EQIN vs. DLN

Last updated Jun 24, 2026

EQIN (Columbia U.S. Equity Income ETF) and DLN (WisdomTree U.S. LargeCap Dividend Fund) are both Large Cap Value Equities funds. EQIN is actively managed, while DLN is passively managed. Over the past 10 years, EQIN returned 12.50%/yr vs 12.86%/yr for DLN. A 0.78 correlation means they provide meaningful diversification when combined. EQIN charges 0.35%/yr vs 0.28%/yr for DLN.

Performance

EQIN vs. DLN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Columbia U.S. Equity Income ETF (EQIN) and WisdomTree U.S. LargeCap Dividend Fund (DLN). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both investments are quite close, with EQIN having a 9.64% return and DLN slightly higher at 9.95%. Both investments have delivered pretty close results over the past 10 years, with EQIN having a 12.50% annualized return and DLN not far ahead at 12.86%.

EQIN

• 1D: 0.74%
• 1M: 2.08%
• YTD: 9.64%
• 6M: 8.95%
• 1Y: 18.62%
• 3Y*: 15.26%
• 5Y*: 10.50%
• 10Y*: 12.50%

DLN

• 1D: -0.13%
• 1M: 0.05%
• YTD: 9.95%
• 6M: 9.49%
• 1Y: 21.42%
• 3Y*: 18.12%
• 5Y*: 12.49%
• 10Y*: 12.86%

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

EQIN vs. DLN - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
EQIN Columbia U.S. Equity Income ETF	9.64%	9.37%	13.82%	11.58%	0.66%	31.18%	0.67%	30.67%	-12.22%	20.05%
DLN WisdomTree U.S. LargeCap Dividend Fund	9.95%	15.53%	19.66%	9.95%	-3.78%	25.60%	4.59%	28.91%	-5.82%	18.22%

Correlation

The correlation between EQIN and DLN is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.84
Correlation (3Y) Calculated over the trailing 3-year period	0.89
Correlation (5Y) Calculated over the trailing 5-year period	0.90
Correlation (10Y) Calculated over the trailing 10-year period	0.78
Correlation (All Time) Calculated using the full available price history since Jun 17, 2016	0.78

The correlation between EQIN and DLN shifts across timeframes, from 0.78 (10 years) to 0.90 (5 years), reflecting how their relationship changes across market environments.

EQIN vs. DLN - Sectors Allocation Comparison

Sectors	EQIN	DLN
Financial Services	27.1%	17.4%
Energy	13.3%	7.9%
Industrials	13.1%	7.8%
Consumer Defensive	11.7%	8.9%
Technology	9.7%	22.8%
Consumer Cyclical	7.8%	4.9%
Communication Services	6.2%	7.5%
Healthcare	5.1%	12.6%
Utilities	3.7%	5.5%
Basic Materials	2.2%	1.0%
Real Estate	-	3.9%

Return for Risk

EQIN vs. DLN — Risk / Return Rank

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

EQIN

EQIN Risk / Return Rank: 63
EQIN Sharpe Ratio Rank: 59
EQIN Sortino Ratio Rank: 63
EQIN Omega Ratio Rank: 55
EQIN Calmar Ratio Rank: 74
EQIN Martin Ratio Rank: 63

DLN

DLN Risk / Return Rank: 78
DLN Sharpe Ratio Rank: 79
DLN Sortino Ratio Rank: 81
DLN Omega Ratio Rank: 77
DLN Calmar Ratio Rank: 73
DLN Martin Ratio Rank: 79

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.

EQIN vs. DLN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia U.S. Equity Income ETF (EQIN) and WisdomTree U.S. LargeCap Dividend Fund (DLN). 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.

