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WDC vs. DHS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WDC vs. DHS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Western Digital Corporation (WDC) 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, WDC achieves a 274.01% return, which is significantly higher than DHS's 12.48% return. Over the past 10 years, WDC has outperformed DHS with an annualized return of 35.27%, while DHS has yielded a comparatively lower 9.71% annualized return.


WDC

1D
-4.01%
1M
32.98%
YTD
274.01%
6M
258.82%
1Y
940.08%
3Y*
182.73%
5Y*
64.63%
10Y*
35.27%

DHS

1D
-0.11%
1M
-0.29%
YTD
12.48%
6M
11.78%
1Y
21.95%
3Y*
17.53%
5Y*
11.61%
10Y*
9.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WDC vs. DHS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WDC
Western Digital Corporation
274.01%283.68%13.86%65.99%-51.62%17.73%-10.89%77.14%-51.90%19.83%
DHS
WisdomTree US High Dividend Fund
12.48%12.87%18.02%-0.19%7.97%23.20%-5.70%22.59%-7.41%11.69%

Correlation

The correlation between WDC and DHS is -0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.06

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

0.12

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

0.30

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

0.39

Correlation (All Time)
Calculated using the full available price history since Jun 16, 2006

0.45

The correlation between WDC and DHS shifts across timeframes, from -0.06 (1 year) to 0.45 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

WDC vs. DHS — Risk / Return Rank

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

WDC
WDC Risk / Return Rank: 9999
Overall Rank
WDC Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
WDC Sortino Ratio Rank: 9999
Sortino Ratio Rank
WDC Omega Ratio Rank: 9999
Omega Ratio Rank
WDC Calmar Ratio Rank: 100100
Calmar Ratio Rank
WDC Martin Ratio Rank: 100100
Martin Ratio Rank

DHS
DHS Risk / Return Rank: 7575
Overall Rank
DHS Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
DHS Sortino Ratio Rank: 8181
Sortino Ratio Rank
DHS Omega Ratio Rank: 7070
Omega Ratio Rank
DHS Calmar Ratio Rank: 7676
Calmar Ratio Rank
DHS Martin Ratio Rank: 7575
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.

WDC vs. DHS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Western Digital Corporation (WDC) 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.


WDCDHSDifference
Sharpe ratioReturn per unit of total volatility

+11.75

Sortino ratioReturn per unit of downside risk

+3.58

Omega ratioGain probability vs. loss probability

1.91

1.37

+0.54

Calmar ratioReturn relative to maximum drawdown

46.13

3.50

+42.63

Martin ratioReturn relative to average drawdown

154.08

12.69

+141.40

WDC vs. DHS - Sharpe Ratio Comparison

The current WDC Sharpe Ratio is 13.91, which is higher than the DHS Sharpe Ratio of 2.16. The chart below compares the historical Sharpe Ratios of WDC 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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Drawdowns

WDC vs. DHS - Drawdown Comparison

The maximum WDC drawdown since its inception was -96.20%, which is greater than DHS's maximum drawdown of -67.25%. Use the drawdown chart below to compare losses from any high point for WDC and DHS.


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Drawdown Indicators


WDCDHSDifference

Max Drawdown

Largest peak-to-trough decline

-96.20%

-67.25%

-28.95%

Max Drawdown (1Y)

Largest decline over 1 year

-20.59%

-6.30%

-14.29%

Max Drawdown (3Y)

Largest decline over 3 years

-49.65%

-11.87%

-37.78%

Max Drawdown (5Y)

Largest decline over 5 years

-57.55%

-15.28%

-42.27%

Max Drawdown (10Y)

Largest decline over 10 years

-70.49%

-37.35%

-33.14%

Current Drawdown

Current decline from peak

-13.72%

-1.30%

-12.42%

Average Drawdown

Average peak-to-trough decline

-52.03%

-9.53%

-42.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.15%

1.74%

+4.41%

Volatility

WDC vs. DHS - Volatility Comparison

Western Digital Corporation (WDC) has a higher volatility of 27.85% compared to WisdomTree US High Dividend Fund (DHS) at 3.52%. This indicates that WDC'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.


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Volatility by Period


WDCDHSDifference

Volatility (1M)

Calculated over the trailing 1-month period

27.85%

3.52%

+24.33%

Volatility (6M)

Calculated over the trailing 6-month period

55.76%

7.52%

+48.24%

Volatility (1Y)

Calculated over the trailing 1-year period

68.31%

10.19%

+58.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

49.67%

13.88%

+35.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

48.99%

16.08%

+32.91%

Dividends

WDC vs. DHS - Dividend Comparison

WDC's dividend yield for the trailing twelve months is around 0.08%, less than DHS's 3.28% yield.


PositionTTM20252024202320222021202020192018201720162015
DHS
WisdomTree US High Dividend Fund
3.28%3.32%3.66%4.31%3.42%3.29%4.14%3.69%3.76%3.00%3.25%3.53%
WDC
Western Digital Corporation
0.08%0.19%0.00%0.00%0.00%0.00%1.81%2.36%5.41%2.51%2.94%3.33%

Frequently Asked Questions


WDC and DHS have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WDC has higher volatility (27.85%) compared to DHS (3.52%). In terms of maximum drawdown, WDC dropped -96.20% vs DHS's -67.25%.

WDC currently has the higher Sharpe Ratio (13.91 vs 2.16), 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.

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