WisdomTree International High Dividend Fund

10-Year Study

DTH.US · · US · ETF

Executive Summary: WisdomTree International High Dividend Fund has compounded at 9.0% annually over the last 10 years, with a maximum drawdown of 30.3% and an annualized volatility of 14.9%.

1Y CAGR
+30.1%
3Y CAGR
+22.1%
5Y CAGR
+12.0%
10Y CAGR
+9.0%

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 →
30.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.38
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.52
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
15.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · +42.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -12.9%
% 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.
20265.45.9-6.13.9————————9.0%
20253.24.84.43.44.33.30.15.31.4-0.93.53.242.4%
2024-2.41.23.9-1.85.1-3.73.83.21.7-5.1-1.2-1.72.3%
20238.3-2.50.62.7-6.54.94.3-3.9-1.2-3.06.55.115.0%
20222.5-0.82.0-4.93.2-8.91.3-4.5-8.24.814.1-0.2-1.7%
2021-1.03.43.41.53.4-2.40.50.0-3.41.9-4.35.68.3%
2020-4.5-8.7-19.05.73.53.50.84.3-3.8-4.114.15.0-7.1%
20196.52.10.61.9-4.95.5-3.5-3.24.43.60.44.418.4%
20184.7-5.2-0.61.9-3.5-1.33.4-3.11.5-6.40.7-4.9-12.9%
20172.50.24.41.33.7-0.53.3-0.42.70.20.61.421.1%
2016———3.5-1.8-1.93.60.61.4-1.9-1.44.05.8%

