DTD vs. VYM
Compare and contrast key facts about WisdomTree U.S. Total Dividend Fund (DTD) and Vanguard High Dividend Yield ETF (VYM).
DTD and VYM 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. VYM is a passively managed fund by Vanguard that tracks the performance of the FTSE High Dividend Yield Index. It was launched on Nov 10, 2006. Both DTD and VYM 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 VYM.
Performance
DTD vs. VYM - Performance Comparison
Returns By Period
In the year-to-date period, DTD achieves a 22.55% return, which is significantly higher than VYM's 20.15% return. Over the past 10 years, DTD has outperformed VYM with an annualized return of 10.69%, while VYM has yielded a comparatively lower 9.92% annualized return.
DTD
22.55%
0.38%
12.59%
30.49%
11.84%
10.69%
VYM
20.15%
-0.05%
10.35%
28.68%
11.13%
9.92%
Key characteristics
| DTD | VYM | |
|---|---|---|
| Sharpe Ratio | 3.06 | 2.79 |
| Sortino Ratio | 4.21 | 3.95 |
| Omega Ratio | 1.56 | 1.51 |
| Calmar Ratio | 6.03 | 5.67 |
| Martin Ratio | 20.94 | 17.98 |
| Ulcer Index | 1.49% | 1.64% |
| Daily Std Dev | 10.19% | 10.56% |
| Max Drawdown | -58.20% | -56.98% |
| Current Drawdown | -1.20% | -1.08% |
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DTD vs. VYM - Expense Ratio Comparison
DTD has a 0.28% expense ratio, which is higher than VYM's 0.06% expense ratio.
Correlation
The correlation between DTD and VYM is 0.96, 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. VYM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. Total Dividend Fund (DTD) and Vanguard High Dividend Yield ETF (VYM). 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. VYM - Dividend Comparison
DTD's dividend yield for the trailing twelve months is around 2.19%, less than VYM's 2.76% 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% |
VYM Vanguard High Dividend Yield ETF | 2.76% | 3.12% | 3.01% | 2.76% | 3.18% | 3.03% | 3.40% | 2.80% | 2.91% | 3.22% | 2.78% | 2.81% |
Drawdowns
DTD vs. VYM - Drawdown Comparison
The maximum DTD drawdown since its inception was -58.20%, roughly equal to the maximum VYM drawdown of -56.98%. Use the drawdown chart below to compare losses from any high point for DTD and VYM. For additional features, visit the drawdowns tool.
Volatility
DTD vs. VYM - Volatility Comparison
The current volatility for WisdomTree U.S. Total Dividend Fund (DTD) is 3.47%, while Vanguard High Dividend Yield ETF (VYM) has a volatility of 3.84%. This indicates that DTD experiences smaller price fluctuations and is considered to be less risky than VYM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.