WisdomTree U.S. High Dividend Fund

10-Year Study

DHS.US · · US · ETF

Executive Summary: WisdomTree U.S. High Dividend Fund has compounded at 9.5% annually over the last 10 years, with a maximum drawdown of 25.9% and an annualized volatility of 12.7%.

1Y CAGR
+21.1%
3Y CAGR
+17.4%
5Y CAGR
+10.7%
10Y CAGR
+9.5%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
25.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.42
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.56
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
14.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +23.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -7.4%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20266.34.5-3.10.6————————8.2%
20253.04.0-0.3-5.51.51.90.95.0-0.1-2.34.30.112.9%
2024-1.41.46.2-3.43.0-0.88.02.51.11.76.0-6.818.0%
20233.2-3.8-2.70.2-6.94.74.6-2.5-2.8-3.85.55.1-0.2%
20223.00.03.9-2.65.5-8.13.7-2.3-8.112.55.1-3.08.0%
2021-1.23.38.52.81.9-1.41.12.7-4.32.2-1.57.723.2%
2020-2.7-8.9-16.410.22.0-1.12.51.6-2.9-1.512.12.4-5.7%
20198.12.21.51.6-5.65.81.0-2.04.40.91.42.022.6%
20181.3-6.0-1.00.41.51.42.71.20.3-3.43.3-8.7-7.4%
2017-0.33.4-0.6-0.30.30.51.3-0.52.30.43.51.111.7%
2016———0.61.34.31.9-1.50.2-2.92.42.79.3%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 12.7%. The dominant macroeconomic risk driver is VTV.US, accounting for 98.5% of variance. Idiosyncratic stock-specific factors contribute 5.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110061.103876590205
2016-05-0110193.214828845401
2016-06-0110632.689208017267
2016-07-0110834.737235117884
2016-08-0110672.233706391777
2016-09-0110693.88414850701
2016-10-0110387.385828635955
2016-11-0110640.384107528253
2016-12-0110928.69241346653
2017-01-0110893.701110068936
2017-02-0111264.945862511724
2017-03-0111202.339431579141
2017-04-0111167.530255980622
2017-05-0111201.83858013168
2017-06-0111261.4399023795
2017-07-0111403.317457860183
2017-08-0111351.68422682196
2017-09-0111618.296558695238
2017-10-0111662.735741669929
2017-11-0112075.551164251956
2017-12-0112206.478285813157
2018-01-0112369.664793785802
2018-02-0111624.147414240573
2018-03-0111506.970941509659
2018-04-0111557.62523562784
2018-05-0111734.425796581463
2018-06-0111900.503583364449
2018-07-0112222.983617604476
2018-08-0112371.395007877029
2018-09-0112407.114822470929
2018-10-0111979.547048163697
2018-11-0112378.953311538708
2018-12-0111301.508018176357
2019-01-0112216.404250862832
2019-02-0112485.088286450604
2019-03-0112666.69246810487
2019-04-0112866.37283381749
2019-05-0112142.505896387496
2019-06-0112845.268775099488
2019-07-0112968.136741551549
2019-08-0112706.874413776148
2019-09-0113270.423356068954
2019-10-0113387.190041251948
2019-11-0113580.928487519692
2019-12-0113855.827634250954
2020-01-0113481.646071048057
2020-02-0112287.821114075748
2020-03-0110267.06765137097
2020-04-0111310.045258758073
2020-05-0111541.347563585368
2020-06-0111418.593427007732
2020-07-0111707.402584393469
2020-08-0111898.568475499258
2020-09-0111558.126087075303
2020-10-0111386.19744474698
2020-11-0112763.69828708805
2020-12-0113065.05149663519
2021-01-0112913.065848305758
2021-02-0113336.353619334688
2021-03-0114474.675129538398
2021-04-0114885.418848405929
2021-05-0115164.757360239682
2021-06-0114954.559114130385
2021-07-0115120.227113365447
2021-08-0115528.23891524683
2021-09-0114854.183930864288
2021-10-0115176.868858878273
2021-11-0114951.144217897698
2021-12-0116096.52318031563
2022-01-0116586.446959831716
2022-02-0116587.425896751753
2022-03-0117234.161711272805
2022-04-0116779.73008660177
2022-05-0117702.27568684946
