DTD vs. ROE

Last updated Jun 26, 2026

DTD (WisdomTree U.S. Total Dividend Fund) and ROE (Astoria US Equal Weight Quality Kings ETF) are both Large Cap Value Equities funds. DTD is passively managed, while ROE is actively managed. Over the past year, DTD returned 21.29% vs 35.22% for ROE. Their correlation of 0.84 suggests significant overlap in exposure. DTD charges 0.28%/yr vs 0.49%/yr for ROE.

Performance

DTD vs. ROE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree U.S. Total Dividend Fund (DTD) and Astoria US Equal Weight Quality Kings ETF (ROE). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DTD achieves a 10.51% return, which is significantly lower than ROE's 20.25% return.

DTD

• 1D: 0.35%
• 1M: 0.49%
• YTD: 10.51%
• 6M: 9.32%
• 1Y: 21.29%
• 3Y*: 17.74%
• 5Y*: 12.05%
• 10Y*: 12.56%

ROE

• 1D: 0.92%
• 1M: 1.95%
• YTD: 20.25%
• 6M: 18.14%
• 1Y: 35.22%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

DTD vs. ROE - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
DTD WisdomTree U.S. Total Dividend Fund	10.51%	14.25%	18.56%	3.16%
ROE Astoria US Equal Weight Quality Kings ETF	20.25%	17.20%	18.34%	4.31%

Correlation

The correlation between DTD and ROE is 0.73, 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	0.73
Correlation (All Time) Calculated using the full available price history since Aug 1, 2023	0.84

The correlation between DTD and ROE shifts across timeframes, from 0.73 (1 year) to 0.84 (all time), reflecting how their relationship changes across market environments.

DTD vs. ROE - Sectors Allocation Comparison

Sectors	DTD	ROE
Technology	20.9%	40.3%
Financial Services	18.2%	10.6%
Healthcare	11.5%	8.1%
Industrials	8.4%	8.7%
Consumer Defensive	8.4%	4.3%
Energy	7.8%	3.3%
Communication Services	7.2%	10.4%
Utilities	5.5%	2.0%
Consumer Cyclical	5.5%	8.9%
Real Estate	5.1%	1.8%
Basic Materials	1.5%	1.7%

Return for Risk

DTD vs. ROE — Risk / Return Rank

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

DTD

DTD Risk / Return Rank: 81
DTD Sharpe Ratio Rank: 83
DTD Sortino Ratio Rank: 84
DTD Omega Ratio Rank: 81
DTD Calmar Ratio Rank: 76
DTD Martin Ratio Rank: 81

ROE

ROE Risk / Return Rank: 85
ROE Sharpe Ratio Rank: 85
ROE Sortino Ratio Rank: 82
ROE Omega Ratio Rank: 81
ROE Calmar Ratio Rank: 85
ROE Martin Ratio Rank: 90

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. ROE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. Total Dividend Fund (DTD) and Astoria US Equal Weight Quality Kings ETF (ROE). 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	ROE	Difference
Sharpe ratio: Return per unit of total volatility	2.29	2.39	-0.11
Sortino ratio: Return per unit of downside risk	3.24	3.18	+0.06
Omega ratio: Gain probability vs. loss probability	1.42	1.42	0.00
Calmar ratio: Return relative to maximum drawdown	3.39	4.09	-0.70
Martin ratio: Return relative to average drawdown	13.98	17.94	-3.96

DTD vs. ROE - Sharpe Ratio Comparison

The current DTD Sharpe Ratio is 2.29, which is comparable to the ROE Sharpe Ratio of 2.39. The chart below compares the historical Sharpe Ratios of DTD and ROE, 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. ROE - Drawdown Comparison

The maximum DTD drawdown since its inception was -58.19%, which is greater than ROE's maximum drawdown of -19.10%. Use the drawdown chart below to compare losses from any high point for DTD and ROE.

Drawdown Indicators

	DTD	ROE	Difference
Max Drawdown Largest peak-to-trough decline	-58.19%	-19.10%	-39.09%
Max Drawdown (1Y) Largest decline over 1 year	-6.30%	-8.66%	+2.36%
Max Drawdown (3Y) Largest decline over 3 years	-14.41%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-16.14%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-37.29%	—	—
Current Drawdown Current decline from peak	-0.81%	-1.38%	+0.57%
Average Drawdown Average peak-to-trough decline	-7.32%	-2.56%	-4.76%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.53%	1.97%	-0.44%

Volatility

DTD vs. ROE - Volatility Comparison

The current volatility for WisdomTree U.S. Total Dividend Fund (DTD) is 2.62%, while Astoria US Equal Weight Quality Kings ETF (ROE) has a volatility of 6.16%. This indicates that DTD experiences smaller price fluctuations and is considered to be less risky than ROE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DTD	ROE	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.62%	6.16%	-3.54%
Volatility (6M) Calculated over the trailing 6-month period	7.10%	11.74%	-4.64%
Volatility (1Y) Calculated over the trailing 1-year period	9.37%	14.79%	-5.42%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.56%	15.98%	-2.42%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.19%	15.98%	+0.21%

DTD vs. ROE - Expense Ratio Comparison

DTD has a 0.28% expense ratio, which is lower than ROE's 0.49% expense ratio.

Dividends

DTD vs. ROE - Dividend Comparison

DTD's dividend yield for the trailing twelve months is around 1.86%, more than ROE's 0.94% 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%
ROE Astoria US Equal Weight Quality Kings ETF	0.94%	0.97%	1.18%	0.68%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both DTD and ROE in my portfolio?

DTD and ROE have a correlation of 0.73, 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 ROE?

ROE has higher volatility (6.16%) compared to DTD (2.62%). In terms of maximum drawdown, DTD dropped -58.19% vs ROE's -19.10%.

Which ETF is better, DTD or ROE?

On 1-year performance, ROE leads with 35.22% vs 21.29% for DTD. On fees, DTD is cheaper at 0.28% per year. On volatility, DTD has been the lower-risk option at 2.62%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DTD or ROE?

Over the 1-year period, ROE has performed better with a 35.22% return vs 21.29%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DTD or ROE?

DTD is cheaper with a 0.28% expense ratio, compared with 0.49% for ROE.

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

DTD has the higher dividend yield at 1.86%, compared with 0.94% for ROE.

What is the main difference between DTD and ROE?

They also come from different issuers: WisdomTree and Astoria. Their fees differ too: 0.28% for DTD and 0.49% for ROE.

Which has better risk-adjusted returns?

ROE currently has the higher Sharpe Ratio (2.39 vs 2.29), 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.