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DTD vs. DEW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DTD and DEW is 0.82, 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.


-0.50.00.51.00.8

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.

-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
7.36%
4.03%
DTD
DEW

Key characteristics

Sharpe Ratio

DTD:

2.20

DEW:

1.64

Sortino Ratio

DTD:

3.04

DEW:

2.20

Omega Ratio

DTD:

1.40

DEW:

1.29

Calmar Ratio

DTD:

3.44

DEW:

2.56

Martin Ratio

DTD:

10.85

DEW:

7.91

Ulcer Index

DTD:

2.14%

DEW:

2.10%

Daily Std Dev

DTD:

10.59%

DEW:

10.14%

Max Drawdown

DTD:

-58.19%

DEW:

-65.55%

Current Drawdown

DTD:

-3.34%

DEW:

-3.31%

Returns By Period

In the year-to-date period, DTD achieves a 2.36% return, which is significantly higher than DEW's 1.74% return. Over the past 10 years, DTD has outperformed DEW with an annualized return of 10.61%, while DEW has yielded a comparatively lower 5.97% annualized return.


DTD

YTD

2.36%

1M

2.04%

6M

7.35%

1Y

21.55%

5Y*

10.58%

10Y*

10.61%

DEW

YTD

1.74%

1M

2.20%

6M

4.02%

1Y

15.89%

5Y*

6.24%

10Y*

5.97%

*Annualized

Compare stocks, funds, or ETFs

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


DTD vs. DEW - Expense Ratio Comparison

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


DEW
WisdomTree Global High Dividend Fund
Expense ratio chart for DEW: current value at 0.58% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.58%
Expense ratio chart for DTD: current value at 0.28% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.28%

Risk-Adjusted Performance

DTD vs. DEW — Risk-Adjusted Performance Rank

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

DTD
The Risk-Adjusted Performance Rank of DTD is 8181
Overall Rank
The Sharpe Ratio Rank of DTD is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of DTD is 8282
Sortino Ratio Rank
The Omega Ratio Rank of DTD is 8181
Omega Ratio Rank
The Calmar Ratio Rank of DTD is 8383
Calmar Ratio Rank
The Martin Ratio Rank of DTD is 7575
Martin Ratio Rank

DEW
The Risk-Adjusted Performance Rank of DEW is 6464
Overall Rank
The Sharpe Ratio Rank of DEW is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of DEW is 6060
Sortino Ratio Rank
The Omega Ratio Rank of DEW is 6363
Omega Ratio Rank
The Calmar Ratio Rank of DEW is 7070
Calmar Ratio Rank
The Martin Ratio Rank of DEW is 6363
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DTD vs. DEW - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for DTD, currently valued at 2.20, compared to the broader market0.002.004.002.201.64
The chart of Sortino ratio for DTD, currently valued at 3.04, compared to the broader market0.005.0010.003.042.20
The chart of Omega ratio for DTD, currently valued at 1.40, compared to the broader market1.002.003.001.401.29
The chart of Calmar ratio for DTD, currently valued at 3.44, compared to the broader market0.005.0010.0015.0020.003.442.56
The chart of Martin ratio for DTD, currently valued at 10.85, compared to the broader market0.0020.0040.0060.0080.00100.0010.857.91
DTD
DEW

The current DTD Sharpe Ratio is 2.20, which is higher than the DEW Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of DTD and DEW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50AugustSeptemberOctoberNovemberDecember2025
2.20
1.64
DTD
DEW

Dividends

DTD vs. DEW - Dividend Comparison

DTD's dividend yield for the trailing twelve months is around 2.16%, less than DEW's 3.95% yield.


TTM20242023202220212020201920182017201620152014
DTD
WisdomTree U.S. Total Dividend Fund
2.16%2.21%2.43%2.62%2.04%2.73%2.50%2.93%2.36%3.11%3.02%2.42%
DEW
WisdomTree Global High Dividend Fund
3.95%4.02%4.55%3.82%3.55%4.10%3.74%4.17%3.18%3.42%4.32%5.00%

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. For additional features, visit the drawdowns tool.


-7.00%-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-3.34%
-3.31%
DTD
DEW

Volatility

DTD vs. DEW - Volatility Comparison

WisdomTree U.S. Total Dividend Fund (DTD) has a higher volatility of 4.14% compared to WisdomTree Global High Dividend Fund (DEW) at 3.89%. 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%AugustSeptemberOctoberNovemberDecember2025
4.14%
3.89%
DTD
DEW
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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