DTD vs. DJUN
DTD (WisdomTree U.S. Total Dividend Fund) and DJUN (FT Cboe Vest U.S. Equity Deep Buffer ETF - June) are both exchange-traded funds - DTD is a Large Cap Value Equities fund tracking the WisdomTree U.S. Dividend Index, while DJUN is a Large Cap Blend Equities fund tracking the Cboe S&P 500 30% (-5% to -35%) Buffer Protect June Series Index. Both are passively managed. Over the past 5 years, DTD returned 12.14%/yr vs 7.86%/yr for DJUN. A 0.80 correlation means they provide meaningful diversification when combined. DTD charges 0.28%/yr vs 0.85%/yr for DJUN.
Performance
DTD vs. DJUN - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, DTD achieves a 10.39% return, which is significantly higher than DJUN's 3.29% return.
DTD
- 1D
- 0.00%
- 1M
- 0.37%
- YTD
- 10.39%
- 6M
- 9.68%
- 1Y
- 21.29%
- 3Y*
- 17.90%
- 5Y*
- 12.14%
- 10Y*
- 12.37%
DJUN
- 1D
- -0.59%
- 1M
- -0.24%
- YTD
- 3.29%
- 6M
- 3.23%
- 1Y
- 10.33%
- 3Y*
- 11.14%
- 5Y*
- 7.86%
- 10Y*
- —
DTD vs. DJUN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
DTD WisdomTree U.S. Total Dividend Fund | 10.39% | 14.25% | 18.56% | 10.63% | -3.83% | 26.26% | 17.30% |
DJUN FT Cboe Vest U.S. Equity Deep Buffer ETF - June | 3.29% | 9.38% | 13.92% | 17.58% | -6.30% | 6.27% | 6.78% |
Correlation
The correlation between DTD and DJUN is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.68 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.76 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.82 |
Correlation (All Time) Calculated using the full available price history since Jun 22, 2020 | 0.80 |
The correlation between DTD and DJUN shifts across timeframes, from 0.68 (1 year) to 0.82 (5 years), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
DTD vs. DJUN — Risk / Return Rank
DTD
DJUN
DTD vs. DJUN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. Total Dividend Fund (DTD) and FT Cboe Vest U.S. Equity Deep Buffer ETF - June (DJUN). 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 | DJUN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.04 | ||
| Sortino ratioReturn per unit of downside risk | -0.31 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.53 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 3.39 | 3.32 | +0.07 |
| Martin ratioReturn relative to average drawdown | 14.00 | 20.38 | -6.38 |
Loading charts...
Drawdowns
DTD vs. DJUN - Drawdown Comparison
The maximum DTD drawdown since its inception was -58.19%, which is greater than DJUN's maximum drawdown of -11.96%. Use the drawdown chart below to compare losses from any high point for DTD and DJUN.
Loading charts...
Drawdown Indicators
| DTD | DJUN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.19% | -11.96% | -46.23% |
Max Drawdown (1Y)Largest decline over 1 year | -6.30% | -3.15% | -3.15% |
Max Drawdown (3Y)Largest decline over 3 years | -14.41% | -11.96% | -2.45% |
Max Drawdown (5Y)Largest decline over 5 years | -16.14% | -11.96% | -4.18% |
Max Drawdown (10Y)Largest decline over 10 years | -37.29% | — | — |
Current DrawdownCurrent decline from peak | -0.92% | -0.71% | -0.21% |
Average DrawdownAverage peak-to-trough decline | -7.32% | -1.58% | -5.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.52% | 0.51% | +1.01% |
Volatility
DTD vs. DJUN - Volatility Comparison
WisdomTree U.S. Total Dividend Fund (DTD) has a higher volatility of 2.65% compared to FT Cboe Vest U.S. Equity Deep Buffer ETF - June (DJUN) at 0.67%. This indicates that DTD's price experiences larger fluctuations and is considered to be riskier than DJUN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| DTD | DJUN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.65% | 0.67% | +1.98% |
Volatility (6M)Calculated over the trailing 6-month period | 7.13% | 3.59% | +3.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.41% | 4.51% | +4.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.56% | 8.52% | +5.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.19% | 8.03% | +8.16% |
DTD vs. DJUN - Expense Ratio Comparison
DTD has a 0.28% expense ratio, which is lower than DJUN's 0.85% expense ratio.
Dividends
DTD vs. DJUN - Dividend Comparison
DTD's dividend yield for the trailing twelve months is around 1.86%, while DJUN has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DJUN FT Cboe Vest U.S. Equity Deep Buffer ETF - June | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DTD WisdomTree U.S. Total Dividend Fund | 1.86% | 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 DJUN have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DTD has higher volatility (2.65%) compared to DJUN (0.67%). In terms of maximum drawdown, DTD dropped -58.19% vs DJUN's -11.96%.
On 5-year performance, DTD leads with 12.14% vs 7.86% for DJUN. On fees, DTD is cheaper at 0.28% per year. On volatility, DJUN has been the lower-risk option at 0.67%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, DTD has performed better with a 12.14% return vs 7.86%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
DTD is cheaper with a 0.28% expense ratio, compared with 0.85% for DJUN.
DTD has the higher dividend yield at 1.86%, compared with 0.00% for DJUN.
DTD is categorized as Large Cap Value Equities, while DJUN is Large Cap Blend Equities. DTD tracks WisdomTree U.S. Dividend Index, while DJUN tracks Cboe S&P 500 30% (-5% to -35%) Buffer Protect June Series Index. They also come from different issuers: WisdomTree and First Trust. Their fees differ too: 0.28% for DTD and 0.85% for DJUN.
DJUN currently has the higher Sharpe Ratio (2.32 vs 2.28), 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.
Find the right allocation for DTD and DJUN
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer