DTD vs. EPS

Last updated Jun 24, 2026

DTD (WisdomTree U.S. Total Dividend Fund) and EPS (WisdomTree U.S. LargeCap Fund) are both exchange-traded funds - DTD is a Large Cap Value Equities fund tracking the WisdomTree U.S. Dividend Index, while EPS is a Large Cap Growth Equities fund tracking the WisdomTree U.S. Large Cap Index. Both are passively managed. Over the past 10 years, DTD returned 12.37%/yr vs 14.96%/yr for EPS. Their correlation of 0.90 suggests significant overlap in exposure. DTD charges 0.28%/yr vs 0.08%/yr for EPS.

Performance

DTD vs. EPS - Performance Comparison

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

Returns By Period

In the year-to-date period, DTD achieves a 10.39% return, which is significantly higher than EPS's 8.94% return. Over the past 10 years, DTD has underperformed EPS with an annualized return of 12.37%, while EPS has yielded a comparatively higher 14.96% annualized 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%

EPS

• 1D: -1.23%
• 1M: -1.17%
• YTD: 8.94%
• 6M: 8.09%
• 1Y: 24.95%
• 3Y*: 20.67%
• 5Y*: 12.70%
• 10Y*: 14.96%

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

DTD vs. EPS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DTD WisdomTree U.S. Total Dividend Fund	10.39%	14.25%	18.56%	10.63%	-3.83%	26.26%	2.45%	28.19%	-6.47%	17.35%
EPS WisdomTree U.S. LargeCap Fund	8.94%	17.40%	23.97%	22.81%	-15.82%	27.47%	12.02%	32.54%	-7.52%	22.73%

Correlation

The correlation between DTD and EPS is 0.78, 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	0.78
Correlation (3Y) Calculated over the trailing 3-year period	0.85
Correlation (5Y) Calculated over the trailing 5-year period	0.90
Correlation (10Y) Calculated over the trailing 10-year period	0.91
Correlation (All Time) Calculated using the full available price history since Feb 23, 2007	0.90

The correlation between DTD and EPS shifts across timeframes, from 0.78 (1 year) to 0.91 (10 years), reflecting how their relationship changes across market environments.

DTD vs. EPS - Sectors Allocation Comparison

Sectors	DTD	EPS
Technology	20.9%	36.2%
Financial Services	18.2%	14.4%
Healthcare	11.5%	9.2%
Industrials	8.4%	5.1%
Consumer Defensive	8.4%	3.9%
Energy	7.8%	3.9%
Communication Services	7.2%	12.8%
Utilities	5.5%	1.9%
Consumer Cyclical	5.5%	10.6%
Real Estate	5.1%	0.8%
Basic Materials	1.5%	1.3%

Return for Risk

DTD vs. EPS — Risk / Return Rank

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

DTD

DTD Risk / Return Rank: 75
DTD Sharpe Ratio Rank: 75
DTD Sortino Ratio Rank: 77
DTD Omega Ratio Rank: 74
DTD Calmar Ratio Rank: 70
DTD Martin Ratio Rank: 77

EPS

EPS Risk / Return Rank: 68
EPS Sharpe Ratio Rank: 68
EPS Sortino Ratio Rank: 65
EPS Omega Ratio Rank: 67
EPS Calmar Ratio Rank: 63
EPS Martin Ratio Rank: 75

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. EPS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. Total Dividend Fund (DTD) and WisdomTree U.S. LargeCap Fund (EPS). 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	EPS	Difference
Sharpe ratio: Return per unit of total volatility	2.28	2.10	+0.18
Sortino ratio: Return per unit of downside risk	3.23	2.84	+0.38
Omega ratio: Gain probability vs. loss probability	1.41	1.38	+0.04
Calmar ratio: Return relative to maximum drawdown	3.39	2.99	+0.40
Martin ratio: Return relative to average drawdown	14.00	13.40	+0.60

DTD vs. EPS - Sharpe Ratio Comparison

The current DTD Sharpe Ratio is 2.28, which is comparable to the EPS Sharpe Ratio of 2.10. The chart below compares the historical Sharpe Ratios of DTD and EPS, 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. EPS - Drawdown Comparison

The maximum DTD drawdown since its inception was -58.19%, which is greater than EPS's maximum drawdown of -54.43%. Use the drawdown chart below to compare losses from any high point for DTD and EPS.

Drawdown Indicators

	DTD	EPS	Difference
Max Drawdown Largest peak-to-trough decline	-58.19%	-54.43%	-3.76%
Max Drawdown (1Y) Largest decline over 1 year	-6.30%	-8.39%	+2.09%
Max Drawdown (3Y) Largest decline over 3 years	-14.41%	-17.65%	+3.24%
Max Drawdown (5Y) Largest decline over 5 years	-16.14%	-23.55%	+7.41%
Max Drawdown (10Y) Largest decline over 10 years	-37.29%	-35.79%	-1.50%
Current Drawdown Current decline from peak	-0.92%	-3.01%	+2.09%
Average Drawdown Average peak-to-trough decline	-7.32%	-7.64%	+0.32%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.52%	1.87%	-0.35%

Volatility

DTD vs. EPS - Volatility Comparison

The current volatility for WisdomTree U.S. Total Dividend Fund (DTD) is 2.65%, while WisdomTree U.S. LargeCap Fund (EPS) has a volatility of 4.69%. This indicates that DTD experiences smaller price fluctuations and is considered to be less risky than EPS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DTD	EPS	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.65%	4.69%	-2.04%
Volatility (6M) Calculated over the trailing 6-month period	7.13%	9.65%	-2.52%
Volatility (1Y) Calculated over the trailing 1-year period	9.41%	11.97%	-2.56%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.56%	16.11%	-2.55%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.19%	17.67%	-1.48%

DTD vs. EPS - Expense Ratio Comparison

DTD has a 0.28% expense ratio, which is higher than EPS's 0.08% expense ratio.

Dividends

DTD vs. EPS - Dividend Comparison

DTD's dividend yield for the trailing twelve months is around 1.86%, more than EPS's 1.17% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
EPS WisdomTree U.S. LargeCap Fund	1.17%	1.26%	1.47%	1.73%	1.95%	1.51%	1.85%	1.70%	2.02%	1.59%	1.99%	2.15%

Frequently Asked Questions

Can I hold both DTD and EPS in my portfolio?

DTD and EPS have a correlation of 0.78, 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 EPS?

EPS has higher volatility (4.69%) compared to DTD (2.65%). In terms of maximum drawdown, DTD dropped -58.19% vs EPS's -54.43%.

Which ETF is better, DTD or EPS?

On 10-year performance, EPS leads with 14.96% vs 12.37% for DTD. On fees, EPS is cheaper at 0.08% per year. On volatility, DTD has been the lower-risk option at 2.65%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DTD or EPS?

Over the 10-year period, EPS has performed better with a 14.96% return vs 12.37%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DTD or EPS?

EPS is cheaper with a 0.08% expense ratio, compared with 0.28% for DTD.

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

DTD has the higher dividend yield at 1.86%, compared with 1.17% for EPS.

What is the main difference between DTD and EPS?

DTD is categorized as Large Cap Value Equities, while EPS is Large Cap Growth Equities. DTD tracks WisdomTree U.S. Dividend Index, while EPS tracks WisdomTree U.S. Large Cap Index. Their fees differ too: 0.28% for DTD and 0.08% for EPS.

Which has better risk-adjusted returns?

DTD currently has the higher Sharpe Ratio (2.28 vs 2.10), 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.