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DLN vs. XOM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DLN vs. XOM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree US LargeCap Dividend ETF (DLN) and Exxon Mobil Corporation (XOM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DLN achieves a 9.21% return, which is significantly lower than XOM's 27.80% return. Over the past 10 years, DLN has outperformed XOM with an annualized return of 12.58%, while XOM has yielded a comparatively lower 10.04% annualized return.


DLN

1D
-0.22%
1M
1.76%
YTD
9.21%
6M
9.88%
1Y
21.09%
3Y*
17.83%
5Y*
12.19%
10Y*
12.58%

XOM

1D
1.22%
1M
5.68%
YTD
27.80%
6M
32.61%
1Y
50.17%
3Y*
16.03%
5Y*
23.83%
10Y*
10.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DLN vs. XOM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
DLN
WisdomTree US LargeCap Dividend ETF
9.21%15.53%19.66%9.95%-3.78%25.60%4.59%28.91%-5.82%18.22%
XOM
Exxon Mobil Corporation
27.80%15.98%11.26%-6.26%87.41%57.58%-36.21%7.23%-15.09%-3.81%

Correlation

The correlation between DLN and XOM is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.09

Correlation (3Y)
Calculated over the trailing 3-year period

0.31

Correlation (5Y)
Calculated over the trailing 5-year period

0.40

Correlation (10Y)
Calculated over the trailing 10-year period

0.50

Correlation (All Time)
Calculated using the full available price history since Jun 19, 2006

0.59

Over the past year, the correlation between DLN and XOM has dropped to 0.09 - well below their long-term average of 0.59, suggesting their price drivers have been diverging.

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Return for Risk

DLN vs. XOM — Risk / Return Rank

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

DLN
DLN Risk / Return Rank: 8080
Overall Rank
DLN Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
DLN Sortino Ratio Rank: 8484
Sortino Ratio Rank
DLN Omega Ratio Rank: 7979
Omega Ratio Rank
DLN Calmar Ratio Rank: 7676
Calmar Ratio Rank
DLN Martin Ratio Rank: 8181
Martin Ratio Rank

XOM
XOM Risk / Return Rank: 8686
Overall Rank
XOM Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
XOM Sortino Ratio Rank: 8585
Sortino Ratio Rank
XOM Omega Ratio Rank: 8484
Omega Ratio Rank
XOM Calmar Ratio Rank: 8585
Calmar Ratio Rank
XOM Martin Ratio Rank: 8686
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. XOM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree US LargeCap Dividend ETF (DLN) and Exxon Mobil Corporation (XOM). 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.


DLNXOMDifference
Sharpe ratioReturn per unit of total volatility

+0.31

Sortino ratioReturn per unit of downside risk

+0.76

Omega ratioGain probability vs. loss probability

1.43

1.34

+0.09

Calmar ratioReturn relative to maximum drawdown

3.47

3.21

+0.26

Martin ratioReturn relative to average drawdown

14.64

8.97

+5.68

DLN vs. XOM - Sharpe Ratio Comparison

The current DLN Sharpe Ratio is 2.37, which is comparable to the XOM Sharpe Ratio of 2.07. The chart below compares the historical Sharpe Ratios of DLN and XOM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


DLNXOMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.37

2.07

+0.31

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.92

0.90

+0.03

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.78

0.36

+0.42

Sharpe Ratio (All Time)

Calculated using the full available price history

0.53

0.48

+0.05

Drawdowns

DLN vs. XOM - Drawdown Comparison

The maximum DLN drawdown since its inception was -57.84%, smaller than the maximum XOM drawdown of -62.40%. Use the drawdown chart below to compare losses from any high point for DLN and XOM.


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Drawdown Indicators


DLNXOMDifference

Max Drawdown

Largest peak-to-trough decline

-57.84%

-62.40%

+4.56%

Max Drawdown (1Y)

Largest decline over 1 year

-6.10%

-15.69%

+9.59%

Max Drawdown (3Y)

Largest decline over 3 years

-13.71%

-18.92%

+5.21%

Max Drawdown (5Y)

Largest decline over 5 years

-16.26%

-20.51%

+4.25%

Max Drawdown (10Y)

Largest decline over 10 years

-35.82%

-61.34%

+25.52%

Current Drawdown

Current decline from peak

-1.40%

-10.90%

+9.50%

Average Drawdown

Average peak-to-trough decline

-7.52%

-10.20%

+2.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.44%

5.61%

-4.17%

Volatility

DLN vs. XOM - Volatility Comparison

The current volatility for WisdomTree US LargeCap Dividend ETF (DLN) is 2.37%, while Exxon Mobil Corporation (XOM) has a volatility of 9.20%. This indicates that DLN experiences smaller price fluctuations and is considered to be less risky than XOM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DLNXOMDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.37%

9.20%

-6.83%

Volatility (6M)

Calculated over the trailing 6-month period

6.90%

20.29%

-13.39%

Volatility (1Y)

Calculated over the trailing 1-year period

8.94%

24.44%

-15.50%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.28%

26.73%

-13.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.17%

28.19%

-12.02%

Dividends

DLN vs. XOM - Dividend Comparison

DLN's dividend yield for the trailing twelve months is around 1.81%, less than XOM's 2.69% yield.


PositionTTM20252024202320222021202020192018201720162015
DLN
WisdomTree US LargeCap Dividend ETF
1.81%1.90%2.00%2.43%2.53%2.01%2.66%2.51%2.90%2.33%2.64%2.80%
XOM
Exxon Mobil Corporation
2.69%3.32%3.57%3.68%3.22%5.70%8.44%4.92%4.74%3.66%3.30%3.69%

Frequently Asked Questions


DLN and XOM have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

XOM has higher volatility (9.20%) compared to DLN (2.37%). In terms of maximum drawdown, DLN dropped -57.84% vs XOM's -62.40%.

DLN currently has the higher Sharpe Ratio (2.37 vs 2.07), 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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