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WFHY vs. DHS
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WFHY vs. DHS - Performance Comparison

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

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WFHY vs. DHS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
WFHY
WisdomTree U.S. High Yield 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, WFHY achieves a -0.34% return, which is significantly lower than DHS's 7.41% return.


WFHY

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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WFHY vs. DHS - Expense Ratio Comparison

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


Return for Risk

WFHY vs. DHS — Risk / Return Rank

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

WFHY
WFHY Risk / Return Rank: 7373
Overall Rank
WFHY Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
WFHY Sortino Ratio Rank: 7171
Sortino Ratio Rank
WFHY Omega Ratio Rank: 7878
Omega Ratio Rank
WFHY Calmar Ratio Rank: 6767
Calmar Ratio Rank
WFHY Martin Ratio Rank: 7777
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.

WFHY vs. DHS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. High Yield Corporate Bond Fund (WFHY) 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.


WFHYDHSDifference

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

WFHY vs. DHS - Sharpe Ratio Comparison

The current WFHY 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 WFHY 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


WFHYDHSDifference

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 WFHY 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

WFHY vs. DHS - Dividend Comparison

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


TTM20252024202320222021202020192018201720162015
WFHY
WisdomTree U.S. High Yield 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

WFHY vs. DHS - Drawdown Comparison

The maximum WFHY 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 WFHY and DHS.


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Drawdown Indicators


WFHYDHSDifference

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

WFHY vs. DHS - Volatility Comparison

The current volatility for WisdomTree U.S. High Yield Corporate Bond Fund (WFHY) is 2.09%, while WisdomTree US High Dividend Fund (DHS) has a volatility of 3.08%. This indicates that WFHY 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


WFHYDHSDifference

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%