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WTV vs. DHS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

WTV vs. DHS

Last updated Jun 5, 2026

WTV (WisdomTree US Value ETF) and DHS (WisdomTree US High Dividend Fund) are both Large Cap Value Equities funds from WisdomTree - WTV tracks the WisdomTree U.S. LargeCap Value Index while DHS tracks the WisdomTree U.S. High Dividend Index. Both are passively managed. Over the past 5 years, WTV returned 13.36%/yr vs 10.83%/yr for DHS. Their correlation of 0.81 suggests significant overlap in exposure. WTV charges 0.12%/yr vs 0.38%/yr for DHS.

Performance

WTV vs. DHS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree US Value ETF (WTV) 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

The year-to-date returns for both stocks are quite close, with WTV having a 11.47% return and DHS slightly lower at 11.10%.

WTV

1D
0.86%
1M
4.50%
YTD
11.47%
6M
12.37%
1Y
25.21%
3Y*
22.93%
5Y*
13.36%
10Y*
—

DHS

1D
1.10%
1M
0.51%
YTD
11.10%
6M
11.95%
1Y
22.85%
3Y*
17.04%
5Y*
10.83%
10Y*
9.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WTV vs. DHS - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
WTV
WisdomTree US Value ETF		11.47%13.51%23.99%22.35%-8.06%30.59%6.15%29.69%-8.29%1.14%
DHS
WisdomTree US High Dividend Fund		11.10%12.87%18.02%-0.19%7.97%23.20%-5.70%22.59%-7.41%-0.17%

Correlation

The correlation between WTV and DHS is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

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

0.73

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

0.79

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

0.81

Correlation (All Time)
Calculated using the full available price history since Dec 18, 2017

0.81

The correlation between WTV and DHS has been stable across timeframes, ranging from 0.73 to 0.81 - a consistent structural relationship.

WTV vs. DHS - Sectors Allocation Comparison

Sectors
WTV
DHS

Financial Services

19.5%
22.3%

Technology

15.3%
3.7%

Consumer Cyclical

10.7%
5.0%

Consumer Defensive

10.7%
18.7%

Industrials

10.5%
4.1%

Healthcare

7.3%
14.5%

Communication Services

6.9%
9.3%

Energy

6.8%
9.4%

Real Estate

5.3%
2.8%

Utilities

4.8%
9.0%

Basic Materials

2.2%
1.2%

Financial Services

WTV
19.5%
DHS
22.3%

Technology

WTV
15.3%
DHS
3.7%

Consumer Cyclical

WTV
10.7%
DHS
5.0%

Consumer Defensive

WTV
10.7%
DHS
18.7%

Industrials

WTV
10.5%
DHS
4.1%

Healthcare

WTV
7.3%
DHS
14.5%

Communication Services

WTV
6.9%
DHS
9.3%

Energy

WTV
6.8%
DHS
9.4%

Real Estate

WTV
5.3%
DHS
2.8%

Utilities

WTV
4.8%
DHS
9.0%

Basic Materials

WTV
2.2%
DHS
1.2%

Compare stocks, funds, or ETFs

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

WisdomTree US Value ETF

WisdomTree US High Dividend Fund

Often compared with WTV:
WTV vs. VTVWTV vs. VOOWTV vs. SCHDWTV vs. IUSVWTV vs. VLUWTV vs. OMFLWTV vs. VGRIX
Often compared with DHS:
DHS vs. SCHDDHS vs. SPHDDHS vs. DGRODHS vs. JEPIDHS vs. FDVVDHS vs. DTDDHS vs. SPY

Return for Risk

WTV vs. DHS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
WTV
WTV Risk / Return Rank: 6767
Overall Rank
WTV Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
WTV Sortino Ratio Rank: 7070
Sortino Ratio Rank
WTV Omega Ratio Rank: 6464
Omega Ratio Rank
WTV Calmar Ratio Rank: 7272
Calmar Ratio Rank
WTV Martin Ratio Rank: 6464
Martin Ratio Rank
DHS
DHS Risk / Return Rank: 7272
Overall Rank
DHS Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
DHS Sortino Ratio Rank: 7777
Sortino Ratio Rank
DHS Omega Ratio Rank: 6767
Omega Ratio Rank
DHS Calmar Ratio Rank: 7474
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.

