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XSOP.L vs. DHS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

XSOP.L vs. DHS

Last updated Jun 5, 2026

XSOP.L (WisdomTree Emerging Markets ex-State-Owned Enterprises ESG Screened UCITS ETF) and DHS (WisdomTree US High Dividend Fund) are both exchange-traded funds - XSOP.L is a Emerging Markets Equities fund tracking the MSCI EM NR USD, while DHS is a Large Cap Value Equities fund tracking the WisdomTree U.S. High Dividend Index. Both are passively managed. Over the past 3 years, XSOP.L returned 18.53%/yr vs 13.97%/yr for DHS. At a 0.13 correlation, their price movements are largely independent. XSOP.L charges 0.32%/yr vs 0.38%/yr for DHS.

Performance

XSOP.L vs. DHS - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in WisdomTree Emerging Markets ex-State-Owned Enterprises ESG Screened UCITS ETF (XSOP.L) and WisdomTree US High Dividend Fund (DHS). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XSOP.L is traded in GBp, while DHS is traded in USD. To make them comparable, the DHS values have been converted to GBp using the latest available exchange rates.

Returns By Period

In the year-to-date period, XSOP.L achieves a 23.39% return, which is significantly higher than DHS's 12.41% return.

XSOP.L

1D
-1.50%
1M
3.77%
YTD
23.39%
6M
25.67%
1Y
49.49%
3Y*
18.53%
5Y*
—
10Y*
—

DHS

1D
0.81%
1M
2.65%
YTD
12.41%
6M
12.54%
1Y
25.22%
3Y*
13.97%
5Y*
12.20%
10Y*
10.46%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XSOP.L vs. DHS - Yearly Performance Comparison

2026 (YTD)20252024202320222021
XSOP.L
WisdomTree Emerging Markets ex-State-Owned Enterprises ESG Screened UCITS ETF		23.39%22.58%5.55%3.86%-15.50%2.66%
DHS
WisdomTree US High Dividend Fund		12.41%4.83%20.08%-5.17%20.81%5.69%

Correlation

The correlation between XSOP.L and DHS is -0.03, 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

-0.03

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

0.14

Correlation (All Time)
Calculated using the full available price history since Aug 24, 2021

0.13

The correlation between XSOP.L and DHS shifts across timeframes, from -0.03 (1 year) to 0.14 (3 years), reflecting how their relationship changes across market environments.

XSOP.L vs. DHS - Sectors Allocation Comparison

Sectors
XSOP.L
DHS

Technology

34.4%
3.7%

Financial Services

16.5%
22.3%

Consumer Cyclical

15.1%
5.0%

Industrials

9.7%
4.1%

Communication Services

6.1%
9.3%

Basic Materials

5.4%
1.2%

Healthcare

4.9%
14.5%

Consumer Defensive

3.9%
18.7%

Energy

1.9%
9.4%

Utilities

1.1%
9.0%

Real Estate

1.1%
2.8%

Technology

XSOP.L
34.4%
DHS
3.7%

Financial Services

XSOP.L
16.5%
DHS
22.3%

Consumer Cyclical

XSOP.L
15.1%
DHS
5.0%

Industrials

XSOP.L
9.7%
DHS
4.1%

Communication Services

XSOP.L
6.1%
DHS
9.3%

Basic Materials

XSOP.L
5.4%
DHS
1.2%

Healthcare

XSOP.L
4.9%
DHS
14.5%

Consumer Defensive

XSOP.L
3.9%
DHS
18.7%

Energy

XSOP.L
1.9%
DHS
9.4%

Utilities

XSOP.L
1.1%
DHS
9.0%

Real Estate

XSOP.L
1.1%
DHS
2.8%

Compare stocks, funds, or ETFs

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

WisdomTree Emerging Markets ex-State-Owned Enterprises ESG Screened UCITS ETF

WisdomTree US High Dividend Fund

Often compared with XSOP.L:
XSOP.L vs. VOOXSOP.L vs. ISDE.LXSOP.L vs. EMXC.LXSOP.L vs. GGRG.LXSOP.L vs. DEMS.LXSOP.L vs. COPA.LXSOP.L vs. EMV.L
Often compared with DHS:
DHS vs. SCHDDHS vs. SPHDDHS vs. DGRODHS vs. JEPIDHS vs. FDVVDHS vs. DTDDHS vs. SPY

