DTD vs. SDY
Compare and contrast key facts about WisdomTree U.S. Total Dividend Fund (DTD) and SPDR S&P Dividend ETF (SDY).
DTD and SDY 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. SDY is a passively managed fund by State Street that tracks the performance of the S&P High Yield Dividend Aristocrats Index. It was launched on Nov 15, 2005. Both DTD and SDY 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 SDY.
Performance
DTD vs. SDY - Performance Comparison
Returns By Period
In the year-to-date period, DTD achieves a 22.55% return, which is significantly higher than SDY's 14.31% return. Over the past 10 years, DTD has outperformed SDY with an annualized return of 10.69%, while SDY has yielded a comparatively lower 9.55% annualized return.
DTD
22.55%
0.38%
12.59%
30.49%
11.84%
10.69%
SDY
14.31%
-2.32%
7.64%
22.02%
8.88%
9.55%
Key characteristics
| DTD | SDY | |
|---|---|---|
| Sharpe Ratio | 3.06 | 2.19 |
| Sortino Ratio | 4.21 | 3.07 |
| Omega Ratio | 1.56 | 1.40 |
| Calmar Ratio | 6.03 | 2.48 |
| Martin Ratio | 20.94 | 12.61 |
| Ulcer Index | 1.49% | 1.77% |
| Daily Std Dev | 10.19% | 10.18% |
| Max Drawdown | -58.20% | -54.75% |
| Current Drawdown | -1.20% | -2.32% |
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DTD vs. SDY - Expense Ratio Comparison
DTD has a 0.28% expense ratio, which is lower than SDY's 0.35% expense ratio.
Correlation
The correlation between DTD and SDY is 0.92, 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. SDY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. Total Dividend Fund (DTD) and SPDR S&P Dividend ETF (SDY). 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. SDY - Dividend Comparison
DTD's dividend yield for the trailing twelve months is around 2.19%, less than SDY's 2.93% 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% |
SDY SPDR S&P Dividend ETF | 2.93% | 2.64% | 2.55% | 2.63% | 2.85% | 2.45% | 2.73% | 4.69% | 3.30% | 6.20% | 4.74% | 3.95% |
Drawdowns
DTD vs. SDY - Drawdown Comparison
The maximum DTD drawdown since its inception was -58.20%, which is greater than SDY's maximum drawdown of -54.75%. Use the drawdown chart below to compare losses from any high point for DTD and SDY. For additional features, visit the drawdowns tool.
Volatility
DTD vs. SDY - Volatility Comparison
WisdomTree U.S. Total Dividend Fund (DTD) has a higher volatility of 3.47% compared to SPDR S&P Dividend ETF (SDY) at 2.71%. This indicates that DTD's price experiences larger fluctuations and is considered to be riskier than SDY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.