DTD vs. DLN
Compare and contrast key facts about WisdomTree U.S. Total Dividend Fund (DTD) and WisdomTree US LargeCap Dividend ETF (DLN).
DTD and DLN are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DTD is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree U.S. Dividend Index. It was launched on Jun 16, 2006. DLN is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree LargeCap Dividend Index. It was launched on Jun 16, 2006. Both DTD and DLN are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DTD or DLN.
Performance
DTD vs. DLN - Performance Comparison
Returns By Period
The year-to-date returns for both investments are quite close, with DTD having a 22.55% return and DLN slightly higher at 22.84%. Both investments have delivered pretty close results over the past 10 years, with DTD having a 10.69% annualized return and DLN not far ahead at 10.85%.
DTD
22.55%
0.38%
12.59%
30.49%
11.84%
10.69%
DLN
22.84%
-0.13%
12.28%
29.98%
12.15%
10.85%
Key characteristics
| DTD | DLN | |
|---|---|---|
| Sharpe Ratio | 3.06 | 3.19 |
| Sortino Ratio | 4.21 | 4.41 |
| Omega Ratio | 1.56 | 1.60 |
| Calmar Ratio | 6.03 | 6.25 |
| Martin Ratio | 20.94 | 21.39 |
| Ulcer Index | 1.49% | 1.42% |
| Daily Std Dev | 10.19% | 9.53% |
| Max Drawdown | -58.20% | -57.84% |
| Current Drawdown | -1.20% | -1.26% |
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DTD vs. DLN - Expense Ratio Comparison
Both DTD and DLN have an expense ratio of 0.28%.
Correlation
The correlation between DTD and DLN is 0.97, 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.
Risk-Adjusted Performance
DTD vs. DLN - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. Total Dividend Fund (DTD) and WisdomTree US LargeCap Dividend ETF (DLN). 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.
Dividends
DTD vs. DLN - Dividend Comparison
DTD's dividend yield for the trailing twelve months is around 2.19%, more than DLN's 2.00% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DTD WisdomTree U.S. Total Dividend Fund | 2.19% | 2.43% | 2.62% | 2.04% | 2.73% | 2.50% | 2.93% | 2.36% | 3.11% | 3.02% | 2.42% | 2.38% |
DLN WisdomTree US LargeCap Dividend ETF | 2.00% | 2.43% | 2.53% | 2.02% | 2.66% | 2.51% | 2.90% | 2.33% | 2.64% | 3.01% | 2.34% | 2.40% |
Drawdowns
DTD vs. DLN - Drawdown Comparison
The maximum DTD drawdown since its inception was -58.20%, roughly equal to the maximum DLN drawdown of -57.84%. Use the drawdown chart below to compare losses from any high point for DTD and DLN. For additional features, visit the drawdowns tool.
Volatility
DTD vs. DLN - Volatility Comparison
WisdomTree U.S. Total Dividend Fund (DTD) has a higher volatility of 3.47% compared to WisdomTree US LargeCap Dividend ETF (DLN) at 3.20%. This indicates that DTD's price experiences larger fluctuations and is considered to be riskier than DLN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.