DLN vs. IBM
DLN (WisdomTree U.S. LargeCap Dividend Fund) is Large Cap Value Equities fund tracking the WisdomTree U.S. LargeCap Dividend Index, while IBM (International Business Machines Corporation) is a stock. Over the past 10 years, DLN returned 12.83%/yr vs 11.04%/yr for IBM. A 0.64 correlation means they provide meaningful diversification when combined.
Performance
DLN vs. IBM - Performance Comparison
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Returns By Period
In the year-to-date period, DLN achieves a 9.74% return, which is significantly higher than IBM's -10.06% return. Over the past 10 years, DLN has outperformed IBM with an annualized return of 12.83%, while IBM has yielded a comparatively lower 11.04% annualized return.
DLN
- 1D
- -0.19%
- 1M
- -0.14%
- YTD
- 9.74%
- 6M
- 8.74%
- 1Y
- 20.43%
- 3Y*
- 18.05%
- 5Y*
- 12.34%
- 10Y*
- 12.83%
IBM
- 1D
- -0.75%
- 1M
- 3.59%
- YTD
- -10.06%
- 6M
- -12.53%
- 1Y
- -8.20%
- 3Y*
- 30.81%
- 5Y*
- 17.90%
- 10Y*
- 11.04%
DLN vs. IBM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DLN WisdomTree U.S. LargeCap Dividend Fund | 9.74% | 15.53% | 19.66% | 9.95% | -3.78% | 25.60% | 4.59% | 28.91% | -5.82% | 18.22% |
IBM International Business Machines Corporation | -10.06% | 38.23% | 39.27% | 21.85% | 10.64% | 16.65% | -1.16% | 23.58% | -22.56% | -3.99% |
Correlation
The correlation between DLN and IBM is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.33 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.46 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.53 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.61 |
Correlation (All Time) Calculated using the full available price history since Jun 16, 2006 | 0.64 |
Over the past year, the correlation between DLN and IBM has dropped to 0.33 - well below their long-term average of 0.64, suggesting their price drivers have been diverging.
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Return for Risk
DLN vs. IBM — Risk / Return Rank
DLN
IBM
DLN vs. IBM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. LargeCap Dividend Fund (DLN) and International Business Machines Corporation (IBM). 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.
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.
| DLN | IBM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.49 | ||
| Sortino ratioReturn per unit of downside risk | +3.28 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.00 | +0.41 |
| Calmar ratioReturn relative to maximum drawdown | 3.37 | -0.27 | +3.63 |
| Martin ratioReturn relative to average drawdown | 14.09 | -0.56 | +14.65 |
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Drawdowns
DLN vs. IBM - Drawdown Comparison
The maximum DLN drawdown since its inception was -57.84%, smaller than the maximum IBM drawdown of -69.40%. Use the drawdown chart below to compare losses from any high point for DLN and IBM.
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Drawdown Indicators
| DLN | IBM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.84% | -69.40% | +11.56% |
Max Drawdown (1Y)Largest decline over 1 year | -6.10% | -30.96% | +24.86% |
Max Drawdown (3Y)Largest decline over 3 years | -13.71% | -30.96% | +17.25% |
Max Drawdown (5Y)Largest decline over 5 years | -16.26% | -30.96% | +14.70% |
Max Drawdown (10Y)Largest decline over 10 years | -35.82% | -40.59% | +4.77% |
Current DrawdownCurrent decline from peak | -1.31% | -20.13% | +18.82% |
Average DrawdownAverage peak-to-trough decline | -7.50% | -20.12% | +12.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.45% | 14.79% | -13.34% |
Volatility
DLN vs. IBM - Volatility Comparison
The current volatility for WisdomTree U.S. LargeCap Dividend Fund (DLN) is 2.70%, while International Business Machines Corporation (IBM) has a volatility of 20.10%. This indicates that DLN experiences smaller price fluctuations and is considered to be less risky than IBM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DLN | IBM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.70% | 20.10% | -17.40% |
Volatility (6M)Calculated over the trailing 6-month period | 6.99% | 35.49% | -28.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.01% | 40.10% | -31.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.26% | 27.37% | -14.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.14% | 26.65% | -10.51% |
Dividends
DLN vs. IBM - Dividend Comparison
DLN's dividend yield for the trailing twelve months is around 1.80%, less than IBM's 2.56% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DLN WisdomTree U.S. LargeCap Dividend Fund | 1.80% | 1.90% | 2.00% | 2.43% | 2.53% | 2.01% | 2.66% | 2.51% | 2.90% | 2.33% | 2.64% | 2.80% |
IBM International Business Machines Corporation | 2.56% | 2.27% | 3.03% | 4.05% | 4.68% | 4.74% | 5.17% | 4.80% | 5.46% | 3.85% | 3.31% | 3.63% |
Frequently Asked Questions
DLN and IBM have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IBM has higher volatility (20.10%) compared to DLN (2.70%). In terms of maximum drawdown, DLN dropped -57.84% vs IBM's -69.40%.
DLN currently has the higher Sharpe Ratio (2.28 vs -0.21), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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