PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
WisdomTree US LargeCap Dividend ETF (DLN)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISINUS97717W3079
CUSIP97717W307
IssuerWisdomTree
Inception DateJun 16, 2006
RegionNorth America (U.S.)
CategoryLarge Cap Growth Equities, Dividend
Index TrackedWisdomTree LargeCap Dividend Index
Home Pagewww.wisdomtree.com
Asset ClassEquity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

The WisdomTree US LargeCap Dividend ETF has a high expense ratio of 0.28%, indicating higher-than-average management fees.


0.50%1.00%1.50%2.00%0.28%

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


WisdomTree US LargeCap Dividend ETF

Popular comparisons: DLN vs. DGRW, DLN vs. SCHD, DLN vs. DTD, DLN vs. VYM, DLN vs. DGRO, DLN vs. VOO, DLN vs. COWZ, DLN vs. SPYD, DLN vs. JEPI, DLN vs. DJD

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in WisdomTree US LargeCap Dividend ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
12.49%
15.74%
DLN (WisdomTree US LargeCap Dividend ETF)
Benchmark (^GSPC)

S&P 500

Returns By Period

WisdomTree US LargeCap Dividend ETF had a return of 4.47% year-to-date (YTD) and 12.66% in the last 12 months. Over the past 10 years, WisdomTree US LargeCap Dividend ETF had an annualized return of 10.23%, which was very close to the S&P 500 benchmark's annualized return of 10.53%.


PeriodReturnBenchmark
Year-To-Date4.47%6.12%
1 month-1.71%-1.08%
6 months12.49%15.73%
1 year12.66%22.34%
5 years (annualized)10.27%11.82%
10 years (annualized)10.23%10.53%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.28%3.53%4.18%
2023-3.77%-2.44%6.68%4.49%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of DLN is 65, suggesting that the investment has average results relative to the market in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.

The Risk-Adjusted Performance Rank of DLN is 6565
WisdomTree US LargeCap Dividend ETF(DLN)
The Sharpe Ratio Rank of DLN is 6464Sharpe Ratio Rank
The Sortino Ratio Rank of DLN is 6464Sortino Ratio Rank
The Omega Ratio Rank of DLN is 6262Omega Ratio Rank
The Calmar Ratio Rank of DLN is 7373Calmar Ratio Rank
The Martin Ratio Rank of DLN is 6161Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for WisdomTree US LargeCap Dividend ETF (DLN) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


DLN
Sharpe ratio
The chart of Sharpe ratio for DLN, currently valued at 1.24, compared to the broader market0.002.004.001.24
Sortino ratio
The chart of Sortino ratio for DLN, currently valued at 1.83, compared to the broader market-2.000.002.004.006.008.0010.001.83
Omega ratio
The chart of Omega ratio for DLN, currently valued at 1.22, compared to the broader market1.001.502.002.501.22
Calmar ratio
The chart of Calmar ratio for DLN, currently valued at 1.30, compared to the broader market0.002.004.006.008.0010.0012.001.30
Martin ratio
The chart of Martin ratio for DLN, currently valued at 4.24, compared to the broader market0.0020.0040.0060.0080.004.24
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.89, compared to the broader market0.002.004.001.89
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.74, compared to the broader market-2.000.002.004.006.008.0010.002.74
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market1.001.502.002.501.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.43, compared to the broader market0.002.004.006.008.0010.0012.001.43
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.65, compared to the broader market0.0020.0040.0060.0080.007.65

Sharpe Ratio

The current WisdomTree US LargeCap Dividend ETF Sharpe ratio is 1.24. A Sharpe ratio greater than 1.0 is considered acceptable.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.24
1.89
DLN (WisdomTree US LargeCap Dividend ETF)
Benchmark (^GSPC)

Dividends

Dividend History

WisdomTree US LargeCap Dividend ETF granted a 2.27% dividend yield in the last twelve months. The annual payout for that period amounted to $1.57 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$1.57$1.62$1.57$1.33$1.43$1.33$1.22$1.07$1.06$1.00$0.87$0.80

Dividend yield

2.27%2.43%2.53%2.01%2.66%2.51%2.90%2.33%2.64%2.80%2.34%2.40%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.05$0.10$0.16
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
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
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
2020$0.06$0.15$0.13$0.09$0.13$0.14$0.10$0.11$0.10$0.14$0.09$0.20
2019$0.07$0.07$0.16$0.10$0.13$0.11$0.09$0.14$0.10$0.09$0.13$0.15
2018$0.06$0.04$0.19$0.05$0.06$0.14$0.12$0.07$0.17$0.07$0.07$0.19
2017$0.06$0.06$0.13$0.05$0.07$0.12$0.09$0.09$0.12$0.08$0.05$0.17
2016$0.05$0.08$0.09$0.09$0.07$0.09$0.09$0.09$0.11$0.07$0.08$0.14
2015$0.04$0.09$0.09$0.07$0.09$0.09$0.08$0.08$0.09$0.09$0.08$0.13
2014$0.07$0.07$0.07$0.06$0.06$0.07$0.07$0.08$0.08$0.05$0.08$0.12
2013$0.06$0.06$0.06$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.07$0.09

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-4.36%
-3.66%
DLN (WisdomTree US LargeCap Dividend ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the WisdomTree US LargeCap Dividend ETF. 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 US LargeCap Dividend ETF was 57.84%, occurring on Mar 9, 2009. Recovery took 869 trading sessions.

The current WisdomTree US LargeCap Dividend ETF drawdown is 4.36%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-57.84%Oct 10, 2007355Mar 9, 2009869Aug 16, 20121224
-35.82%Feb 13, 202027Mar 23, 2020177Dec 2, 2020204
-16.8%Sep 24, 201864Dec 24, 201866Apr 1, 2019130
-16.26%Apr 21, 2022113Sep 30, 2022199Jul 19, 2023312
-13.13%May 22, 201566Aug 25, 2015151Apr 1, 2016217

Volatility

Volatility Chart

The current WisdomTree US LargeCap Dividend ETF volatility is 3.16%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%NovemberDecember2024FebruaryMarchApril
3.16%
3.44%
DLN (WisdomTree US LargeCap Dividend ETF)
Benchmark (^GSPC)