DTD vs. SCHG

Last updated Jul 21, 2026

DTD (WisdomTree U.S. Total Dividend Fund) and SCHG (Schwab U.S. Large-Cap Growth ETF) are both exchange-traded funds - DTD is a Large Cap Value Equities fund tracking the WisdomTree U.S. Dividend Index, while SCHG is a Large Cap Growth Equities fund tracking the Dow Jones U.S. Large-Cap Growth Total Stock Market Index. Both are passively managed. Over the past 10 years, DTD returned 11.82%/yr vs 18.26%/yr for SCHG. A 0.78 correlation means they provide meaningful diversification when combined. DTD charges 0.28%/yr vs 0.04%/yr for SCHG.

Performance

DTD vs. SCHG - Performance Comparison

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

Returns By Period

In the year-to-date period, DTD achieves a 12.07% return, which is significantly higher than SCHG's 4.93% return. Over the past 10 years, DTD has underperformed SCHG with an annualized return of 11.82%, while SCHG has yielded a comparatively higher 18.26% 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%

SCHG

• 1D: -0.09%
• 1M: 0.84%
• 6M: 5.77%
• YTD: 4.93%
• 1Y: 15.31%
• 3Y*: 21.96%
• 5Y*: 13.32%
• 10Y*: 18.26%
• ALL TIME*: 16.37%

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

DTD vs. SCHG - 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%
SCHG Schwab U.S. Large-Cap Growth ETF	4.93%	17.50%	34.95%	50.10%	-31.80%	28.11%	39.14%	36.02%	-1.36%	28.05%

Correlation

The correlation between DTD and SCHG is 0.50, 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	0.50
Correlation (3Y) Calculated over the trailing 3-year period	0.58
Correlation (5Y) Calculated over the trailing 5-year period	0.67
Correlation (10Y) Calculated over the trailing 10-year period	0.70
Correlation (All Time) Calculated using the full available price history since Dec 11, 2009	0.78

Over the past year, the correlation between DTD and SCHG has dropped to 0.50 - well below their long-term average of 0.78, suggesting their price drivers have been diverging.

DTD vs. SCHG - Sectors Allocation Comparison

Sectors	DTD	SCHG
Technology	19.9%	44.0%
Financial Services	18.7%	7.7%
Healthcare	12.2%	9.9%
Industrials	8.7%	7.6%
Consumer Defensive	8.4%	1.9%
Communication Services	7.2%	14.1%
Energy	7.1%	0.9%
Utilities	5.7%	0.5%
Consumer Cyclical	5.5%	11.2%
Real Estate	5.1%	0.6%
Basic Materials	1.5%	1.6%

Return for Risk

DTD vs. SCHG — Risk / Return Rank

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

DTD

DTD Risk / Return Rank: 84
DTD Sharpe Ratio Rank: 86
DTD Sortino Ratio Rank: 86
DTD Omega Ratio Rank: 85
DTD Calmar Ratio Rank: 79
DTD Martin Ratio Rank: 85

SCHG

SCHG Risk / Return Rank: 30
SCHG Sharpe Ratio Rank: 34
SCHG Sortino Ratio Rank: 32
SCHG Omega Ratio Rank: 32
SCHG Calmar Ratio Rank: 26
SCHG Martin Ratio Rank: 29

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. SCHG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. Total Dividend Fund (DTD) and Schwab U.S. Large-Cap Growth ETF (SCHG). 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	SCHG	Difference
Sharpe ratio: Return per unit of total volatility	2.09	0.94	+1.15
Sortino ratio: Return per unit of downside risk	2.99	1.35	+1.63
Omega ratio: Gain probability vs. loss probability	1.38	1.17	+0.21
Calmar ratio: Return relative to maximum drawdown	3.05	0.94	+2.11
Martin ratio: Return relative to average drawdown	12.61	3.00	+9.61

DTD vs. SCHG - Sharpe Ratio Comparison

The current DTD Sharpe Ratio is 2.09, which is higher than the SCHG Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of DTD and SCHG, 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. SCHG - Drawdown Comparison

The maximum DTD drawdown since its inception was -58.19%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for DTD and SCHG.

Drawdown Indicators

	DTD	SCHG	Difference
Max Drawdown Largest peak-to-trough decline	-58.19%	-34.59%	-23.60%
Max Drawdown (1Y) Largest decline over 1 year	-6.30%	-16.41%	+10.11%
Max Drawdown (3Y) Largest decline over 3 years	-14.41%	-23.39%	+8.98%
Max Drawdown (5Y) Largest decline over 5 years	-16.14%	-34.59%	+18.45%
Max Drawdown (10Y) Largest decline over 10 years	-37.29%	-34.59%	-2.70%
Current Drawdown Current decline from peak	-0.96%	-3.16%	+2.20%
Average Drawdown Average peak-to-trough decline	-7.30%	-5.19%	-2.11%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.52%	5.12%	-3.60%

Volatility

DTD vs. SCHG - Volatility Comparison

The current volatility for WisdomTree U.S. Total Dividend Fund (DTD) is 1.74%, while Schwab U.S. Large-Cap Growth ETF (SCHG) has a volatility of 4.47%. This indicates that DTD experiences smaller price fluctuations and is considered to be less risky than SCHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DTD	SCHG	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.74%	4.47%	-2.73%
Volatility (6M) Calculated over the trailing 6-month period	7.06%	12.82%	-5.76%
Volatility (1Y) Calculated over the trailing 1-year period	9.22%	16.43%	-7.21%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.52%	22.40%	-8.88%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.16%	21.57%	-5.41%

DTD vs. SCHG - Expense Ratio Comparison

DTD has a 0.28% expense ratio, which is higher than SCHG's 0.04% expense ratio.

Dividends

DTD vs. SCHG - Dividend Comparison

DTD's dividend yield for the trailing twelve months is around 1.83%, more than SCHG's 0.39% 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%
SCHG Schwab U.S. Large-Cap Growth ETF	0.39%	0.36%	0.39%	0.46%	0.55%	0.42%	0.52%	0.82%	1.27%	1.01%	1.04%	1.22%

Frequently Asked Questions

Can I hold both DTD and SCHG in my portfolio?

DTD and SCHG have a correlation of 0.50, 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 SCHG?

SCHG has higher volatility (4.47%) compared to DTD (1.74%). In terms of maximum drawdown, DTD dropped -58.19% vs SCHG's -34.59%.

Which ETF is better, DTD or SCHG?

On 10-year performance, SCHG leads with 18.26% vs 11.82% for DTD. On fees, SCHG is cheaper at 0.04% per year. On volatility, DTD has been the lower-risk option at 1.74%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DTD or SCHG?

Over the 10-year period, SCHG has performed better with a 18.26% return vs 11.82%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DTD or SCHG?

SCHG is cheaper with a 0.04% expense ratio, compared with 0.28% for DTD.

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

DTD has the higher dividend yield at 1.83%, compared with 0.39% for SCHG.

What is the main difference between DTD and SCHG?

DTD is categorized as Large Cap Value Equities, while SCHG is Large Cap Growth Equities. DTD tracks WisdomTree U.S. Dividend Index, while SCHG tracks Dow Jones U.S. Large-Cap Growth Total Stock Market Index. They also come from different issuers: WisdomTree and Charles Schwab. Their fees differ too: 0.28% for DTD and 0.04% for SCHG.

Which has better risk-adjusted returns?

DTD currently has the higher Sharpe Ratio (2.09 vs 0.94), 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.