DTD vs. DEW

Last updated Aug 6, 2026

DTD (WisdomTree U.S. Total Dividend Fund) and DEW (WisdomTree Global High Dividend Fund) are both Large Cap Value Equities funds from WisdomTree - DTD tracks the WisdomTree U.S. Dividend Index while DEW tracks the WisdomTree Global High Dividend Index. Both are passively managed. Over the past 10 years, DTD returned 12.20%/yr vs 9.60%/yr for DEW. Their correlation of 0.82 means they have usually moved in the same direction. DTD charges 0.28%/yr vs 0.58%/yr for DEW.

Performance

DTD vs. DEW - Performance Comparison

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

Returns By Period

In the year-to-date period, DTD achieves a 15.36% return, which is significantly lower than DEW's 18.71% return. Over the past 10 years, DTD has outperformed DEW with an annualized return of 12.20%, while DEW has yielded a comparatively lower 9.60% annualized return.

DTD

• 1D: -0.12%
• 1M: 3.12%
• 6M: 9.78%
• YTD: 15.36%
• 1Y: 22.55%
• 3Y*: 17.97%
• 5Y*: 12.38%
• 10Y*: 12.20%
• ALL TIME*: 9.84%

DEW

• 1D: -0.55%
• 1M: 3.53%
• 6M: 9.21%
• YTD: 18.71%
• 1Y: 28.46%
• 3Y*: 19.74%
• 5Y*: 12.62%
• 10Y*: 9.60%
• ALL TIME*: 6.08%

*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)
DEW WisdomTree Global High Dividend Fund	$1.31M	$699.41K	$391.64K
DTD WisdomTree U.S. Total Dividend Fund	$2.25M	$1.95M	$1.81M

DTD vs. DEW - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DTD WisdomTree U.S. Total Dividend Fund	15.36%	14.25%	18.56%	10.63%	-3.83%	26.26%	2.45%	28.19%	-6.47%	17.35%
DEW WisdomTree Global High Dividend Fund	18.71%	22.39%	11.58%	9.39%	-2.73%	21.29%	-7.32%	20.45%	-10.58%	15.38%

Correlation

The correlation between DTD and DEW is 0.83, 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.	0.83
Correlation (3Y) Balances recent behavior with more history.	0.86
Correlation (5Y) Shows whether the relationship held over a longer period.	0.89
Correlation (10Y) Provides a long-term view across more market conditions.	0.89
Correlation (All Time) Calculated using the full available price history since Jun 16, 2006	0.82

The correlation between DTD and DEW has been stable across timeframes, ranging from 0.82 to 0.89 - a consistent structural relationship.

DTD vs. DEW - Sectors Allocation Comparison

Sectors	DTD	DEW
Technology	19.9%	2.5%
Financial Services	18.7%	25.8%
Healthcare	12.2%	10.2%
Industrials	8.7%	5.0%
Consumer Defensive	8.4%	8.8%
Communication Services	7.2%	4.0%
Energy	7.1%	14.5%
Utilities	5.7%	11.5%
Consumer Cyclical	5.5%	3.5%
Real Estate	5.1%	11.7%
Basic Materials	1.5%	2.6%

Return for Risk

DTD vs. DEW — 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

DEW

DEW Risk / Return Rank: 94
DEW Sharpe Ratio Rank: 95
DEW Sortino Ratio Rank: 95
DEW Omega Ratio Rank: 94
DEW Calmar Ratio Rank: 92
DEW Martin Ratio Rank: 93

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. DEW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. Total Dividend Fund (DTD) and WisdomTree Global High Dividend Fund (DEW). 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	DEW	Difference
Sharpe ratio: Return per unit of total volatility	2.44	3.01	-0.57
Sortino ratio: Return per unit of downside risk	3.43	4.26	-0.83
Omega ratio: Gain probability vs. loss probability	1.45	1.55	-0.10
Calmar ratio: Return relative to maximum drawdown	3.59	4.51	-0.92
Martin ratio: Return relative to average drawdown	14.99	18.23	-3.24

DTD vs. DEW - Sharpe Ratio Comparison

The current DTD Sharpe Ratio is 2.44, which is comparable to the DEW Sharpe Ratio of 3.01. The chart below compares the historical Sharpe Ratios of DTD and DEW, 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. DEW - Drawdown Comparison

The maximum DTD drawdown since its inception was -58.19%, smaller than the maximum DEW drawdown of -65.55%. Use the drawdown chart below to compare losses from any high point for DTD and DEW.

Drawdown Indicators

	DTD	DEW	Difference
Max Drawdown Largest peak-to-trough decline	-58.19%	-65.55%	+7.36%
Max Drawdown (1Y) Largest decline over 1 year	-6.30%	-6.34%	+0.04%
Max Drawdown (3Y) Largest decline over 3 years	-14.41%	-11.80%	-2.61%
Max Drawdown (5Y) Largest decline over 5 years	-16.14%	-18.86%	+2.72%
Max Drawdown (10Y) Largest decline over 10 years	-37.29%	-38.77%	+1.48%
Current Drawdown Current decline from peak	-0.12%	-0.76%	+0.64%
Average Drawdown Average peak-to-trough decline	-7.28%	-12.34%	+5.06%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.51%	1.56%	-0.05%

Volatility

DTD vs. DEW - Volatility Comparison

WisdomTree U.S. Total Dividend Fund (DTD) has a higher volatility of 2.69% compared to WisdomTree Global High Dividend Fund (DEW) at 2.06%. This indicates that DTD's price experiences larger fluctuations and is considered to be riskier than DEW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DTD	DEW	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.69%	2.06%	+0.63%
Volatility (6M) Calculated over the trailing 6-month period	7.08%	7.20%	-0.12%
Volatility (1Y) Calculated over the trailing 1-year period	9.28%	9.50%	-0.22%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.53%	12.90%	+0.63%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.17%	15.37%	+0.80%

DTD vs. DEW - Expense Ratio Comparison

DTD has a 0.28% expense ratio, which is lower than DEW's 0.58% expense ratio.

Dividends

DTD vs. DEW - Dividend Comparison

DTD's dividend yield for the trailing twelve months is around 1.79%, less than DEW's 3.13% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DEW WisdomTree Global High Dividend Fund	3.13%	3.71%	4.02%	4.55%	3.82%	3.55%	4.10%	3.74%	4.17%	3.18%	3.42%	4.32%
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 DEW in my portfolio?

DTD and DEW have a correlation of 0.83, 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 DEW?

DTD has higher volatility (2.69%) compared to DEW (2.06%). In terms of maximum drawdown, DTD dropped -58.19% vs DEW's -65.55%.

Which ETF is better, DTD or DEW?

On 10-year performance, DTD leads with 12.20% vs 9.60% for DEW. On fees, DTD is cheaper at 0.28% per year. On volatility, DEW has been the lower-risk option at 2.06%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DTD or DEW?

Over the 10-year period, DTD has performed better with a 12.20% return vs 9.60%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DTD or DEW?

DTD is cheaper with a 0.28% expense ratio, compared with 0.58% for DEW.

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

DEW has the higher dividend yield at 3.13%, compared with 1.79% for DTD.

What is the main difference between DTD and DEW?

DTD tracks WisdomTree U.S. Dividend Index, while DEW tracks WisdomTree Global High Dividend Index. Their fees differ too: 0.28% for DTD and 0.58% for DEW.

Which has better risk-adjusted returns?

DEW currently has the higher Sharpe Ratio (3.01 vs 2.44), 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.