PortfoliosLab logoPortfoliosLab logo
QMID vs. DHS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

QMID vs. DHS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree U.S. MidCap Quality Growth Fund (QMID) and WisdomTree US High Dividend Fund (DHS). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, QMID achieves a 1.24% return, which is significantly lower than DHS's 12.61% return.


QMID

1D
-0.29%
1M
0.74%
YTD
1.24%
6M
-1.04%
1Y
9.00%
3Y*
5Y*
10Y*

DHS

1D
0.81%
1M
-0.18%
YTD
12.61%
6M
12.50%
1Y
22.41%
3Y*
17.58%
5Y*
11.73%
10Y*
9.73%
*Multi-year figures are annualized to reflect compound growth (CAGR)

QMID vs. DHS - Yearly Performance Comparison


2026 (YTD)20252024
QMID
WisdomTree U.S. MidCap Quality Growth Fund
1.24%5.02%9.01%
DHS
WisdomTree US High Dividend Fund
12.61%12.87%20.00%

Correlation

The correlation between QMID and DHS is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.47

Correlation (All Time)
Calculated using the full available price history since Jan 25, 2024

0.58

The correlation between QMID and DHS shifts across timeframes, from 0.47 (1 year) to 0.58 (all time), reflecting how their relationship changes across market environments.

QMID vs. DHS - Sectors Allocation Comparison


Sectors
QMID
DHS

Industrials

25.0%
4.2%

Consumer Cyclical

15.9%
5.6%

Technology

15.8%
4.1%

Healthcare

14.1%
14.9%

Financial Services

12.0%
22.1%

Consumer Defensive

7.5%
18.5%

Energy

3.2%
8.8%

Communication Services

3.2%
9.0%

Basic Materials

2.2%
1.2%

Real Estate

-

2.9%

Utilities

-

8.7%

Industrials

QMID
25.0%
DHS
4.2%

Consumer Cyclical

QMID
15.9%
DHS
5.6%

Technology

QMID
15.8%
DHS
4.1%

Healthcare

QMID
14.1%
DHS
14.9%

Financial Services

QMID
12.0%
DHS
22.1%

Consumer Defensive

QMID
7.5%
DHS
18.5%

Energy

QMID
3.2%
DHS
8.8%

Communication Services

QMID
3.2%
DHS
9.0%

Basic Materials

QMID
2.2%
DHS
1.2%

Real Estate

QMID

-

DHS
2.9%

Utilities

QMID

-

DHS
8.7%

Compare stocks, funds, or ETFs

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


Return for Risk

QMID vs. DHS — Risk / Return Rank

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

QMID
QMID Risk / Return Rank: 1919
Overall Rank
QMID Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
QMID Sortino Ratio Rank: 1919
Sortino Ratio Rank
QMID Omega Ratio Rank: 1717
Omega Ratio Rank
QMID Calmar Ratio Rank: 2020
Calmar Ratio Rank
QMID Martin Ratio Rank: 2424
Martin Ratio Rank

DHS
DHS Risk / Return Rank: 7272
Overall Rank
DHS Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
DHS Sortino Ratio Rank: 7878
Sortino Ratio Rank
DHS Omega Ratio Rank: 6666
Omega Ratio Rank
DHS Calmar Ratio Rank: 7373
Calmar Ratio Rank
DHS Martin Ratio Rank: 7272
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.

QMID vs. DHS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. MidCap Quality Growth Fund (QMID) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


QMIDDHSDifference
Sharpe ratioReturn per unit of total volatility

-1.61

Sortino ratioReturn per unit of downside risk

-2.31

Omega ratioGain probability vs. loss probability

1.11

1.38

-0.27

Calmar ratioReturn relative to maximum drawdown

0.85

3.57

-2.73

Martin ratioReturn relative to average drawdown

2.85

12.96

-10.10

QMID vs. DHS - Sharpe Ratio Comparison

The current QMID Sharpe Ratio is 0.60, which is lower than the DHS Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of QMID 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.


Loading charts...

Drawdowns

QMID vs. DHS - Drawdown Comparison

The maximum QMID drawdown since its inception was -24.42%, smaller than the maximum DHS drawdown of -67.25%. Use the drawdown chart below to compare losses from any high point for QMID and DHS.


Loading charts...

Drawdown Indicators


QMIDDHSDifference

Max Drawdown

Largest peak-to-trough decline

-24.42%

-67.25%

+42.83%

Max Drawdown (1Y)

Largest decline over 1 year

-10.67%

-6.30%

-4.37%

Max Drawdown (3Y)

Largest decline over 3 years

-11.87%

Max Drawdown (5Y)

Largest decline over 5 years

-15.28%

Max Drawdown (10Y)

Largest decline over 10 years

-37.35%

Current Drawdown

Current decline from peak

-2.94%

-1.19%

-1.75%

Average Drawdown

Average peak-to-trough decline

-5.41%

-9.53%

+4.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.16%

1.73%

+1.43%

Volatility

QMID vs. DHS - Volatility Comparison

WisdomTree U.S. MidCap Quality Growth Fund (QMID) has a higher volatility of 3.95% compared to WisdomTree US High Dividend Fund (DHS) at 3.61%. This indicates that QMID's price experiences larger fluctuations and is considered to be riskier than DHS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


QMIDDHSDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.95%

3.61%

+0.34%

Volatility (6M)

Calculated over the trailing 6-month period

10.77%

7.53%

+3.24%

Volatility (1Y)

Calculated over the trailing 1-year period

15.14%

10.20%

+4.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.43%

13.88%

+4.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.43%

16.08%

+2.35%

QMID vs. DHS - Expense Ratio Comparison

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


Dividends

QMID vs. DHS - Dividend Comparison

QMID's dividend yield for the trailing twelve months is around 0.51%, less than DHS's 3.27% yield.


PositionTTM20252024202320222021202020192018201720162015
DHS
WisdomTree US High Dividend Fund
3.27%3.32%3.66%4.31%3.42%3.29%4.14%3.69%3.76%3.00%3.25%3.53%
QMID
WisdomTree U.S. MidCap Quality Growth Fund
0.51%0.51%1.16%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


QMID and DHS have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

QMID has higher volatility (3.95%) compared to DHS (3.61%). In terms of maximum drawdown, QMID dropped -24.42% vs DHS's -67.25%.

On 1-year performance, DHS leads with 22.41% vs 9.00% for QMID. Both ETFs have the same 0.38% expense ratio. On volatility, DHS has been the lower-risk option at 3.61%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, DHS has performed better with a 22.41% return vs 9.00%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

DHS has the higher dividend yield at 3.27%, compared with 0.51% for QMID.

QMID is categorized as Mid Cap Growth Equities, while DHS is Large Cap Value Equities. QMID tracks WisdomTree U.S. MidCap Quality Growth Index, while DHS tracks WisdomTree U.S. High Dividend Index.

DHS currently has the higher Sharpe Ratio (2.21 vs 0.60), 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

Find the right allocation for QMID and DHS

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer