DTD vs. CVX

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 CVX (Chevron Corporation) is a stock. Over the past 10 years, DTD returned 12.33%/yr vs 10.94%/yr for CVX. A 0.59 correlation means they provide meaningful diversification when combined.

Performance

DTD vs. CVX - Performance Comparison

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

Returns By Period

In the year-to-date period, DTD achieves a 11.00% return, which is significantly lower than CVX's 25.18% return. Over the past 10 years, DTD has outperformed CVX with an annualized return of 12.33%, while CVX has yielded a comparatively lower 10.94% 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%

CVX

• 1D: 0.75%
• 1M: 1.58%
• YTD: 25.18%
• 6M: 27.20%
• 1Y: 34.55%
• 3Y*: 10.25%
• 5Y*: 16.33%
• 10Y*: 10.94%

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

DTD vs. CVX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
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%
CVX Chevron Corporation	25.18%	10.10%	1.29%	-13.63%	58.46%	46.24%	-25.95%	15.27%	-9.75%	10.59%

Correlation

The correlation between DTD and CVX is 0.10, 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	0.10
Correlation (3Y) Calculated over the trailing 3-year period	0.32
Correlation (5Y) Calculated over the trailing 5-year period	0.43
Correlation (10Y) Calculated over the trailing 10-year period	0.52
Correlation (All Time) Calculated using the full available price history since Jun 16, 2006	0.59

Over the past year, the correlation between DTD and CVX has dropped to 0.10 - well below their long-term average of 0.59, suggesting their price drivers have been diverging.

Return for Risk

DTD vs. CVX — Risk / Return Rank

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

DTD

DTD Risk / Return Rank: 82
DTD Sharpe Ratio Rank: 83
DTD Sortino Ratio Rank: 85
DTD Omega Ratio Rank: 81
DTD Calmar Ratio Rank: 77
DTD Martin Ratio Rank: 83

CVX

CVX Risk / Return Rank: 80
CVX Sharpe Ratio Rank: 84
CVX Sortino Ratio Rank: 79
CVX Omega Ratio Rank: 78
CVX Calmar Ratio Rank: 80
CVX Martin Ratio Rank: 80

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. CVX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. Total Dividend Fund (DTD) and Chevron Corporation (CVX). 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	CVX	Difference
Sharpe ratio: Return per unit of total volatility	2.32	1.57	+0.75
Sortino ratio: Return per unit of downside risk	3.30	2.12	+1.18
Omega ratio: Gain probability vs. loss probability	1.42	1.27	+0.15
Calmar ratio: Return relative to maximum drawdown	3.47	2.48	+0.98
Martin ratio: Return relative to average drawdown	14.35	6.10	+8.25

DTD vs. CVX - Sharpe Ratio Comparison

The current DTD Sharpe Ratio is 2.32, which is higher than the CVX Sharpe Ratio of 1.57. The chart below compares the historical Sharpe Ratios of DTD and CVX, 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. CVX - Drawdown Comparison

The maximum DTD drawdown since its inception was -58.19%, roughly equal to the maximum CVX drawdown of -55.77%. Use the drawdown chart below to compare losses from any high point for DTD and CVX.

Drawdown Indicators

	DTD	CVX	Difference
Max Drawdown Largest peak-to-trough decline	-58.19%	-55.77%	-2.42%
Max Drawdown (1Y) Largest decline over 1 year	-6.30%	-13.99%	+7.69%
Max Drawdown (3Y) Largest decline over 3 years	-14.41%	-20.64%	+6.23%
Max Drawdown (5Y) Largest decline over 5 years	-16.14%	-24.95%	+8.81%
Max Drawdown (10Y) Largest decline over 10 years	-37.29%	-55.77%	+18.48%
Current Drawdown Current decline from peak	0.00%	-10.52%	+10.52%
Average Drawdown Average peak-to-trough decline	-7.33%	-11.39%	+4.06%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.52%	5.68%	-4.16%

Volatility

DTD vs. CVX - Volatility Comparison

The current volatility for WisdomTree U.S. Total Dividend Fund (DTD) is 2.66%, while Chevron Corporation (CVX) has a volatility of 7.62%. This indicates that DTD experiences smaller price fluctuations and is considered to be less risky than CVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DTD	CVX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.66%	7.62%	-4.96%
Volatility (6M) Calculated over the trailing 6-month period	7.10%	17.86%	-10.76%
Volatility (1Y) Calculated over the trailing 1-year period	9.42%	22.06%	-12.64%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.59%	25.15%	-11.56%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.21%	29.16%	-12.95%

Dividends

DTD vs. CVX - Dividend Comparison

DTD's dividend yield for the trailing twelve months is around 1.85%, less than CVX's 3.73% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CVX Chevron Corporation	3.73%	4.49%	4.50%	4.05%	3.16%	4.52%	6.11%	3.95%	4.12%	3.45%	3.64%	4.76%
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

Can I hold both DTD and CVX in my portfolio?

DTD and CVX have a correlation of 0.10, 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 CVX?

CVX has higher volatility (7.62%) compared to DTD (2.66%). In terms of maximum drawdown, DTD dropped -58.19% vs CVX's -55.77%.

Which has better risk-adjusted returns?

DTD currently has the higher Sharpe Ratio (2.32 vs 1.57), 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.