WTV vs. DHS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree US Value ETF (WTV) 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.

WTVDHSDifference
Sharpe ratioReturn per unit of total volatility
2.15
2.29

-0.14

Sortino ratioReturn per unit of downside risk
3.14
3.42

-0.29

Omega ratioGain probability vs. loss probability

1.38

1.40

-0.01

Calmar ratioReturn relative to maximum drawdown

3.54

3.64

-0.10

Martin ratioReturn relative to average drawdown

11.55

13.37

-1.82

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

WTV vs. DHS - Sharpe Ratio Comparison

The current WTV Sharpe Ratio is 2.15, which is comparable to the DHS Sharpe Ratio of 2.29. The chart below compares the historical Sharpe Ratios of WTV 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

WTVDHSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.15

2.29

-0.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.79

0.78

0.00

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.60

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.68

0.41

+0.27

Drawdowns

WTV vs. DHS - Drawdown Comparison

The maximum WTV drawdown since its inception was -42.18%, smaller than the maximum DHS drawdown of -67.25%. Use the drawdown chart below to compare losses from any high point for WTV and DHS.

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Drawdown Indicators

WTVDHSDifference

Max Drawdown

Largest peak-to-trough decline

-42.18%

-67.25%

+25.07%

Max Drawdown (1Y)

Largest decline over 1 year

-7.15%

-6.30%

-0.85%

Max Drawdown (3Y)

Largest decline over 3 years

-18.49%

-11.87%

-6.62%

Max Drawdown (5Y)

Largest decline over 5 years

-19.30%

-15.28%

-4.02%

Max Drawdown (10Y)

Largest decline over 10 years

—

-37.35%

—

Current Drawdown

Current decline from peak

-0.11%

-1.52%

+1.41%

Average Drawdown

Average peak-to-trough decline

-5.05%

-9.55%

+4.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.19%

1.71%

+0.48%

Volatility

WTV vs. DHS - Volatility Comparison

WisdomTree US Value ETF (WTV) and WisdomTree US High Dividend Fund (DHS) have volatilities of 3.01% and 3.05%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

WTVDHSDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.01%

3.05%

-0.04%

Volatility (6M)

Calculated over the trailing 6-month period

7.92%

7.36%

+0.56%

Volatility (1Y)

Calculated over the trailing 1-year period

11.82%

10.06%

+1.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.09%

13.90%

+3.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.20%

16.08%

+4.12%

WTV vs. DHS - Expense Ratio Comparison

WTV has a 0.12% expense ratio, which is lower than DHS's 0.38% expense ratio.

Dividends

WTV vs. DHS - Dividend Comparison

WTV's dividend yield for the trailing twelve months is around 1.64%, less than DHS's 3.32% yield.

PositionTTM20252024202320222021202020192018201720162015
DHS
WisdomTree US High Dividend Fund		3.32%3.32%3.66%4.31%3.42%3.29%4.14%3.69%3.76%3.00%3.25%3.53%
WTV
WisdomTree US Value ETF		1.64%1.59%1.54%1.62%2.08%1.55%1.63%1.44%1.94%0.41%0.00%0.00%

Frequently Asked Questions

WTV and DHS have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DHS has higher volatility (3.05%) compared to WTV (3.01%). In terms of maximum drawdown, WTV dropped -42.18% vs DHS's -67.25%.

On 5-year performance, WTV leads with 13.36% vs 10.83% for DHS. On fees, WTV is cheaper at 0.12% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, WTV has performed better with a 13.36% return vs 10.83%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

WTV is cheaper with a 0.12% expense ratio, compared with 0.38% for DHS.

DHS has the higher dividend yield at 3.32%, compared with 1.64% for WTV.

WTV tracks WisdomTree U.S. LargeCap Value Index, while DHS tracks WisdomTree U.S. High Dividend Index. Their fees differ too: 0.12% for WTV and 0.38% for DHS.

DHS currently has the higher Sharpe Ratio (2.29 vs 2.15), 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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