DTD vs. SHEL
DTD (WisdomTree U.S. Total Dividend Fund) is Large Cap Value Equities fund tracking the WisdomTree U.S. Dividend Index, while SHEL (Shell plc) is a stock. Over the past 10 years, DTD returned 12.33%/yr vs 10.35%/yr for SHEL. A 0.53 correlation means they provide meaningful diversification when combined.
Performance
DTD vs. SHEL - Performance Comparison
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Returns By Period
In the year-to-date period, DTD achieves a 11.00% return, which is significantly lower than SHEL's 18.73% return. Over the past 10 years, DTD has outperformed SHEL with an annualized return of 12.33%, while SHEL has yielded a comparatively lower 10.35% annualized return.
DTD
- 1D
- 0.66%
- 1M
- 2.42%
- YTD
- 11.00%
- 6M
- 10.84%
- 1Y
- 21.75%
- 3Y*
- 17.57%
- 5Y*
- 11.95%
- 10Y*
- 12.33%
SHEL
- 1D
- -0.22%
- 1M
- 1.77%
- YTD
- 18.73%
- 6M
- 20.62%
- 1Y
- 24.51%
- 3Y*
- 18.27%
- 5Y*
- 22.23%
- 10Y*
- 10.35%
DTD vs. SHEL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DTD WisdomTree U.S. Total Dividend Fund | 11.00% | 14.25% | 18.56% | 10.63% | -3.83% | 26.26% | 2.45% | 28.19% | -6.47% | 17.35% |
SHEL Shell plc | 18.73% | 22.16% | -0.87% | 20.19% | 36.18% | 34.27% | -41.08% | 6.38% | -7.23% | 21.67% |
Correlation
The correlation between DTD and SHEL is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.31 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.39 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since Jun 16, 2006 | 0.53 |
Over the past year, the correlation between DTD and SHEL has dropped to 0.17 - well below their long-term average of 0.53, suggesting their price drivers have been diverging.
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Return for Risk
DTD vs. SHEL — Risk / Return Rank
DTD
SHEL
DTD vs. SHEL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. Total Dividend Fund (DTD) and Shell plc (SHEL). 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 | SHEL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.15 | ||
| Sortino ratioReturn per unit of downside risk | +1.65 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.21 | +0.21 |
| Calmar ratioReturn relative to maximum drawdown | 3.47 | 2.28 | +1.19 |
| Martin ratioReturn relative to average drawdown | 14.35 | 6.17 | +8.18 |
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Drawdowns
DTD vs. SHEL - Drawdown Comparison
The maximum DTD drawdown since its inception was -58.19%, smaller than the maximum SHEL drawdown of -71.57%. Use the drawdown chart below to compare losses from any high point for DTD and SHEL.
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Drawdown Indicators
| DTD | SHEL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.19% | -71.57% | +13.38% |
Max Drawdown (1Y)Largest decline over 1 year | -6.30% | -10.81% | +4.51% |
Max Drawdown (3Y)Largest decline over 3 years | -14.41% | -18.47% | +4.06% |
Max Drawdown (5Y)Largest decline over 5 years | -16.14% | -25.04% | +8.90% |
Max Drawdown (10Y)Largest decline over 10 years | -37.29% | -71.57% | +34.28% |
Current DrawdownCurrent decline from peak | 0.00% | -8.19% | +8.19% |
Average DrawdownAverage peak-to-trough decline | -7.33% | -16.73% | +9.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.52% | 3.99% | -2.47% |
Volatility
DTD vs. SHEL - Volatility Comparison
The current volatility for WisdomTree U.S. Total Dividend Fund (DTD) is 2.66%, while Shell plc (SHEL) has a volatility of 5.99%. This indicates that DTD experiences smaller price fluctuations and is considered to be less risky than SHEL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DTD | SHEL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.66% | 5.99% | -3.33% |
Volatility (6M)Calculated over the trailing 6-month period | 7.10% | 17.43% | -10.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 9.42% | 20.98% | -11.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.59% | 25.21% | -11.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.21% | 30.83% | -14.62% |
Dividends
DTD vs. SHEL - Dividend Comparison
DTD's dividend yield for the trailing twelve months is around 1.85%, less than SHEL's 3.45% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DTD WisdomTree U.S. Total Dividend Fund | 1.85% | 1.99% | 2.07% | 2.43% | 2.62% | 2.04% | 2.73% | 2.50% | 2.93% | 2.36% | 2.66% | 2.81% |
SHEL Shell plc | 3.45% | 3.90% | 4.39% | 3.76% | 3.48% | 3.78% | 5.69% | 6.27% | 6.27% | 2.75% | 6.49% | 8.17% |
Frequently Asked Questions
DTD and SHEL have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SHEL has higher volatility (5.99%) compared to DTD (2.66%). In terms of maximum drawdown, DTD dropped -58.19% vs SHEL's -71.57%.
DTD currently has the higher Sharpe Ratio (2.32 vs 1.17), 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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