of downside risk

-0.04

Omega ratioGain probability vs. loss probability

1.39

1.35

+0.04

Calmar ratioReturn relative to maximum drawdown

2.65

3.28

-0.63

Martin ratioReturn relative to average drawdown

12.02

12.04

-0.02

QHY vs. DHS - Sharpe Ratio Comparison

The current QHY Sharpe Ratio is 2.01, which is comparable to the DHS Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of QHY and DHS, 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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Sharpe Ratios by Period


QHYDHSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.01

2.06

-0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.43

0.77

-0.34

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

0.59

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.61

0.41

+0.21

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

-2.77%

-6.30%

+3.53%

Max Drawdown (3Y)

Largest decline over 3 years

-4.58%

-11.87%

+7.29%

Max Drawdown (5Y)

Largest decline over 5 years

-16.21%

-15.28%

-0.93%

Max Drawdown (10Y)

Largest decline over 10 years

-22.74%

-37.35%

+14.61%

Current Drawdown

Current decline from peak

-0.09%

-2.60%

+2.51%

Average Drawdown

Average peak-to-trough decline

-2.75%

-9.55%

+6.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.61%

1.71%

-1.10%

Volatility

QHY vs. DHS - Volatility Comparison

The current volatility for WisdomTree U.S. Short-Term Corporate Bond Fund (QHY) is 1.08%, while WisdomTree US High Dividend Fund (DHS) has a volatility of 2.88%. 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

1.08%

2.88%

-1.80%

Volatility (6M)

Calculated over the trailing 6-month period

2.86%

7.32%

-4.46%

Volatility (1Y)

Calculated over the trailing 1-year period

3.65%

10.01%

-6.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.57%

13.89%

-6.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.20%

16.08%

-7.88%

QHY vs. DHS - Expense Ratio Comparison

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


Dividends

QHY vs. DHS - Dividend Comparison

QHY's dividend yield for the trailing twelve months is around 6.26%, more than DHS's 3.35% yield.


PositionTTM20252024202320222021202020192018201720162015
DHS
WisdomTree US High Dividend Fund
3.35%3.32%3.66%4.31%3.42%3.29%4.14%3.69%3.76%3.00%3.25%3.53%
QHY
WisdomTree U.S. Short-Term Corporate Bond Fund
6.26%6.26%6.40%6.11%5.44%4.09%4.80%5.21%5.93%6.47%4.39%0.00%

Frequently Asked Questions


QHY and DHS have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DHS has higher volatility (2.88%) compared to QHY (1.08%). In terms of maximum drawdown, QHY dropped -22.74% vs DHS's -67.25%.

On 10-year performance, DHS leads with 9.47% vs 4.96% for QHY. Both ETFs have the same 0.38% expense ratio. On volatility, QHY has been the lower-risk option at 1.08%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, DHS has performed better with a 9.47% return vs 4.96%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

QHY and DHS have the same expense ratio: 0.38% per year.

QHY has the higher dividend yield at 6.26%, compared with 3.35% for DHS.

QHY is categorized as High Yield Bonds, while DHS is Large Cap Value Equities. QHY tracks WisdomTree U.S. High Yield Corporate Bond Index, while DHS tracks WisdomTree U.S. High Dividend Index.

DHS currently has the higher Sharpe Ratio (2.06 vs 2.01), 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

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