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ISIN
US97717W3079
CUSIP
97717W307
Inception Date
Jun 16, 2006
Region
North America (United States)
Leveraged
1x (No leverage)
Index Tracked
WisdomTree U.S. LargeCap Dividend Index
Domicile
United States
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Value
Assets Under Management
$6B

Share Price Chart


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Performance

DLN Performance Chart

WisdomTree U.S. LargeCap Dividend Fund (DLN) is up 10.1% since the beginning of the year. DLN is currently trading at $96 per share. Investors who bought $1,000 worth of DLN shares 5 years ago would now be looking at an investment worth $1,814.


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S&P 500 Index

Returns By Period

WisdomTree U.S. LargeCap Dividend Fund (DLN) has returned 10.10% so far this year and 22.40% over the past 12 months. Over the last ten years, DLN has returned 12.87% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


WisdomTree U.S. LargeCap Dividend Fund

1D
0.12%
1M
0.19%
YTD
10.10%
6M
9.85%
1Y
22.40%
3Y*
18.17%
5Y*
12.65%
10Y*
12.87%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DLN Monthly Returns History

Based on dividend-adjusted daily data since Jun 16, 2006, DLN's average daily return is +0.04%, while the average monthly return is +0.86%. At this rate, an investment would double in approximately 6.7 years.

Historically, 66% of months were positive and 34% were negative. The best month was Apr 2020 with a return of +11.5%, while the worst month was Oct 2008 at -15.1%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.

On a daily basis, DLN closed higher 54% of trading days. The best single day was Oct 28, 2008 with a return of +10.0%, while the worst single day was May 6, 2010 at -12.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20263.46%2.53%-3.99%5.79%2.04%0.15%10.10%
20253.33%2.11%-2.89%-2.90%3.58%3.48%1.47%2.84%2.03%-0.22%2.07%-0.09%15.53%
20241.28%3.53%4.18%-3.98%3.56%1.94%3.54%3.27%1.52%-0.26%5.11%-5.03%19.66%
20232.74%-3.18%0.97%1.60%-3.52%5.55%3.21%-2.05%-3.77%-2.44%6.68%4.49%9.95%
2022-1.52%-1.85%3.40%-4.33%2.28%-7.46%5.62%-2.87%-8.21%10.86%5.86%-3.78%-3.78%
2021-1.21%1.37%7.01%3.37%1.68%0.37%2.26%2.40%-4.80%5.79%-1.31%6.72%25.60%

Benchmark Metrics

WisdomTree U.S. LargeCap Dividend Fund has an annualized alpha of 1.37%, beta of 0.89, and R2 of 0.90 versus S&P 500 Index. Calculated based on daily prices since June 16, 2006.

  • This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (91.05%) than losses (88.61%) - typical of diversified or defensive assets.
  • With beta of 0.89 and R2 of 0.90, this ETF moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha
1.37%
Beta
0.89
0.90
Upside Capture
91.05%
Downside Capture
88.61%

Expense Ratio

DLN has an expense ratio of 0.28%, placing it in the medium range.


Return for Risk

Risk / Return Rank

DLN ranks 80 for risk / return — better than 80% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


DLN Risk / Return Rank: 8080
Overall Rank
DLN Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
DLN Sortino Ratio Rank: 8383
Sortino Ratio Rank
DLN Omega Ratio Rank: 7979
Omega Ratio Rank
DLN Calmar Ratio Rank: 7575
Calmar Ratio Rank
DLN Martin Ratio Rank: 8181
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.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for WisdomTree U.S. LargeCap Dividend Fund (DLN) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


DLNBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.46

Sortino ratioReturn per unit of downside risk

+0.78

Omega ratioGain probability vs. loss probability

1.45

1.37

+0.08

Calmar ratioReturn relative to maximum drawdown

3.69

2.78

+0.91

Martin ratioReturn relative to average drawdown

15.49

12.44

+3.05

Dividends

Dividend History

WisdomTree U.S. LargeCap Dividend Fund provided a 1.79% dividend yield over the last twelve months, with an annual payout of $1.73 per share.


2.00%2.20%2.40%2.60%2.80%$0.00$0.50$1.00$1.5020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$1.73$1.68$1.56$1.62$1.57$1.33$1.43$1.33$1.22$1.07$1.06$1.00

Dividend yield

1.79%1.90%2.00%2.43%2.53%2.01%2.66%2.51%2.90%2.33%2.64%2.80%

Monthly Dividends

The table displays the monthly dividend distributions for WisdomTree U.S. LargeCap Dividend Fund. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.06$0.12$0.21$0.12$0.13$0.00$0.63
2025$0.06$0.11$0.18$0.15$0.09$0.21$0.10$0.11$0.21$0.11$0.10$0.27$1.68
2024$0.05$0.10$0.16$0.13$0.13$0.16$0.10$0.14$0.16$0.11$0.14$0.19$1.56
2023$0.05$0.09$0.22$0.09$0.16$0.14$0.11$0.14$0.15$0.10$0.12$0.25$1.62
2022$0.06$0.04$0.19$0.14$0.11$0.18$0.11$0.14$0.18$0.10$0.11$0.24$1.57
2021$0.08$0.05$0.12$0.12$0.07$0.15$0.12$0.08$0.14$0.12$0.08$0.21$1.33

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the WisdomTree U.S. LargeCap Dividend Fund. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the WisdomTree U.S. LargeCap Dividend Fund was 57.84%, occurring on Mar 9, 2009. Recovery took 869 trading sessions.

The current WisdomTree U.S. LargeCap Dividend Fund drawdown is 0.99%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-57.84%Mar 2009
1y 5mo3y 5mo
4y 10moOct 2007 - Aug 2012
COVID crash2020
-35.82%Mar 2020
1mo 9d8mo 6d
9mo 15dFeb 2020 - Nov 2020
Rate-hike selloffLate 2018
-16.80%Dec 2018
3mo 1d3mo 8d
6mo 9dSep 2018 - Apr 2019
Bear market2022
-16.26%Sep 2022
5mo 12d9mo 22d
1y 2moApr 2022 - Jul 2023
2025 selloff2025
-13.71%Apr 2025
1mo 17d2mo 20d
4mo 7dFeb 2025 - Jun 2025

Drawdown Indicators


DLNBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-57.84%

-56.78%

-1.06%

Max Drawdown (1Y)

Largest decline over 1 year

-6.10%

-9.10%

+3.00%

Max Drawdown (3Y)

Largest decline over 3 years

-13.71%

-18.90%

+5.19%

Max Drawdown (5Y)

Largest decline over 5 years

-16.26%

-25.43%

+9.17%

Max Drawdown (10Y)

Largest decline over 10 years

-35.82%

-33.92%

-1.90%

Current Drawdown

Current decline from peak

-0.99%

-1.80%

+0.81%

Average Drawdown

Average peak-to-trough decline

-7.51%

-10.71%

+3.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.45%

2.03%

-0.58%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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