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.
Key characteristics
| DTD | VYM | |
|---|---|---|
| YTD Return | 5.14% | 5.73% |
| 1Y Return | 15.55% | 14.33% |
| 3Y Return (Ann) | 8.00% | 7.67% |
| 5Y Return (Ann) | 9.93% | 9.46% |
| 10Y Return (Ann) | 9.95% | 9.59% |
| Sharpe Ratio | 1.61 | 1.45 |
| Daily Std Dev | 10.56% | 10.83% |
| Max Drawdown | -58.20% | -56.98% |
| Current Drawdown | -3.25% | -2.99% |
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.
Performance
DTD vs. VYM - Performance Comparison
In the year-to-date period, DTD achieves a 5.14% return, which is significantly lower than VYM's 5.73% return. Both investments have delivered pretty close results over the past 10 years, with DTD having a 9.95% annualized return and VYM not far behind at 9.59%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
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 2.35%, less than VYM's 2.91% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DTD WisdomTree U.S. Total Dividend Fund | 2.35% | 2.43% | 2.62% | 2.04% | 2.73% | 2.50% | 2.93% | 2.36% | 2.66% | 2.81% | 2.42% | 2.38% |
VYM Vanguard High Dividend Yield ETF | 2.91% | 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
WisdomTree U.S. Total Dividend Fund (DTD) and Vanguard High Dividend Yield ETF (VYM) have volatilities of 2.80% and 2.90%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.