Return for Risk

XSOP.L vs. DHS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
XSOP.L
XSOP.L Risk / Return Rank: 4343
Overall Rank
XSOP.L Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
XSOP.L Sortino Ratio Rank: 3838
Sortino Ratio Rank
XSOP.L Omega Ratio Rank: 8080
Omega Ratio Rank
XSOP.L Calmar Ratio Rank: 3939
Calmar Ratio Rank
XSOP.L Martin Ratio Rank: 2525
Martin Ratio Rank
DHS
DHS Risk / Return Rank: 7474
Overall Rank
DHS Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
DHS Sortino Ratio Rank: 7979
Sortino Ratio Rank
DHS Omega Ratio Rank: 6969
Omega Ratio Rank
DHS Calmar Ratio Rank: 7575
Calmar Ratio Rank
DHS Martin Ratio Rank: 7474
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.

XSOP.L vs. DHS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Emerging Markets ex-State-Owned Enterprises ESG Screened UCITS ETF (XSOP.L) 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.

XSOP.LDHSDifference
Sharpe ratioReturn per unit of total volatility
1.14
2.35

-1.22

Sortino ratioReturn per unit of downside risk
1.93
3.37

-1.45

Omega ratioGain probability vs. loss probability

1.46

1.40

+0.07

Calmar ratioReturn relative to maximum drawdown

1.90

4.62

-2.72

Martin ratioReturn relative to average drawdown

3.25

15.94

-12.69

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

XSOP.L vs. DHS - Sharpe Ratio Comparison

The current XSOP.L Sharpe Ratio is 1.14, which is lower than the DHS Sharpe Ratio of 2.35. The chart below compares the historical Sharpe Ratios of XSOP.L 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

XSOP.LDHSDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.14

2.35

-1.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

—

0.90

—

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.63

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.49

-0.18

Drawdowns

XSOP.L vs. DHS - Drawdown Comparison

The maximum XSOP.L drawdown since its inception was -26.68%, smaller than the maximum DHS drawdown of -52.83%. Use the drawdown chart below to compare losses from any high point for XSOP.L and DHS.

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Drawdown Indicators

XSOP.LDHSDifference

Max Drawdown

Largest peak-to-trough decline

-26.68%

-52.83%

+26.15%

Max Drawdown (1Y)

Largest decline over 1 year

-26.68%

-5.48%

-21.20%

Max Drawdown (3Y)

Largest decline over 3 years

-26.68%

-14.52%

-12.16%

Max Drawdown (5Y)

Largest decline over 5 years

—

-16.73%

—

Max Drawdown (10Y)

Largest decline over 10 years

—

-29.70%

—

Current Drawdown

Current decline from peak

-6.38%

-0.66%

-5.72%

Average Drawdown

Average peak-to-trough decline

-14.59%

-7.27%

-7.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.63%

1.59%

+14.04%

Volatility

XSOP.L vs. DHS - Volatility Comparison

WisdomTree Emerging Markets ex-State-Owned Enterprises ESG Screened UCITS ETF (XSOP.L) has a higher volatility of 6.88% compared to WisdomTree US High Dividend Fund (DHS) at 3.38%. This indicates that XSOP.L'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

XSOP.LDHSDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.88%

3.38%

+3.50%

Volatility (6M)

Calculated over the trailing 6-month period

15.73%

8.34%

+7.39%

Volatility (1Y)

Calculated over the trailing 1-year period

44.50%

10.76%

+33.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.30%

13.65%

+11.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.30%

16.58%

+8.72%

XSOP.L vs. DHS - Expense Ratio Comparison

XSOP.L has a 0.32% expense ratio, which is lower than DHS's 0.38% expense ratio.

Dividends

XSOP.L vs. DHS - Dividend Comparison

XSOP.L has not paid dividends to shareholders, while DHS's dividend yield for the trailing twelve months is around 3.31%.

PositionTTM20252024202320222021202020192018201720162015
DHS
WisdomTree US High Dividend Fund		3.31%3.32%3.66%4.31%3.42%3.29%4.14%3.69%3.76%3.00%3.25%3.53%
XSOP.L
WisdomTree Emerging Markets ex-State-Owned Enterprises ESG Screened UCITS ETF		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

XSOP.L and DHS have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XSOP.L is cheaper at 0.32% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XSOP.L is cheaper with a 0.32% expense ratio, compared with 0.38% for DHS.

XSOP.L is categorized as Emerging Markets Equities, while DHS is Large Cap Value Equities. XSOP.L tracks MSCI EM NR USD, while DHS tracks WisdomTree U.S. High Dividend Index. Their fees differ too: 0.32% for XSOP.L and 0.38% for DHS.

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