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AOD vs. DTD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

AOD vs. DTD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Abrdn Total Dynamic Dividend Fund (AOD) and WisdomTree U.S. Total Dividend Fund (DTD). The values are adjusted to include any dividend payments, if applicable.

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AOD vs. DTD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AOD
Abrdn Total Dynamic Dividend Fund
-2.57%32.14%16.03%12.65%-17.15%23.80%8.12%34.83%-17.63%35.37%
DTD
WisdomTree U.S. Total Dividend Fund
2.18%14.25%18.56%10.63%-3.83%26.26%2.45%28.19%-6.47%17.35%

Returns By Period

In the year-to-date period, AOD achieves a -2.57% return, which is significantly lower than DTD's 2.18% return. Both investments have delivered pretty close results over the past 10 years, with AOD having a 11.74% annualized return and DTD not far behind at 11.56%.


AOD

1D
4.07%
1M
-12.19%
YTD
-2.57%
6M
3.60%
1Y
24.67%
3Y*
16.72%
5Y*
9.38%
10Y*
11.74%

DTD

1D
1.94%
1M
-3.94%
YTD
2.18%
6M
3.83%
1Y
14.58%
3Y*
15.06%
5Y*
11.28%
10Y*
11.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

AOD vs. DTD — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AOD
AOD Risk / Return Rank: 7878
Overall Rank
AOD Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
AOD Sortino Ratio Rank: 7474
Sortino Ratio Rank
AOD Omega Ratio Rank: 8080
Omega Ratio Rank
AOD Calmar Ratio Rank: 7272
Calmar Ratio Rank
AOD Martin Ratio Rank: 8383
Martin Ratio Rank

DTD
DTD Risk / Return Rank: 6262
Overall Rank
DTD Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
DTD Sortino Ratio Rank: 6060
Sortino Ratio Rank
DTD Omega Ratio Rank: 6464
Omega Ratio Rank
DTD Calmar Ratio Rank: 5757
Calmar Ratio Rank
DTD Martin Ratio Rank: 6868
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.

AOD vs. DTD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Abrdn Total Dynamic Dividend Fund (AOD) and WisdomTree U.S. Total Dividend Fund (DTD). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


AODDTDDifference

Sharpe ratio

Return per unit of total volatility

1.26

1.02

+0.24

Sortino ratio

Return per unit of downside risk

1.74

1.48

+0.26

Omega ratio

Gain probability vs. loss probability

1.28

1.23

+0.05

Calmar ratio

Return relative to maximum drawdown

1.48

1.36

+0.12

Martin ratio

Return relative to average drawdown

6.64

6.60

+0.04

AOD vs. DTD - Sharpe Ratio Comparison

The current AOD Sharpe Ratio is 1.26, which is comparable to the DTD Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of AOD and DTD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


AODDTDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.26

1.02

+0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

0.83

-0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.64

0.72

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.13

0.51

-0.38

Correlation

The correlation between AOD and DTD is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

AOD vs. DTD - Dividend Comparison

AOD's dividend yield for the trailing twelve months is around 12.81%, more than DTD's 1.98% yield.


TTM20252024202320222021202020192018201720162015
AOD
Abrdn Total Dynamic Dividend Fund
12.81%12.00%10.73%8.56%8.85%6.75%7.80%7.71%9.57%7.29%9.10%8.93%
DTD
WisdomTree U.S. Total Dividend Fund
1.98%1.99%2.07%2.43%2.62%2.04%2.73%2.50%2.93%2.36%2.66%2.81%

Drawdowns

AOD vs. DTD - Drawdown Comparison

The maximum AOD drawdown since its inception was -72.26%, which is greater than DTD's maximum drawdown of -58.19%. Use the drawdown chart below to compare losses from any high point for AOD and DTD.


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Drawdown Indicators


AODDTDDifference

Max Drawdown

Largest peak-to-trough decline

-72.26%

-58.19%

-14.07%

Max Drawdown (1Y)

Largest decline over 1 year

-16.71%

-11.45%

-5.26%

Max Drawdown (5Y)

Largest decline over 5 years

-28.92%

-16.14%

-12.78%

Max Drawdown (10Y)

Largest decline over 10 years

-43.68%

-37.29%

-6.39%

Current Drawdown

Current decline from peak

-12.93%

-4.39%

-8.54%

Average Drawdown

Average peak-to-trough decline

-27.51%

-7.40%

-20.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.74%

2.36%

+1.38%

Volatility

AOD vs. DTD - Volatility Comparison

Abrdn Total Dynamic Dividend Fund (AOD) has a higher volatility of 9.44% compared to WisdomTree U.S. Total Dividend Fund (DTD) at 3.93%. This indicates that AOD's price experiences larger fluctuations and is considered to be riskier than DTD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AODDTDDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.44%

3.93%

+5.51%

Volatility (6M)

Calculated over the trailing 6-month period

12.94%

7.26%

+5.68%

Volatility (1Y)

Calculated over the trailing 1-year period

19.73%

14.37%

+5.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.51%

13.62%

+2.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.49%

16.22%

+2.27%