Okay, I must admit, I haven't really seen Wolf of Wall Street... only snippets... and was so annoyed I didn't want to see the movie...

Maybe I should give it a try. Could be I was prejudiced because that milieu is so disgusting and I have started to find DiCaprio disgusting - unless he pulls off an incredible performance which of course he's able to do...
Shutter Island I found okay but very average, Aviator I didn't like for some reason... maybe because the story is actually super-dramatic, but was told somehow flat... maybe someone else would consider it subtle? Well, I didn't find it subtle but rather lifeless. (Silimar impression from Gangs of New York - such a hardcore story, but somehow it felt lifeless and irrelevant in the end.) Hugo... I just realized I still haven't seen that one although I bought the DVD ages ago... maybe the time has come to watch it after all.

I suppose for me the thing is... Scorsese's films usually have very good visual work, but really they live from the actors' performances... I think especially in the newer ones there tends to be something wrong with the storytelling itself, maybe it's the failure to set priorities, the tempo... maybe even the camera-work?? It's like every aspect is somehow equally important... and the really touching, personal moments vanish between all that stuff... As a hypothesis I'd say the quality of his films is about whether the film allows the actors to take over the whole movie... or whether you just have a lot of rather pompous, superficial stuff strung together.
But could well be Wolf of Wall Street is as good as you say.