PortfoliosLab logoPortfoliosLab logo
DLN vs. IBM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DLN vs. IBM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree U.S. LargeCap Dividend Fund (DLN) and International Business Machines Corporation (IBM). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DLN vs. IBM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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.

Compare stocks, funds, or ETFs

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


Return for Risk

DLN vs. IBM — Risk / Return Rank

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

DLN
DLN Risk / Return Rank: 7979
Overall Rank
DLN Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
DLN Sortino Ratio Rank: 8282
Sortino Ratio Rank
DLN Omega Ratio Rank: 7878
Omega Ratio Rank
DLN Calmar Ratio Rank: 7474
Calmar Ratio Rank
DLN Martin Ratio Rank: 8080
Martin Ratio Rank

IBM
IBM Risk / Return Rank: 3333
Overall Rank
IBM Sharpe Ratio Rank: 3535
Sharpe Ratio Rank
IBM Sortino Ratio Rank: 3232
Sortino Ratio Rank
IBM Omega Ratio Rank: 3232
Omega Ratio Rank
IBM Calmar Ratio Rank: 3434
Calmar Ratio Rank
IBM Martin Ratio Rank: 3333
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.

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.


DLNIBMDifference
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

DLN vs. IBM - Sharpe Ratio Comparison

The current DLN Sharpe Ratio is 2.28, which is higher than the IBM Sharpe Ratio of -0.21. The chart below compares the historical Sharpe Ratios of DLN and IBM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

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.


Loading charts...

Drawdown Indicators


DLNIBMDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-1.31%

-20.13%

+18.82%

Average Drawdown

Average peak-to-trough decline

-7.50%

-20.12%

+12.62%

Ulcer Index

Depth 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.


Loading charts...

Volatility by Period


DLNIBMDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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.

Portfolio Optimizer

Find the right allocation for DLN and IBM

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer