DTD vs. QQQ
Compare and contrast key facts about WisdomTree U.S. Total Dividend Fund (DTD) and Invesco QQQ (QQQ).
DTD and QQQ 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. QQQ is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on Mar 10, 1999. Both DTD and QQQ 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 QQQ.
Performance
DTD vs. QQQ - Performance Comparison
Returns By Period
The year-to-date returns for both investments are quite close, with DTD having a 22.55% return and QQQ slightly higher at 22.63%. Over the past 10 years, DTD has underperformed QQQ with an annualized return of 10.69%, while QQQ has yielded a comparatively higher 18.02% annualized return.
DTD
22.55%
0.38%
12.59%
30.49%
11.84%
10.69%
QQQ
22.63%
1.12%
10.25%
30.41%
20.71%
18.02%
Key characteristics
| DTD | QQQ | |
|---|---|---|
| Sharpe Ratio | 3.06 | 1.75 |
| Sortino Ratio | 4.21 | 2.34 |
| Omega Ratio | 1.56 | 1.32 |
| Calmar Ratio | 6.03 | 2.25 |
| Martin Ratio | 20.94 | 8.17 |
| Ulcer Index | 1.49% | 3.73% |
| Daily Std Dev | 10.19% | 17.44% |
| Max Drawdown | -58.20% | -82.98% |
| Current Drawdown | -1.20% | -2.75% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
DTD vs. QQQ - Expense Ratio Comparison
DTD has a 0.28% expense ratio, which is higher than QQQ's 0.20% expense ratio.
Correlation
The correlation between DTD and QQQ is 0.76, 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. QQQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. Total Dividend Fund (DTD) and Invesco QQQ (QQQ). 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. QQQ - Dividend Comparison
DTD's dividend yield for the trailing twelve months is around 2.19%, more than QQQ's 0.61% 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% |
QQQ Invesco QQQ | 0.61% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.02% |
Drawdowns
DTD vs. QQQ - Drawdown Comparison
The maximum DTD drawdown since its inception was -58.20%, smaller than the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for DTD and QQQ. For additional features, visit the drawdowns tool.
Volatility
DTD vs. QQQ - Volatility Comparison
The current volatility for WisdomTree U.S. Total Dividend Fund (DTD) is 3.47%, while Invesco QQQ (QQQ) has a volatility of 5.62%. This indicates that DTD experiences smaller price fluctuations and is considered to be less risky than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.