DTD vs. AVLV

Last updated Aug 5, 2026

DTD (WisdomTree U.S. Total Dividend Fund) and AVLV (Avantis U.S. Large Cap Value ETF) are both Large Cap Value Equities funds. DTD is passively managed, while AVLV is actively managed. Over the past 3 years, DTD returned 18.01%/yr vs 21.38%/yr for AVLV. Their correlation of 0.91 means they have usually moved in the same direction. DTD charges 0.28%/yr vs 0.15%/yr for AVLV.

Performance

DTD vs. AVLV - Performance Comparison

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

Returns By Period

In the year-to-date period, DTD achieves a 15.50% return, which is significantly lower than AVLV's 24.76% return.

DTD

• 1D: 1.08%
• 1M: 3.44%
• 6M: 10.65%
• YTD: 15.50%
• 1Y: 22.65%
• 3Y*: 18.01%
• 5Y*: 12.48%
• 10Y*: 12.21%
• ALL TIME*: 9.85%

AVLV

• 1D: 0.95%
• 1M: 3.46%
• 6M: 14.88%
• YTD: 24.76%
• 1Y: 37.63%
• 3Y*: 21.38%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 15.19%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
AVLV Avantis U.S. Large Cap Value ETF	$97.53M	$104.20M	$154.73M
DTD WisdomTree U.S. Total Dividend Fund	$2.64M	$1.91M	$1.81M

DTD vs. AVLV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
DTD WisdomTree U.S. Total Dividend Fund	15.50%	14.25%	18.56%	10.63%	-3.83%	9.47%
AVLV Avantis U.S. Large Cap Value ETF	24.76%	15.12%	17.49%	17.43%	-5.53%	6.27%

Correlation

The correlation between DTD and AVLV is 0.82, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.82
Correlation (3Y) Balances recent behavior with more history.	0.90
Correlation (All Time) Calculated using the full available price history since Sep 23, 2021	0.91

The correlation between DTD and AVLV has been stable across timeframes, ranging from 0.82 to 0.91 - a consistent structural relationship.

DTD vs. AVLV - Sectors Allocation Comparison

Sectors	DTD	AVLV
Technology	19.9%	16.9%
Financial Services	18.7%	21.5%
Healthcare	12.2%	4.4%
Industrials	8.7%	15.3%
Consumer Defensive	8.4%	6.2%
Communication Services	7.2%	6.7%
Energy	7.1%	12.7%
Utilities	5.7%	0.4%
Consumer Cyclical	5.5%	14.2%
Real Estate	5.1%	0.0%
Basic Materials	1.5%	1.8%

Return for Risk

DTD vs. AVLV — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

DTD

DTD Risk / Return Rank: 89
DTD Sharpe Ratio Rank: 90
DTD Sortino Ratio Rank: 90
DTD Omega Ratio Rank: 90
DTD Calmar Ratio Rank: 85
DTD Martin Ratio Rank: 89

AVLV

AVLV Risk / Return Rank: 95
AVLV Sharpe Ratio Rank: 96
AVLV Sortino Ratio Rank: 95
AVLV Omega Ratio Rank: 95
AVLV Calmar Ratio Rank: 95
AVLV Martin Ratio Rank: 96

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

DTD vs. AVLV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. Total Dividend Fund (DTD) and Avantis U.S. Large Cap Value ETF (AVLV). 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.

	DTD	AVLV	Difference
Sharpe ratio: Return per unit of total volatility	2.45	3.07	-0.62
Sortino ratio: Return per unit of downside risk	3.45	4.25	-0.80
Omega ratio: Gain probability vs. loss probability	1.45	1.56	-0.11
Calmar ratio: Return relative to maximum drawdown	3.61	5.92	-2.31
Martin ratio: Return relative to average drawdown	15.06	23.96	-8.90

DTD vs. AVLV - Sharpe Ratio Comparison

The current DTD Sharpe Ratio is 2.45, which is comparable to the AVLV Sharpe Ratio of 3.07. The chart below compares the historical Sharpe Ratios of DTD and AVLV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

DTD vs. AVLV - Drawdown Comparison

The maximum DTD drawdown since its inception was -58.19%, which is greater than AVLV's maximum drawdown of -19.50%. Use the drawdown chart below to compare losses from any high point for DTD and AVLV.

Drawdown Indicators

	DTD	AVLV	Difference
Max Drawdown Largest peak-to-trough decline	-58.19%	-19.50%	-38.69%
Max Drawdown (1Y) Largest decline over 1 year	-6.30%	-6.39%	+0.09%
Max Drawdown (3Y) Largest decline over 3 years	-14.41%	-19.50%	+5.09%
Max Drawdown (5Y) Largest decline over 5 years	-16.14%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-37.29%	—	—
Current Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-7.28%	-3.82%	-3.46%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.51%	1.58%	-0.07%

Volatility

DTD vs. AVLV - Volatility Comparison

WisdomTree U.S. Total Dividend Fund (DTD) and Avantis U.S. Large Cap Value ETF (AVLV) have volatilities of 2.69% and 2.65%, 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.

Volatility by Period

	DTD	AVLV	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.69%	2.65%	+0.04%
Volatility (6M) Calculated over the trailing 6-month period	7.08%	8.85%	-1.77%
Volatility (1Y) Calculated over the trailing 1-year period	9.33%	12.35%	-3.02%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.53%	17.17%	-3.64%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.17%	17.17%	-1.00%

DTD vs. AVLV - Expense Ratio Comparison

DTD has a 0.28% expense ratio, which is higher than AVLV's 0.15% expense ratio.

Dividends

DTD vs. AVLV - Dividend Comparison

DTD's dividend yield for the trailing twelve months is around 1.79%, more than AVLV's 1.04% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AVLV Avantis U.S. Large Cap Value ETF	1.04%	1.33%	1.58%	1.85%	2.00%	0.29%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
DTD WisdomTree U.S. Total Dividend Fund	1.79%	1.99%	2.07%	2.43%	2.62%	2.04%	2.73%	2.50%	2.93%	2.36%	2.66%	2.81%

Frequently Asked Questions

Can I hold both DTD and AVLV in my portfolio?

DTD and AVLV have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DTD or AVLV?

DTD has higher volatility (2.69%) compared to AVLV (2.65%). In terms of maximum drawdown, DTD dropped -58.19% vs AVLV's -19.50%.

Which ETF is better, DTD or AVLV?

On 3-year performance, AVLV leads with 21.38% vs 18.01% for DTD. On fees, AVLV is cheaper at 0.15% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DTD or AVLV?

Over the 3-year period, AVLV has performed better with a 21.38% return vs 18.01%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DTD or AVLV?

AVLV is cheaper with a 0.15% expense ratio, compared with 0.28% for DTD.

Which ETF pays a higher dividend yield, DTD or AVLV?

DTD has the higher dividend yield at 1.79%, compared with 1.04% for AVLV.

What is the main difference between DTD and AVLV?

They also come from different issuers: WisdomTree and Avantis. Their fees differ too: 0.28% for DTD and 0.15% for AVLV.

Which has better risk-adjusted returns?

AVLV currently has the higher Sharpe Ratio (3.07 vs 2.45), 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.