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DTD vs. AOD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DTD vs. AOD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree U.S. Total Dividend Fund (DTD) and Abrdn Total Dynamic Dividend Fund (AOD). The values are adjusted to include any dividend payments, if applicable.

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DTD vs. AOD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
AOD
Abrdn Total Dynamic Dividend Fund
0.07%32.14%16.03%12.65%-17.15%23.80%8.12%34.83%-17.63%35.37%

Returns By Period

In the year-to-date period, DTD achieves a 2.18% return, which is significantly higher than AOD's 0.07% return. Both investments have delivered pretty close results over the past 10 years, with DTD having a 11.56% annualized return and AOD not far ahead at 12.04%.


DTD

1D
0.00%
1M
-4.14%
YTD
2.18%
6M
3.64%
1Y
14.76%
3Y*
15.06%
5Y*
11.28%
10Y*
11.56%

AOD

1D
2.71%
1M
-9.47%
YTD
0.07%
6M
5.96%
1Y
28.05%
3Y*
17.77%
5Y*
9.96%
10Y*
12.04%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

DTD vs. AOD — Risk / Return Rank

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

DTD
DTD Risk / Return Rank: 5555
Overall Rank
DTD Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
DTD Sortino Ratio Rank: 5454
Sortino Ratio Rank
DTD Omega Ratio Rank: 6060
Omega Ratio Rank
DTD Calmar Ratio Rank: 4747
Calmar Ratio Rank
DTD Martin Ratio Rank: 5959
Martin Ratio Rank

AOD
AOD Risk / Return Rank: 7979
Overall Rank
AOD Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
AOD Sortino Ratio Rank: 7676
Sortino Ratio Rank
AOD Omega Ratio Rank: 8282
Omega Ratio Rank
AOD Calmar Ratio Rank: 7272
Calmar Ratio Rank
AOD Martin Ratio Rank: 8484
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.

DTD vs. AOD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. Total Dividend Fund (DTD) and Abrdn Total Dynamic Dividend Fund (AOD). 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.


DTDAODDifference

Sharpe ratio

Return per unit of total volatility

1.03

1.42

-0.38

Sortino ratio

Return per unit of downside risk

1.49

1.93

-0.44

Omega ratio

Gain probability vs. loss probability

1.23

1.31

-0.08

Calmar ratio

Return relative to maximum drawdown

1.27

1.68

-0.40

Martin ratio

Return relative to average drawdown

6.13

7.39

-1.26

DTD vs. AOD - Sharpe Ratio Comparison

The current DTD Sharpe Ratio is 1.03, which is comparable to the AOD Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of DTD and AOD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DTDAODDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.03

1.42

-0.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.83

0.60

+0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

0.65

+0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.51

0.14

+0.38

Correlation

The correlation between DTD and AOD is 0.71, 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

DTD vs. AOD - Dividend Comparison

DTD's dividend yield for the trailing twelve months is around 1.98%, less than AOD's 12.47% yield.


TTM20252024202320222021202020192018201720162015
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%
AOD
Abrdn Total Dynamic Dividend Fund
12.47%12.00%10.73%8.56%8.85%6.75%7.80%7.71%9.57%7.29%9.10%8.93%

Drawdowns

DTD vs. AOD - Drawdown Comparison

The maximum DTD drawdown since its inception was -58.19%, smaller than the maximum AOD drawdown of -72.26%. Use the drawdown chart below to compare losses from any high point for DTD and AOD.


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Drawdown Indicators


DTDAODDifference

Max Drawdown

Largest peak-to-trough decline

-58.19%

-72.26%

+14.07%

Max Drawdown (1Y)

Largest decline over 1 year

-11.45%

-16.71%

+5.26%

Max Drawdown (5Y)

Largest decline over 5 years

-16.14%

-28.92%

+12.78%

Max Drawdown (10Y)

Largest decline over 10 years

-37.29%

-43.68%

+6.39%

Current Drawdown

Current decline from peak

-4.39%

-10.57%

+6.18%

Average Drawdown

Average peak-to-trough decline

-7.40%

-27.50%

+20.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.38%

3.80%

-1.42%

Volatility

DTD vs. AOD - Volatility Comparison

The current volatility for WisdomTree U.S. Total Dividend Fund (DTD) is 3.88%, while Abrdn Total Dynamic Dividend Fund (AOD) has a volatility of 9.57%. This indicates that DTD experiences smaller price fluctuations and is considered to be less risky than AOD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DTDAODDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.88%

9.57%

-5.69%

Volatility (6M)

Calculated over the trailing 6-month period

7.26%

13.20%

-5.94%

Volatility (1Y)

Calculated over the trailing 1-year period

14.35%

19.90%

-5.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.62%

16.55%

-2.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.21%

18.51%

-2.30%