DLN vs. IBM
DLN (WisdomTree US LargeCap Dividend ETF) is Large Cap Growth Equities fund tracking the WisdomTree LargeCap Dividend Index, while IBM (International Business Machines Corporation) is a stock. Over the past 10 years, DLN returned 12.68%/yr vs 12.25%/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 9.93% return, which is significantly higher than IBM's 4.53% return. Both investments have delivered pretty close results over the past 10 years, with DLN having a 12.68% annualized return and IBM not far behind at 12.25%.
DLN
- 1D
- -0.51%
- 1M
- 2.93%
- YTD
- 9.93%
- 6M
- 9.96%
- 1Y
- 22.38%
- 3Y*
- 18.35%
- 5Y*
- 12.22%
- 10Y*
- 12.68%
IBM
- 1D
- -7.17%
- 1M
- 34.16%
- YTD
- 4.53%
- 6M
- 2.32%
- 1Y
- 18.19%
- 3Y*
- 36.49%
- 5Y*
- 21.40%
- 10Y*
- 12.25%
DLN vs. IBM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DLN WisdomTree US LargeCap Dividend ETF | 9.93% | 15.53% | 19.66% | 9.95% | -3.78% | 25.60% | 4.59% | 28.91% | -5.82% | 18.22% |
IBM International Business Machines Corporation | 4.53% | 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 | 0.47 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.54 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.61 |
Correlation (All Time) Calculated using the full available price history since Jun 19, 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 US LargeCap Dividend ETF (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.
| DLN | IBM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.07 | ||
| Sortino ratioReturn per unit of downside risk | +2.73 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.13 | +0.33 |
| Calmar ratioReturn relative to maximum drawdown | 3.69 | 0.59 | +3.10 |
| Martin ratioReturn relative to average drawdown | 15.59 | 1.29 | +14.30 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DLN | IBM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.53 | 0.47 | +2.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.93 | 0.80 | +0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.79 | 0.46 | +0.32 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.30 | +0.23 |
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 | -0.51% | -7.17% | +6.66% |
Average DrawdownAverage peak-to-trough decline | -7.52% | -20.12% | +12.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.44% | 14.16% | -12.72% |
Volatility
DLN vs. IBM - Volatility Comparison
The current volatility for WisdomTree US LargeCap Dividend ETF (DLN) is 2.17%, while International Business Machines Corporation (IBM) has a volatility of 20.58%. 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 | 2.17% | 20.58% | -18.41% |
Volatility (6M)Calculated over the trailing 6-month period | 6.77% | 34.08% | -27.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.87% | 38.99% | -30.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.26% | 27.03% | -13.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.16% | 26.51% | -10.35% |
Dividends
DLN vs. IBM - Dividend Comparison
DLN's dividend yield for the trailing twelve months is around 1.79%, less than IBM's 2.20% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DLN WisdomTree US LargeCap Dividend ETF | 1.79% | 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 | 2.20% | 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 (20.58%) compared to DLN (2.17%). In terms of maximum drawdown, DLN dropped -57.84% vs IBM's -69.40%.
DLN currently has the higher Sharpe Ratio (2.53 vs 0.47), 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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