WDC vs. DHS
WDC (Western Digital Corporation) is a stock, while DHS (WisdomTree US High Dividend Fund) is Large Cap Value Equities fund tracking the WisdomTree U.S. High Dividend Index. Over the past 10 years, WDC returned 32.93%/yr vs 9.66%/yr for DHS. Their 0.44 correlation means their historical movements had little consistent relationship.
Performance
WDC vs. DHS - Performance Comparison
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Returns By Period
In the year-to-date period, WDC achieves a 201.59% return, which is significantly higher than DHS's 17.04% return. Over the past 10 years, WDC has outperformed DHS with an annualized return of 32.93%, while DHS has yielded a comparatively lower 9.66% annualized return.
WDC
- 1D
- -5.36%
- 1M
- -10.09%
- 6M
- 92.85%
- YTD
- 201.59%
- 1Y
- 586.41%
- 3Y*
- 151.36%
- 5Y*
- 58.60%
- 10Y*
- 32.93%
- ALL TIME*
- 12.07%
DHS
- 1D
- -0.79%
- 1M
- 1.96%
- 6M
- 7.16%
- YTD
- 17.04%
- 1Y
- 24.24%
- 3Y*
- 17.10%
- 5Y*
- 12.17%
- 10Y*
- 9.66%
- ALL TIME*
- 8.26%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $5.01M | $3.98M | $2.95M | |
| $4.08B | $3.89B | $4.69B |
WDC vs. DHS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WDC Western Digital Corporation | 201.59% | 283.68% | 13.86% | 65.99% | -51.62% | 17.73% | -10.89% | 77.14% | -51.90% | 19.83% |
DHS WisdomTree US High Dividend Fund | 17.04% | 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 -0.10, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.10 |
Correlation (3Y) Balances recent behavior with more history. | 0.09 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.27 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.37 |
Correlation (All Time) Calculated using the full available price history since Jun 16, 2006 | 0.44 |
The correlation between WDC and DHS shifts across timeframes, from -0.10 (1 year) to 0.44 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
WDC vs. DHS — Risk / Return Rank
WDC
DHS
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.
| WDC | DHS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +5.34 | ||
| Sortino ratioReturn per unit of downside risk | +1.32 | ||
| Omega ratioGain probability vs. loss probability | 1.62 | 1.40 | +0.22 |
| Calmar ratioReturn relative to maximum drawdown | 15.54 | 3.87 | +11.67 |
| Martin ratioReturn relative to average drawdown | 52.90 | 14.13 | +38.77 |
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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
| WDC | DHS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.20% | -67.25% | -28.95% |
Max Drawdown (1Y)Largest decline over 1 year | -38.08% | -6.30% | -31.78% |
Max Drawdown (3Y)Largest decline over 3 years | -49.65% | -11.87% | -37.78% |
Max Drawdown (5Y)Largest decline over 5 years | -56.06% | -15.28% | -40.78% |
Max Drawdown (10Y)Largest decline over 10 years | -70.49% | -37.35% | -33.14% |
Current DrawdownCurrent decline from peak | -30.43% | -1.91% | -28.52% |
Average DrawdownAverage peak-to-trough decline | -51.96% | -9.48% | -42.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.17% | 1.72% | +9.45% |
Volatility
WDC vs. DHS - Volatility Comparison
Western Digital Corporation (WDC) has a higher volatility of 28.52% compared to WisdomTree US High Dividend Fund (DHS) at 3.91%. 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
| WDC | DHS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 28.52% | 3.91% | +24.61% |
Volatility (6M)Calculated over the trailing 6-month period | 60.15% | 7.86% | +52.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 77.14% | 10.41% | +66.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 52.17% | 13.90% | +38.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 49.93% | 16.10% | +33.83% |
Dividends
WDC vs. DHS - Dividend Comparison
WDC's dividend yield for the trailing twelve months is around 0.10%, less than DHS's 3.18% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DHS WisdomTree US High Dividend Fund | 3.18% | 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 | 0.10% | 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 -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WDC has higher volatility (28.52%) compared to DHS (3.91%). In terms of maximum drawdown, WDC dropped -96.20% vs DHS's -67.25%.
WDC currently has the higher Sharpe Ratio (7.68 vs 2.34), 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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