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WisdomTree US LargeCap Dividend ETF (DLN)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US97717W3079

CUSIP

97717W307

Inception Date

Jun 16, 2006

Region

North America (U.S.)

Leveraged

1x

Index Tracked

WisdomTree LargeCap Dividend Index

Asset Class

Equity

Asset Class Size

Large-Cap

Asset Class Style

Blend

Expense Ratio

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


Share Price Chart


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Compare to other instruments

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


Performance

Performance Chart


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S&P 500

Returns By Period

WisdomTree US LargeCap Dividend ETF (DLN) returned 1.86% year-to-date (YTD) and 11.16% over the past 12 months. Over the past 10 years, DLN had an annualized return of 10.46%, just below the S&P 500 benchmark at 10.64%.


DLN

YTD

1.86%

1M

7.64%

6M

-0.65%

1Y

11.16%

3Y*

11.51%

5Y*

14.69%

10Y*

10.46%

^GSPC (Benchmark)

YTD

-0.63%

1M

13.31%

6M

-1.23%

1Y

9.83%

3Y*

14.42%

5Y*

14.61%

10Y*

10.64%

*Annualized

Monthly Returns

The table below presents the monthly returns of DLN, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20253.33%2.11%-2.89%-2.90%2.38%1.86%
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%-3.76%-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%
2020-1.67%-9.16%-13.81%11.51%3.18%0.50%3.80%4.52%-3.07%-2.91%11.44%3.26%4.59%
20197.11%3.32%1.48%3.53%-6.40%6.89%1.45%-1.80%3.33%1.68%3.07%2.75%28.92%
20183.74%-4.59%-2.35%0.14%1.41%0.44%4.08%2.22%0.67%-4.56%2.35%-8.69%-5.82%
20170.59%3.94%-0.13%0.29%1.00%0.67%1.51%0.20%2.24%1.71%3.52%1.41%18.22%
2016-3.31%0.52%6.82%0.42%1.40%2.06%2.77%-0.30%-0.08%-1.84%3.75%2.68%15.51%
2015-3.29%5.00%-2.08%1.54%0.54%-2.49%1.09%-5.94%-1.68%8.10%-0.06%-1.36%-1.40%
2014-3.86%3.81%2.50%1.72%1.74%1.71%-1.45%3.61%-0.94%2.39%2.90%-0.42%14.25%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of DLN is 71, indicating average performance compared to other ETFs on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of DLN is 7171
Overall Rank
The Sharpe Ratio Rank of DLN is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of DLN is 6666
Sortino Ratio Rank
The Omega Ratio Rank of DLN is 7070
Omega Ratio Rank
The Calmar Ratio Rank of DLN is 7474
Calmar Ratio Rank
The Martin Ratio Rank of DLN is 7474
Martin 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.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

WisdomTree US LargeCap Dividend ETF Sharpe ratios as of May 22, 2025 (values are recalculated daily):

  • 1-Year: 0.75
  • 5-Year: 1.01
  • 10-Year: 0.63
  • All Time: 0.49

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of WisdomTree US LargeCap Dividend ETF compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


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Dividends

Dividend History

WisdomTree US LargeCap Dividend ETF provided a 2.04% dividend yield over the last twelve months, with an annual payout of $1.60 per share.


2.00%2.20%2.40%2.60%2.80%$0.00$0.50$1.00$1.5020142015201620172018201920202021202220232024
Dividends
Dividend Yield
PeriodTTM20242023202220212020201920182017201620152014
Dividend$1.60$1.56$1.62$1.57$1.33$1.43$1.33$1.22$1.07$1.06$1.00$0.87

Dividend yield

2.04%2.00%2.43%2.53%2.01%2.66%2.51%2.90%2.33%2.64%2.80%2.34%

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.06$0.11$0.18$0.15$0.00$0.49
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
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$1.43
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$1.33
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$1.22
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$1.07
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$1.06
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$1.00
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$0.87

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 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 3.70%.


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
-13.71%Feb 20, 202534Apr 8, 2025

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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