DLN vs. VYM
Compare and contrast key facts about WisdomTree US LargeCap Dividend ETF (DLN) and Vanguard High Dividend Yield ETF (VYM).
DLN and VYM are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DLN is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree LargeCap Dividend Index. It was launched on Jun 16, 2006. VYM is a passively managed fund by Vanguard that tracks the performance of the FTSE High Dividend Yield Index. It was launched on Feb 7, 2019. Both DLN and VYM are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
DLN vs. VYM - Performance Comparison
Loading graphics...
DLN vs. VYM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DLN WisdomTree US LargeCap Dividend ETF | 1.95% | 15.53% | 19.66% | 9.95% | -3.78% | 25.60% | 4.59% | 28.91% | -5.82% | 18.22% |
VYM Vanguard High Dividend Yield ETF | 3.69% | 15.42% | 17.60% | 6.57% | -0.43% | 26.20% | 1.15% | 24.06% | -5.92% | 16.42% |
Returns By Period
In the year-to-date period, DLN achieves a 1.95% return, which is significantly lower than VYM's 3.69% return. Over the past 10 years, DLN has outperformed VYM with an annualized return of 12.02%, while VYM has yielded a comparatively lower 11.22% annualized return.
DLN
- 1D
- 0.11%
- 1M
- -3.94%
- YTD
- 1.95%
- 6M
- 3.68%
- 1Y
- 15.10%
- 3Y*
- 15.55%
- 5Y*
- 11.70%
- 10Y*
- 12.02%
VYM
- 1D
- -0.10%
- 1M
- -4.02%
- YTD
- 3.69%
- 6M
- 6.19%
- 1Y
- 17.89%
- 3Y*
- 15.17%
- 5Y*
- 11.02%
- 10Y*
- 11.22%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
DLN vs. VYM - Expense Ratio Comparison
DLN has a 0.28% expense ratio, which is higher than VYM's 0.04% expense ratio.
Return for Risk
DLN vs. VYM — Risk / Return Rank
DLN
VYM
DLN vs. VYM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree US LargeCap Dividend ETF (DLN) and Vanguard High Dividend Yield ETF (VYM). 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 | VYM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.08 | 1.19 | -0.11 |
Sortino ratioReturn per unit of downside risk | 1.55 | 1.70 | -0.15 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.26 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.35 | 1.56 | -0.21 |
Martin ratioReturn relative to average drawdown | 6.60 | 6.86 | -0.25 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| DLN | VYM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.08 | 1.19 | -0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.88 | 0.79 | +0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.75 | 0.69 | +0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.49 | +0.02 |
Correlation
The correlation between DLN and VYM is 0.97, 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
DLN vs. VYM - Dividend Comparison
DLN's dividend yield for the trailing twelve months is around 1.91%, less than VYM's 2.37% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DLN WisdomTree US LargeCap Dividend ETF | 1.91% | 1.90% | 2.00% | 2.43% | 2.53% | 2.01% | 2.66% | 2.51% | 2.90% | 2.33% | 2.64% | 2.80% |
VYM Vanguard High Dividend Yield ETF | 2.37% | 2.44% | 2.74% | 3.12% | 3.01% | 2.76% | 3.18% | 3.03% | 3.40% | 2.80% | 2.91% | 3.22% |
Drawdowns
DLN vs. VYM - Drawdown Comparison
The maximum DLN drawdown since its inception was -57.84%, roughly equal to the maximum VYM drawdown of -56.98%. Use the drawdown chart below to compare losses from any high point for DLN and VYM.
Loading graphics...
Drawdown Indicators
| DLN | VYM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.84% | -56.98% | -0.86% |
Max Drawdown (1Y)Largest decline over 1 year | -11.08% | -11.32% | +0.24% |
Max Drawdown (5Y)Largest decline over 5 years | -16.26% | -15.84% | -0.42% |
Max Drawdown (10Y)Largest decline over 10 years | -35.82% | -35.21% | -0.61% |
Current DrawdownCurrent decline from peak | -4.16% | -4.91% | +0.75% |
Average DrawdownAverage peak-to-trough decline | -7.58% | -7.25% | -0.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.26% | 2.57% | -0.31% |
Volatility
DLN vs. VYM - Volatility Comparison
WisdomTree US LargeCap Dividend ETF (DLN) and Vanguard High Dividend Yield ETF (VYM) have volatilities of 3.75% and 3.60%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| DLN | VYM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.75% | 3.60% | +0.15% |
Volatility (6M)Calculated over the trailing 6-month period | 6.88% | 7.96% | -1.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.10% | 15.14% | -1.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.29% | 13.97% | -0.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.16% | 16.33% | -0.17% |