	EQIN	DLN	Difference
Sharpe ratio: Return per unit of total volatility	1.80	2.39	-0.59
Sortino ratio: Return per unit of downside risk	2.65	3.40	-0.75
Omega ratio: Gain probability vs. loss probability	1.31	1.43	-0.12
Calmar ratio: Return relative to maximum drawdown	3.46	3.53	-0.07
Martin ratio: Return relative to average drawdown	10.30	14.80	-4.50

EQIN vs. DLN - Sharpe Ratio Comparison

The current EQIN Sharpe Ratio is 1.80, which is comparable to the DLN Sharpe Ratio of 2.39. The chart below compares the historical Sharpe Ratios of EQIN and DLN, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

EQIN vs. DLN - Drawdown Comparison

The maximum EQIN drawdown since its inception was -42.16%, smaller than the maximum DLN drawdown of -57.84%. Use the drawdown chart below to compare losses from any high point for EQIN and DLN.

Drawdown Indicators

	EQIN	DLN	Difference
Max Drawdown Largest peak-to-trough decline	-42.16%	-57.84%	+15.68%
Max Drawdown (1Y) Largest decline over 1 year	-5.41%	-6.10%	+0.69%
Max Drawdown (3Y) Largest decline over 3 years	-12.05%	-13.71%	+1.66%
Max Drawdown (5Y) Largest decline over 5 years	-18.51%	-16.26%	-2.25%
Max Drawdown (10Y) Largest decline over 10 years	-42.16%	-35.82%	-6.34%
Current Drawdown Current decline from peak	-0.91%	-1.12%	+0.21%
Average Drawdown Average peak-to-trough decline	-4.87%	-7.50%	+2.63%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.81%	1.45%	+0.36%

Volatility

EQIN vs. DLN - Volatility Comparison

Columbia U.S. Equity Income ETF (EQIN) and WisdomTree U.S. LargeCap Dividend Fund (DLN) have volatilities of 2.75% and 2.78%, 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.

Volatility by Period

	EQIN	DLN	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.75%	2.78%	-0.03%
Volatility (6M) Calculated over the trailing 6-month period	7.60%	7.00%	+0.60%
Volatility (1Y) Calculated over the trailing 1-year period	10.40%	9.03%	+1.37%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.61%	13.27%	+1.34%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.59%	16.14%	+2.45%

EQIN vs. DLN - Expense Ratio Comparison

EQIN has a 0.35% expense ratio, which is higher than DLN's 0.28% expense ratio.

Dividends

EQIN vs. DLN - Dividend Comparison

EQIN's dividend yield for the trailing twelve months is around 1.88%, more than DLN's 1.79% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DLN WisdomTree U.S. LargeCap Dividend Fund	1.79%	1.90%	2.00%	2.43%	2.53%	2.01%	2.66%	2.51%	2.90%	2.33%	2.64%	2.80%
EQIN Columbia U.S. Equity Income ETF	1.88%	2.05%	4.34%	2.41%	2.71%	2.57%	2.54%	2.70%	7.81%	11.52%	2.44%	0.00%

Frequently Asked Questions

Can I hold both EQIN and DLN in my portfolio?

EQIN and DLN have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, EQIN or DLN?

DLN has higher volatility (2.78%) compared to EQIN (2.75%). In terms of maximum drawdown, EQIN dropped -42.16% vs DLN's -57.84%.

Which ETF is better, EQIN or DLN?

On 10-year performance, DLN leads with 12.86% vs 12.50% for EQIN. On fees, DLN is cheaper at 0.28% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, EQIN or DLN?

Over the 10-year period, DLN has performed better with a 12.86% return vs 12.50%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, EQIN or DLN?

DLN is cheaper with a 0.28% expense ratio, compared with 0.35% for EQIN.

Which ETF pays a higher dividend yield, EQIN or DLN?

EQIN has the higher dividend yield at 1.88%, compared with 1.79% for DLN.

What is the main difference between EQIN and DLN?

They also come from different issuers: Columbia and WisdomTree. Their fees differ too: 0.35% for EQIN and 0.28% for DLN.

Which has better risk-adjusted returns?

DLN currently has the higher Sharpe Ratio (2.39 vs 1.80), 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.