DTD vs. EPS
Compare and contrast key facts about WisdomTree U.S. Total Dividend Fund (DTD) and WisdomTree U.S. LargeCap Fund (EPS).
DTD and EPS 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. EPS is a passively managed fund by WisdomTree that tracks the performance of the WisdomTree U.S. Large Cap Index. It was launched on Feb 23, 2007. Both DTD and EPS are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
DTD vs. EPS - Performance Comparison
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DTD vs. EPS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DTD WisdomTree U.S. Total Dividend Fund | 2.18% | 14.25% | 18.56% | 10.63% | -3.83% | 26.26% | 2.45% | 28.19% | -6.47% | 17.35% |
EPS WisdomTree U.S. LargeCap Fund | -3.60% | 17.40% | 23.97% | 22.81% | -15.82% | 27.47% | 12.02% | 32.54% | -7.52% | 22.73% |
Returns By Period
In the year-to-date period, DTD achieves a 2.18% return, which is significantly higher than EPS's -3.60% return. Over the past 10 years, DTD has underperformed EPS with an annualized return of 11.56%, while EPS has yielded a comparatively higher 13.32% annualized return.
DTD
- 1D
- 1.94%
- 1M
- -3.94%
- YTD
- 2.18%
- 6M
- 3.83%
- 1Y
- 14.58%
- 3Y*
- 15.06%
- 5Y*
- 11.28%
- 10Y*
- 11.56%
EPS
- 1D
- 2.85%
- 1M
- -4.30%
- YTD
- -3.60%
- 6M
- -0.58%
- 1Y
- 16.43%
- 3Y*
- 17.72%
- 5Y*
- 11.09%
- 10Y*
- 13.32%
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DTD vs. EPS - Expense Ratio Comparison
DTD has a 0.28% expense ratio, which is higher than EPS's 0.08% expense ratio.
Return for Risk
DTD vs. EPS — Risk / Return Rank
DTD
EPS
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.
| DTD | EPS | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.02 | 0.95 | +0.07 |
Sortino ratioReturn per unit of downside risk | 1.48 | 1.44 | +0.04 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.22 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.36 | 1.45 | -0.09 |
Martin ratioReturn relative to average drawdown | 6.60 | 6.81 | -0.21 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DTD | EPS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.02 | 0.95 | +0.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.83 | 0.70 | +0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.72 | 0.76 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.51 | 0.52 | -0.01 |
Correlation
The correlation between DTD and EPS is 0.91, 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.
Dividends
DTD vs. EPS - Dividend Comparison
DTD's dividend yield for the trailing twelve months is around 1.98%, more than EPS's 1.32% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DTD WisdomTree U.S. Total Dividend Fund | 1.98% | 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 | 1.32% | 1.26% | 1.47% | 1.73% | 1.95% | 1.51% | 1.85% | 1.70% | 2.02% | 1.59% | 1.99% | 2.15% |
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.
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Drawdown Indicators
| DTD | EPS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.19% | -54.43% | -3.76% |
Max Drawdown (1Y)Largest decline over 1 year | -11.45% | -11.87% | +0.42% |
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 DrawdownCurrent decline from peak | -4.39% | -5.78% | +1.39% |
Average DrawdownAverage peak-to-trough decline | -7.40% | -7.72% | +0.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.36% | 2.53% | -0.17% |
Volatility
DTD vs. EPS - Volatility Comparison
The current volatility for WisdomTree U.S. Total Dividend Fund (DTD) is 3.93%, while WisdomTree U.S. LargeCap Fund (EPS) has a volatility of 5.22%. 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.
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Volatility by Period
| DTD | EPS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.93% | 5.22% | -1.29% |
Volatility (6M)Calculated over the trailing 6-month period | 7.26% | 8.97% | -1.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.37% | 17.30% | -2.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.62% | 16.02% | -2.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.22% | 17.65% | -1.43% |