DON vs. DTD
Compare and contrast key facts about WisdomTree US MidCap Dividend ETF (DON) and WisdomTree U.S. Total Dividend Fund (DTD).
DON and DTD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DON is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree MidCap Dividend Index. It was launched on Jun 16, 2006. DTD is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree U.S. Dividend Index. It was launched on Jun 16, 2006. Both DON and DTD 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
DON vs. DTD - Performance Comparison
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DON vs. DTD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DON WisdomTree US MidCap Dividend ETF | 2.25% | 3.86% | 14.20% | 14.04% | -4.72% | 30.29% | -5.40% | 23.31% | -8.26% | 14.86% |
DTD WisdomTree U.S. Total Dividend Fund | 2.18% | 14.25% | 18.56% | 10.63% | -3.83% | 26.26% | 2.45% | 28.19% | -6.47% | 17.35% |
Returns By Period
The year-to-date returns for both stocks are quite close, with DON having a 2.25% return and DTD slightly lower at 2.18%. Over the past 10 years, DON has underperformed DTD with an annualized return of 8.98%, while DTD has yielded a comparatively higher 11.56% annualized return.
DON
- 1D
- 1.78%
- 1M
- -5.15%
- YTD
- 2.25%
- 6M
- 1.70%
- 1Y
- 8.75%
- 3Y*
- 11.36%
- 5Y*
- 7.79%
- 10Y*
- 8.98%
DTD
- 1D
- 1.94%
- 1M
- -3.94%
- YTD
- 2.18%
- 6M
- 3.83%
- 1Y
- 14.58%
- 3Y*
- 15.06%
- 5Y*
- 11.28%
- 10Y*
- 11.56%
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DON vs. DTD - Expense Ratio Comparison
DON has a 0.38% expense ratio, which is higher than DTD's 0.28% expense ratio.
Return for Risk
DON vs. DTD — Risk / Return Rank
DON
DTD
DON vs. DTD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree US MidCap Dividend ETF (DON) and WisdomTree U.S. Total Dividend Fund (DTD). 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.
| DON | DTD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.48 | 1.02 | -0.54 |
Sortino ratioReturn per unit of downside risk | 0.81 | 1.48 | -0.67 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.23 | -0.12 |
Calmar ratioReturn relative to maximum drawdown | 0.69 | 1.36 | -0.67 |
Martin ratioReturn relative to average drawdown | 2.61 | 6.60 | -3.99 |
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
| DON | DTD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.48 | 1.02 | -0.54 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 0.83 | -0.39 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 0.72 | -0.27 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.41 | 0.51 | -0.10 |
Correlation
The correlation between DON and DTD is 0.90, 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
DON vs. DTD - Dividend Comparison
DON's dividend yield for the trailing twelve months is around 2.41%, more than DTD's 1.98% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DON WisdomTree US MidCap Dividend ETF | 2.41% | 2.53% | 2.27% | 2.41% | 2.71% | 2.12% | 2.77% | 2.38% | 2.55% | 2.25% | 2.48% | 2.89% |
DTD WisdomTree U.S. Total Dividend Fund | 1.98% | 1.99% | 2.07% | 2.43% | 2.62% | 2.04% | 2.73% | 2.50% | 2.93% | 2.36% | 2.66% | 2.81% |
Drawdowns
DON vs. DTD - Drawdown Comparison
The maximum DON drawdown since its inception was -61.94%, which is greater than DTD's maximum drawdown of -58.19%. Use the drawdown chart below to compare losses from any high point for DON and DTD.
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Drawdown Indicators
| DON | DTD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.94% | -58.19% | -3.75% |
Max Drawdown (1Y)Largest decline over 1 year | -13.82% | -11.45% | -2.37% |
Max Drawdown (5Y)Largest decline over 5 years | -21.46% | -16.14% | -5.32% |
Max Drawdown (10Y)Largest decline over 10 years | -46.80% | -37.29% | -9.51% |
Current DrawdownCurrent decline from peak | -6.50% | -4.39% | -2.11% |
Average DrawdownAverage peak-to-trough decline | -7.95% | -7.40% | -0.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.66% | 2.36% | +1.30% |
Volatility
DON vs. DTD - Volatility Comparison
WisdomTree US MidCap Dividend ETF (DON) has a higher volatility of 4.16% compared to WisdomTree U.S. Total Dividend Fund (DTD) at 3.93%. This indicates that DON's price experiences larger fluctuations and is considered to be riskier than DTD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DON | DTD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.16% | 3.93% | +0.23% |
Volatility (6M)Calculated over the trailing 6-month period | 9.55% | 7.26% | +2.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.43% | 14.37% | +4.06% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.86% | 13.62% | +4.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.26% | 16.22% | +4.04% |