DSL vs EHI: Correlation
Measured on weekly returns over the past three years, DoubleLine Income Solutions Fund (DSL) and Western Asset Global High Income Fund Inc (EHI) carry a correlation of 0.72, a strong link.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are DSL and EHI?
On 3 years of weekly data the DSL/EHI correlation comes out at 0.72, strong. Recent behaviour matches the longer record: 0.69 over 1 year against 0.72 over 3. The 5-year figure is 0.64, and annualized covariance runs at 100.2 %².
Among the 30 assets we track against DSL, EHI ranks #14 by 3-year correlation. Their 12-month results are close: -3.7% for DSL against -0.6% for EHI.
How is this computed?
Pearson correlation on weekly returns: ρ(A,B) = cov(rA, rB) / (σA · σB), over windows of 52, 156 and 260 weeks. Covariance is annualized (×52) and expressed in %². Full definitions on the methodology page.
DSL vs EHI: side by side
| DSL (DoubleLine Income Solutions Fund) | EHI (Western Asset Global High Income Fund Inc) | |
|---|---|---|
| 1-year return | -3.7% | -0.6% |
| 5-year return | +5.8% | -1.0% |
| Volatility (ann.) | 12.2% | 11.4% |
| Beta vs S&P 500 | 0.49 | 0.45 |
| Max drawdown (3Y) | -13.5% | -16.0% |
| Market cap | $1.2B | $0.2B |
| P/E (trailing) | 33.2 | 8.0 |
| Dividend yield | 0.00% | 14.66% |
| Sector / category | US Listed | US Listed |
Year-by-year returns
| Year | DSL | EHI |
|---|---|---|
| 2022 | -22.6% | -25.2% |
| 2023 | +23.4% | +19.2% |
| 2024 | +14.0% | +4.2% |
| 2025 | -0.0% | +9.1% |
| 2026 | +2.1% | -2.3% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are DSL and EHI good diversifiers for each other?
Only partially. A correlation of 0.72 means DSL and EHI share most of their swings. Pairing them dampens volatility somewhat, but it will not protect against a common drawdown.
FAQ
What is the correlation between DSL and EHI?
The DSL/EHI correlation stands at 0.72 on a 3-year window (1 year: 0.69, 5 years: 0.64), computed from weekly returns as of 2026-08-27.
Is EHI a good diversifier for DSL?
Only partially. A correlation of 0.72 means DSL and EHI share most of their swings. Pairing them dampens volatility somewhat, but it will not protect against a common drawdown.
What does a correlation of 0.72 mean?
A reading of 0.72 sits on a scale from −1 (opposite moves) through 0 (unrelated) to +1 (identical moves). Correlation captures direction, not magnitude or performance.
Use this data
$ curl https://www.pairbook.io/api/v1/pairs/dsl-vs-ehi.json
Drop this badge in a README or notebook; it updates with the data:
[](https://www.pairbook.io/pair/dsl-vs-ehi/)
The core API is free. Terms and every endpoint in the API documentation.
Related comparisons
Hubs: DSL correlations · EHI correlations