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 14.9%. The dominant macroeconomic risk driver is VEA.US, accounting for 77.9% of variance. Idiosyncratic stock-specific factors contribute 4.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110345.4340013763
2016-05-0110163.329283729938
2016-06-019966.357141036642
2016-07-0110321.985948159414
2016-08-0110379.926427485198
2016-09-0110528.855548098243
2016-10-0110324.747041382416
2016-11-0110180.320626640727
2016-12-0110583.057931983654
2017-01-0110851.053888044042
2017-02-0110871.868283109756
2017-03-0111350.259542762962
2017-04-0111501.185146168027
2017-05-0111926.56341593958
2017-06-0111872.74333726966
2017-07-0112265.880533867994
2017-08-0112213.97198127554
2017-09-0112543.17925017204
2017-10-0112566.075084744323
2017-11-0112643.470651702959
2017-12-0112815.635433746505
2018-01-0113414.41035792264
2018-02-0112717.467950079435
2018-03-0112638.925467474322
2018-04-0112879.692796520172
2018-05-0112424.23984979653
2018-06-0112263.756616004146
2018-07-0112681.446303108565
2018-08-0112287.459539364694
2018-09-0112466.165988428897
2018-10-0111669.484397699372
2018-11-0111749.343709380071
2018-12-0111168.749522118482
2019-01-0111891.051509256034
2019-02-0112143.840213411268
2019-03-0112219.833994579762
2019-04-0112453.167611102144
2019-05-0111840.204915595505
2019-06-0112488.212255855642
2019-07-0112055.357795203343
2019-08-0111665.746302259
2019-09-0112173.532585147868
2019-10-0112610.592403170585
2019-11-0112663.265566194024
2019-12-0113226.613540401166
2020-01-0112632.001495238177
2020-02-0111537.121836424341
2020-03-019347.320040439396
2020-04-019883.142039131064
2020-05-0110227.174254717222
2020-06-0110581.741102908069
2020-07-0110661.982719804259
2020-08-0111124.317160406772
2020-09-0110703.738945007519
2020-10-0110261.24189725335
2020-11-0111709.031748324227
2020-12-0112293.703857884408
2021-01-0112165.631610694352
2021-02-0112579.370810572014
2021-03-0113008.784524284878
2021-04-0113205.246926690852
2021-05-0113656.834342902293
2021-06-0113325.46067778467
2021-07-0113387.818906267257
2021-08-0113389.390605486504
2021-09-0112928.967690961455
2021-10-0113176.404122099791
2021-11-0112612.376494176217
2021-12-0113314.713653393595
2022-01-0113645.62005658117
2022-02-0113531.820537436177
2022-03-0113806.018333659
2022-04-0113129.083232093248
2022-05-0113552.592454144611
2022-06-0112347.141631338834
2022-07-0112511.447917286143
2022-08-0111950.691122872897
2022-09-0110968.803894415794
2022-10-0111493.539041858174
2022-11-0113114.810504048186
2022-12-0113082.611909232246
2023-01-0114165.810019794915
2023-02-0113808.397121666512
2023-03-0113897.304323447204
2023-04-0114266.398769826772
2023-05-0113343.598936341934
2023-06-0113999.039989125542
2023-07-0114605.376060896973
2023-08-0114033.150110018945
2023-09-0113864.213683128446
2023-10-0113444.697426661116
2023-11-0114321.960461145047
2023-12-0115049.402329513116
2024-01-0114690.842515738232
2024-02-0114867.000263365817
2024-03-0115440.458086604873
2024-04-0115161.885019582522
2024-05-0115939.154001036473
2024-06-0115342.50299472419
2024-07-0115923.139660343057
2024-08-0116432.582599165726
2024-09-0116709.838837112493
2024-10-0115851.011409686766
2024-11-0115665.805771959187
2024-12-0115397.342553968754
2025-01-0115894.551725895655
2025-02-0116660.776334457594
2025-03-0117391.786384836927
2025-04-0117981.216070412123
2025-05-0118759.462054083444
2025-06-0119372.382271232807
2025-07-0119400.120638534667
2025-08-0120426.907490633523
2025-09-0120706.797386731458
2025-10-0120516.45186777337
2025-11-0121241.047686203878
2025-12-0121918.832354915172
2026-01-0123103.97852294256
2026-02-0124459.038120077817
2026-03-0122976.54345111166
2026-04-0123881.332461111066
Annual Return Matrix
YearAnnual Return
20170.21095769446897306
2018-0.12850598943314173
20190.18425196251445253
2020-0.07053276937949027
20210.08305143895705425
2022-0.01743197414554931
20230.15033621985629075
20240.023119869934854487
20250.4235464514794123
20260.08953488372093021
Total Factor Risk
0.14944564455174628
VTI.US Exposure
-0.05765538387451061
VEA.US Exposure
0.7785684289480036
VWO.US Exposure
0.0666270546810171
QQQ.US Exposure
0.025864145260342628
VTV.US Exposure
0.17361506712983302
IJR.US Exposure
-0.021513281251034164
QUAL.US Exposure
-0.14643496541238396
SHV.US Exposure
0.07033690152304278
TLT.US Exposure
0.0062633209916010514
LQD.US Exposure
-0.04283778714031684
HYG.US Exposure
0.03576671747617586
GLD.US Exposure
-0.023048015241930796
USO.US Exposure
-0.004210899702377938
VNQ.US Exposure
-0.0016796179744993918
BTC-USD.CC Exposure
-0.0036568003978354985
CPER.US Exposure
0.012934264745219038
VIX.INDX Exposure
0.0009653182725076373
UUP.US Exposure
0.06673896794895998
TIP.US Exposure
0.01930244215695312
Idiosyncratic Exposure
0.04405412186123316
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
14.9%

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
$70
Avg Yield on Cost
0.70%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$70.090.70%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 →
+1.9%
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 →
+11.1%
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 →
2.4% 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 →
0.94
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is WisdomTree International High Dividend Fund a high-risk investment?

WisdomTree International High Dividend Fund (DTH.US) has an annualized volatility of 14.9% and experienced a maximum drawdown of 30.3% over the last 10 years. Its primary macro risk driver is VEA.US.

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

Over the past 10 years, DTH.US has generated a Compound Annual Growth Rate (CAGR) of 9.0%. 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.

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