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DTD vs. CSCO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

DTD vs. CSCO

Last updated Jun 13, 2026

DTD (WisdomTree U.S. Total Dividend Fund) is Large Cap Value Equities fund tracking the WisdomTree U.S. Dividend Index, while CSCO (Cisco Systems, Inc.) is a stock. Over the past 10 years, DTD returned 12.33%/yr vs 18.92%/yr for CSCO. A 0.64 correlation means they provide meaningful diversification when combined.

Performance

DTD vs. CSCO - Performance Comparison

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

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Returns By Period

In the year-to-date period, DTD achieves a 11.00% return, which is significantly lower than CSCO's 58.91% return. Over the past 10 years, DTD has underperformed CSCO with an annualized return of 12.33%, while CSCO has yielded a comparatively higher 18.92% annualized return.

DTD

1D
0.66%
1M
2.42%
YTD
11.00%
6M
10.84%
1Y
21.75%
3Y*
17.57%
5Y*
11.95%
10Y*
12.33%

CSCO

1D
-0.60%
1M
18.88%
YTD
58.91%
6M
57.34%
1Y
90.30%
3Y*
37.33%
5Y*
20.60%
10Y*
18.92%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DTD vs. CSCO - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
DTD
WisdomTree U.S. Total Dividend Fund		11.00%14.25%18.56%10.63%-3.83%26.26%2.45%28.19%-6.47%17.35%
CSCO
Cisco Systems, Inc.		58.91%33.47%21.00%9.30%-22.46%45.76%-3.49%13.81%16.57%31.27%

Correlation

The correlation between DTD and CSCO is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.34

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

0.49

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

0.61

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

0.63

Correlation (All Time)
Calculated using the full available price history since Jun 16, 2006

0.64

Over the past year, the correlation between DTD and CSCO has dropped to 0.34 - well below their long-term average of 0.64, suggesting their price drivers have been diverging.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

WisdomTree U.S. Total Dividend Fund

Cisco Systems, Inc.

Often compared with DTD:
DTD vs. DLNDTD vs. SCHDDTD vs. DHSDTD vs. DGRWDTD vs. DEWDTD vs. VYMDTD vs. DIVO
Often compared with CSCO:
CSCO vs. HPECSCO vs. VOOCSCO vs. INTCCSCO vs. DELLCSCO vs. JNPRCSCO vs. CMCSACSCO vs. VTI

Return for Risk

DTD vs. CSCO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
DTD
DTD Risk / Return Rank: 8282
Overall Rank
DTD Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
DTD Sortino Ratio Rank: 8585
Sortino Ratio Rank
DTD Omega Ratio Rank: 8181
Omega Ratio Rank
DTD Calmar Ratio Rank: 7777
Calmar Ratio Rank
DTD Martin Ratio Rank: 8383
Martin Ratio Rank
CSCO
CSCO Risk / Return Rank: 9595
Overall Rank
CSCO Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
CSCO Sortino Ratio Rank: 9393
Sortino Ratio Rank
CSCO Omega Ratio Rank: 9595
Omega Ratio Rank
CSCO Calmar Ratio Rank: 9595
Calmar Ratio Rank
CSCO Martin Ratio Rank: 9595
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. CSCO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. Total Dividend Fund (DTD) and Cisco Systems, Inc. (CSCO). 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.

DTDCSCODifference
Sharpe ratioReturn per unit of total volatility
2.32
2.94

-0.62

Sortino ratioReturn per unit of downside risk
3.30
3.47

-0.17

Omega ratioGain probability vs. loss probability

1.42

1.53

-0.11

Calmar ratioReturn relative to maximum drawdown

3.47

6.69

-3.22

Martin ratioReturn relative to average drawdown

14.35

18.37

-4.02

DTD vs. CSCO - Sharpe Ratio Comparison

The current DTD Sharpe Ratio is 2.32, which is comparable to the CSCO Sharpe Ratio of 2.94. The chart below compares the historical Sharpe Ratios of DTD and CSCO, 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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Drawdowns

DTD vs. CSCO - Drawdown Comparison

The maximum DTD drawdown since its inception was -58.19%, smaller than the maximum CSCO drawdown of -89.26%. Use the drawdown chart below to compare losses from any high point for DTD and CSCO.

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Drawdown Indicators

DTDCSCODifference

Max Drawdown

Largest peak-to-trough decline

-58.19%

-89.26%

+31.07%

Max Drawdown (1Y)

Largest decline over 1 year

-6.30%

-13.57%

+7.27%

Max Drawdown (3Y)

Largest decline over 3 years

-14.41%

-20.16%

+5.75%

Max Drawdown (5Y)

Largest decline over 5 years

-16.14%

-36.68%

+20.54%

Max Drawdown (10Y)

Largest decline over 10 years

-37.29%

-41.95%

+4.66%

Current Drawdown

Current decline from peak

0.00%

-6.85%

+6.85%

Average Drawdown

Average peak-to-trough decline

-7.33%

-40.11%

+32.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.52%

4.93%

-3.41%

Volatility

DTD vs. CSCO - Volatility Comparison

The current volatility for WisdomTree U.S. Total Dividend Fund (DTD) is 2.66%, while Cisco Systems, Inc. (CSCO) has a volatility of 17.31%. This indicates that DTD experiences smaller price fluctuations and is considered to be less risky than CSCO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

DTDCSCODifference

Volatility (1M)

Calculated over the trailing 1-month period

2.66%

17.31%

-14.65%

Volatility (6M)

Calculated over the trailing 6-month period

7.10%

27.29%

-20.19%

Volatility (1Y)

Calculated over the trailing 1-year period

9.42%

30.93%

-21.51%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.59%

24.88%

-11.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.21%

25.89%

-9.68%

Dividends

DTD vs. CSCO - Dividend Comparison

DTD's dividend yield for the trailing twelve months is around 1.85%, more than CSCO's 1.36% yield.

PositionTTM20252024202320222021202020192018201720162015
CSCO
Cisco Systems, Inc.		1.36%2.12%2.69%3.07%3.17%2.32%3.20%2.88%2.95%2.95%3.28%3.02%
DTD
WisdomTree U.S. Total Dividend Fund		1.85%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

DTD and CSCO have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CSCO has higher volatility (17.31%) compared to DTD (2.66%). In terms of maximum drawdown, DTD dropped -58.19% vs CSCO's -89.26%.

CSCO currently has the higher Sharpe Ratio (2.94 vs 2.32), 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.

Portfolio Optimizer

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