2022-06-0116275.1677852349
2022-07-0116871.385901487076
2022-08-0116481.564113538472
2022-09-0115153.943522169506
2022-10-0117051.48752879896
2022-11-0117921.48925901305
2022-12-0117378.998843488476
2023-01-0117930.618414941764
2023-02-0117250.462149290157
2023-03-0116785.967963720144
2023-04-0116821.551182464736
2023-05-0115667.794341289286
2023-06-0116406.641290193333
2023-07-0117158.4420788067
2023-08-0116726.59430122117
2023-09-0116264.490543014033
2023-10-0115641.158150674328
2023-11-0116498.593062752134
2023-12-0117346.73945707703
2024-01-0117099.819693478916
2024-02-0117345.98817990584
2024-03-0118419.92751313597
2024-04-0117800.260442752682
2024-05-0118339.859579466913
2024-06-0118188.51137843425
2024-07-0119647.87866646026
2024-08-0120142.947556300256
2024-09-0120357.380273738083
2024-10-0120709.365011428523
2024-11-0121956.553413530277
2024-12-0120472.28014898054
2025-01-0121081.679764690885
2025-02-0121934.88020544016
2025-03-0121875.597606840718
2025-04-0120672.68902588947
2025-05-0120979.301175634944
2025-06-0121386.629998269786
2025-07-0121587.42589675175
2025-08-0122660.568420860924
2025-09-0122641.080746359723
2025-10-0122125.249287424987
2025-11-0123083.127680693546
2025-12-0123105.96195350277
2026-01-0124559.114130385296
2026-02-0125664.083487383097
2026-03-0124864.997768934463
2026-04-0125007.285111963065
Annual Return Matrix
YearAnnual Return
20170.11692028872293214
2018-0.07413852271286081
20190.22601582124849684
2020-0.05707173605862448
20210.23202906505658794
20220.07967407922856173
2023-0.0018562281234935085
20240.1801802984150065
20250.12864623702667455
20260.08228712408885697
Total Factor Risk
0.1274685412182316
VTI.US Exposure
-0.19614963384385414
VEA.US Exposure
0.025050316581610648
VWO.US Exposure
0.018450474134510328
QQQ.US Exposure
0.020727992073932933
VTV.US Exposure
0.98476894799579
IJR.US Exposure
0.08998621006681297
QUAL.US Exposure
-0.07153771800379448
SHV.US Exposure
0.006822952436164934
TLT.US Exposure
-0.008122747896976205
LQD.US Exposure
0.025686928732055532
HYG.US Exposure
0.015548920698825325
GLD.US Exposure
-0.005102986852762992
USO.US Exposure
0.002144381352193804
VNQ.US Exposure
0.06260124158600247
BTC-USD.CC Exposure
-0.001589600888112793
CPER.US Exposure
0.0070374915225058805
VIX.INDX Exposure
-0.018545935641021208
UUP.US Exposure
-0.017551575151464768
TIP.US Exposure
0.002318465161567219
Idiosyncratic Exposure
0.057455875936014686
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
12.7%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$123
Avg Yield on Cost
1.23%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$122.941.23%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-0.3%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+7.5%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
3.0% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.57
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is WisdomTree U.S. High Dividend Fund a high-risk investment?

WisdomTree U.S. High Dividend Fund (DHS.US) has an annualized volatility of 12.7% and experienced a maximum drawdown of 25.9% over the last 10 years. Its primary macro risk driver is VTV.US.

What is the 10-year return of DHS.US?

Over the past 10 years, DHS.US has generated a Compound Annual Growth Rate (CAGR) of 9.5%. It has had a positive return in 70% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

Run a Full Backtest on WisdomTree U.S. High Dividend Fund

stresstest.pro lets you simulate DCA vs Lump Sum, Monte Carlo projections, portfolio optimisation, and more — all in seconds.

Start a Free Backtest