DTD vs. USMF

Last updated Jun 4, 2026

DTD (WisdomTree U.S. Total Dividend Fund) and USMF (WisdomTree US Multifactor Fund) are both exchange-traded funds - DTD is a Large Cap Value Equities fund tracking the WisdomTree U.S. Dividend Index, while USMF is a Mid Cap Blend Equities fund tracking the WisdomTree US Multifactor Index. Both are passively managed. Over the past 5 years, DTD returned 11.75%/yr vs 7.67%/yr for USMF. Their correlation of 0.87 suggests significant overlap in exposure. Both charge a 0.28% expense ratio.

Performance

DTD vs. USMF - Performance Comparison

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

Returns By Period

In the year-to-date period, DTD achieves a 10.02% return, which is significantly higher than USMF's 4.36% return.

DTD

• 1D: -0.48%
• 1M: 2.79%
• YTD: 10.02%
• 6M: 9.93%
• 1Y: 21.95%
• 3Y*: 17.94%
• 5Y*: 11.75%
• 10Y*: 12.18%

USMF

• 1D: -0.56%
• 1M: 3.76%
• YTD: 4.36%
• 6M: 4.80%
• 1Y: 6.28%
• 3Y*: 14.13%
• 5Y*: 7.67%
• 10Y*: —

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

DTD vs. USMF - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DTD WisdomTree U.S. Total Dividend Fund	10.02%	14.25%	18.56%	10.63%	-3.83%	26.26%	2.45%	28.19%	-6.47%	10.52%
USMF WisdomTree US Multifactor Fund	4.36%	4.60%	19.65%	13.47%	-8.82%	21.26%	12.01%	24.06%	-4.72%	11.27%

Correlation

The correlation between DTD and USMF is 0.74, 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	0.74
Correlation (3Y) Calculated over the trailing 3-year period	0.85
Correlation (5Y) Calculated over the trailing 5-year period	0.90
Correlation (All Time) Calculated using the full available price history since Aug 25, 2017	0.87

The correlation between DTD and USMF shifts across timeframes, from 0.74 (1 year) to 0.90 (5 years), reflecting how their relationship changes across market environments.

DTD vs. USMF - Sectors Allocation Comparison

Sectors	DTD	USMF
Financial Services	18.8%	11.8%
Technology	18.5%	35.6%
Healthcare	11.5%	9.3%
Consumer Defensive	8.7%	5.2%
Industrials	8.6%	7.8%
Energy	8.4%	4.1%
Communication Services	7.4%	10.3%
Utilities	5.9%	2.0%
Consumer Cyclical	5.6%	11.1%
Real Estate	5.2%	2.0%
Basic Materials	1.5%	0.9%

Return for Risk

DTD vs. USMF — Risk / Return Rank

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

DTD

DTD Risk / Return Rank: 72
DTD Sharpe Ratio Rank: 71
DTD Sortino Ratio Rank: 74
DTD Omega Ratio Rank: 71
DTD Calmar Ratio Rank: 70
DTD Martin Ratio Rank: 75

USMF

USMF Risk / Return Rank: 19
USMF Sharpe Ratio Rank: 18
USMF Sortino Ratio Rank: 17
USMF Omega Ratio Rank: 17
USMF Calmar Ratio Rank: 22
USMF Martin Ratio Rank: 23

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. USMF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. Total Dividend Fund (DTD) and WisdomTree US Multifactor Fund (USMF). 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.

	DTD	USMF	Difference
Sharpe ratio: Return per unit of total volatility	2.37	0.58	+1.79
Sortino ratio: Return per unit of downside risk	3.38	0.89	+2.50
Omega ratio: Gain probability vs. loss probability	1.43	1.10	+0.33
Calmar ratio: Return relative to maximum drawdown	3.50	0.98	+2.52
Martin ratio: Return relative to average drawdown	14.51	2.93	+11.58
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DTD vs. USMF - Sharpe Ratio Comparison

The current DTD Sharpe Ratio is 2.37, which is higher than the USMF Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of DTD and USMF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	DTD	USMF	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.37	0.58	+1.79
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.87	0.54	+0.33
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.75	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.53	0.63	-0.09

Drawdowns

DTD vs. USMF - Drawdown Comparison

The maximum DTD drawdown since its inception was -58.19%, which is greater than USMF's maximum drawdown of -36.24%. Use the drawdown chart below to compare losses from any high point for DTD and USMF.

Drawdown Indicators

	DTD	USMF	Difference
Max Drawdown Largest peak-to-trough decline	-58.19%	-36.24%	-21.95%
Max Drawdown (1Y) Largest decline over 1 year	-6.30%	-6.47%	+0.17%
Max Drawdown (3Y) Largest decline over 3 years	-14.41%	-15.39%	+0.98%
Max Drawdown (5Y) Largest decline over 5 years	-16.14%	-18.10%	+1.96%
Max Drawdown (10Y) Largest decline over 10 years	-37.29%	—	—
Current Drawdown Current decline from peak	-0.48%	-0.56%	+0.08%
Average Drawdown Average peak-to-trough decline	-7.34%	-4.16%	-3.18%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.52%	2.15%	-0.63%

Volatility

DTD vs. USMF - Volatility Comparison

The current volatility for WisdomTree U.S. Total Dividend Fund (DTD) is 2.13%, while WisdomTree US Multifactor Fund (USMF) has a volatility of 2.30%. This indicates that DTD experiences smaller price fluctuations and is considered to be less risky than USMF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DTD	USMF	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.13%	2.30%	-0.17%
Volatility (6M) Calculated over the trailing 6-month period	6.98%	7.43%	-0.45%
Volatility (1Y) Calculated over the trailing 1-year period	9.29%	10.79%	-1.50%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.57%	14.27%	-0.70%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.21%	16.97%	-0.76%

DTD vs. USMF - Expense Ratio Comparison

Both DTD and USMF have an expense ratio of 0.28%.

Dividends

DTD vs. USMF - Dividend Comparison

DTD's dividend yield for the trailing twelve months is around 1.87%, more than USMF's 1.32% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DTD WisdomTree U.S. Total Dividend Fund	1.87%	1.99%	2.07%	2.43%	2.62%	2.04%	2.73%	2.50%	2.93%	2.36%	2.66%	2.81%
USMF WisdomTree US Multifactor Fund	1.32%	1.37%	1.22%	1.33%	1.74%	1.42%	1.34%	1.38%	1.45%	0.67%	0.00%	0.00%

Frequently Asked Questions

Can I hold both DTD and USMF in my portfolio?

DTD and USMF have a correlation of 0.74, 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 USMF?

USMF has higher volatility (2.30%) compared to DTD (2.13%). In terms of maximum drawdown, DTD dropped -58.19% vs USMF's -36.24%.

Which ETF is better, DTD or USMF?

On 5-year performance, DTD leads with 11.75% vs 7.67% for USMF. Both ETFs have the same 0.28% expense ratio. On volatility, DTD has been the lower-risk option at 2.13%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DTD or USMF?

Over the 5-year period, DTD has performed better with a 11.75% return vs 7.67%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DTD or USMF?

DTD and USMF have the same expense ratio: 0.28% per year.

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

DTD has the higher dividend yield at 1.87%, compared with 1.32% for USMF.

What is the main difference between DTD and USMF?

DTD is categorized as Large Cap Value Equities, while USMF is Mid Cap Blend Equities. DTD tracks WisdomTree U.S. Dividend Index, while USMF tracks WisdomTree US Multifactor Index.

Which has better risk-adjusted returns?

DTD currently has the higher Sharpe Ratio (2.37 vs 0.58), 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.