DTD vs. IBM
DTD (WisdomTree U.S. Total Dividend Fund) is Large Cap Value Equities fund tracking the WisdomTree U.S. Dividend Index, while IBM (International Business Machines Corporation) is a stock. Over the past 10 years, DTD returned 11.82%/yr vs 7.64%/yr for IBM. A 0.63 correlation means they provide meaningful diversification when combined.
Performance
DTD vs. IBM - Performance Comparison
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Returns By Period
In the year-to-date period, DTD achieves a 12.07% return, which is significantly higher than IBM's -27.15% return. Over the past 10 years, DTD has outperformed IBM with an annualized return of 11.82%, while IBM has yielded a comparatively lower 7.64% annualized return.
DTD
- 1D
- -0.38%
- 1M
- 1.67%
- 6M
- 8.94%
- YTD
- 12.07%
- 1Y
- 19.15%
- 3Y*
- 16.37%
- 5Y*
- 12.05%
- 10Y*
- 11.82%
- ALL TIME*
- 9.71%
IBM
- 1D
- 0.16%
- 1M
- -14.49%
- 6M
- -29.40%
- YTD
- -27.15%
- 1Y
- -23.58%
- 3Y*
- 19.09%
- 5Y*
- 13.91%
- 10Y*
- 7.64%
- ALL TIME*
- 7.00%
DTD vs. IBM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DTD WisdomTree U.S. Total Dividend Fund | 12.07% | 14.25% | 18.56% | 10.63% | -3.83% | 26.26% | 2.45% | 28.19% | -6.47% | 17.35% |
IBM International Business Machines Corporation | -27.15% | 38.23% | 39.27% | 21.85% | 10.64% | 16.65% | -1.16% | 23.58% | -22.56% | -3.99% |
Correlation
The correlation between DTD and IBM is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.34 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.45 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.53 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.60 |
Correlation (All Time) Calculated using the full available price history since Jun 16, 2006 | 0.63 |
Over the past year, the correlation between DTD and IBM has dropped to 0.34 - well below their long-term average of 0.63, suggesting their price drivers have been diverging.
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Return for Risk
DTD vs. IBM — Risk / Return Rank
DTD
IBM
DTD vs. IBM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. Total Dividend Fund (DTD) and International Business Machines Corporation (IBM). 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 | IBM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.58 | ||
| Sortino ratioReturn per unit of downside risk | +3.37 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 0.94 | +0.44 |
| Calmar ratioReturn relative to maximum drawdown | 3.05 | -0.66 | +3.71 |
| Martin ratioReturn relative to average drawdown | 12.61 | -1.53 | +14.14 |
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Drawdowns
DTD vs. IBM - Drawdown Comparison
The maximum DTD drawdown since its inception was -58.19%, smaller than the maximum IBM drawdown of -69.40%. Use the drawdown chart below to compare losses from any high point for DTD and IBM.
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Drawdown Indicators
| DTD | IBM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.19% | -69.40% | +11.21% |
Max Drawdown (1Y)Largest decline over 1 year | -6.30% | -35.85% | +29.55% |
Max Drawdown (3Y)Largest decline over 3 years | -14.41% | -35.85% | +21.44% |
Max Drawdown (5Y)Largest decline over 5 years | -16.14% | -35.85% | +19.71% |
Max Drawdown (10Y)Largest decline over 10 years | -37.29% | -40.59% | +3.30% |
Current DrawdownCurrent decline from peak | -0.96% | -35.30% | +34.34% |
Average DrawdownAverage peak-to-trough decline | -7.30% | -20.12% | +12.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.52% | 15.44% | -13.92% |
Volatility
DTD vs. IBM - Volatility Comparison
The current volatility for WisdomTree U.S. Total Dividend Fund (DTD) is 1.74%, while International Business Machines Corporation (IBM) has a volatility of 32.02%. This indicates that DTD experiences smaller price fluctuations and is considered to be less risky than IBM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DTD | IBM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.74% | 32.02% | -30.28% |
Volatility (6M)Calculated over the trailing 6-month period | 7.06% | 46.34% | -39.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.22% | 48.36% | -39.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.52% | 29.86% | -16.34% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.16% | 27.97% | -11.81% |
Dividends
DTD vs. IBM - Dividend Comparison
DTD's dividend yield for the trailing twelve months is around 1.83%, less than IBM's 3.16% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DTD WisdomTree U.S. Total Dividend Fund | 1.83% | 1.99% | 2.07% | 2.43% | 2.62% | 2.04% | 2.73% | 2.50% | 2.93% | 2.36% | 2.66% | 2.81% |
IBM International Business Machines Corporation | 3.16% | 2.27% | 3.03% | 4.05% | 4.68% | 4.74% | 5.17% | 4.80% | 5.46% | 3.85% | 3.31% | 3.63% |
Frequently Asked Questions
DTD and IBM have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IBM has higher volatility (32.02%) compared to DTD (1.74%). In terms of maximum drawdown, DTD dropped -58.19% vs IBM's -69.40%.
DTD currently has the higher Sharpe Ratio (2.09 vs -0.49), 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.
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