FDV vs. DTD

Last updated Jun 21, 2026

FDV (Federated Hermes U.S. Strategic Dividend ETF) and DTD (WisdomTree U.S. Total Dividend Fund) are both Large Cap Value Equities funds. FDV is actively managed, while DTD is passively managed. Over the past 3 years, FDV returned 14.78%/yr vs 16.97%/yr for DTD. Their correlation of 0.82 suggests significant overlap in exposure. FDV charges 0.50%/yr vs 0.28%/yr for DTD.

Performance

FDV vs. DTD - Performance Comparison

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

Returns By Period

In the year-to-date period, FDV achieves a 11.72% return, which is significantly higher than DTD's 10.23% return.

FDV

• 1D: 0.00%
• 1M: 0.89%
• YTD: 11.72%
• 6M: 11.86%
• 1Y: 19.49%
• 3Y*: 14.78%
• 5Y*: —
• 10Y*: —

DTD

• 1D: 0.19%
• 1M: 0.81%
• YTD: 10.23%
• 6M: 10.55%
• 1Y: 22.12%
• 3Y*: 16.97%
• 5Y*: 12.55%
• 10Y*: 12.16%

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

FDV vs. DTD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
FDV Federated Hermes U.S. Strategic Dividend ETF	11.72%	11.01%	14.41%	-2.16%	1.35%
DTD WisdomTree U.S. Total Dividend Fund	10.23%	14.25%	18.56%	10.63%	-1.45%

Correlation

The correlation between FDV and DTD is 0.77, 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	0.77
Correlation (3Y) Calculated over the trailing 3-year period	0.80
Correlation (All Time) Calculated using the full available price history since Nov 16, 2022	0.82

The correlation between FDV and DTD has been stable across timeframes, ranging from 0.77 to 0.82 - a consistent structural relationship.

FDV vs. DTD - Sectors Allocation Comparison

Sectors	FDV	DTD
Financial Services	15.7%	18.2%
Utilities	15.1%	5.5%
Healthcare	12.8%	11.5%
Consumer Defensive	12.3%	8.4%
Technology	10.7%	20.9%
Real Estate	9.7%	5.1%
Energy	9.3%	7.8%
Consumer Cyclical	7.7%	5.5%
Industrials	3.1%	8.4%
Communication Services	2.0%	7.2%
Basic Materials	1.7%	1.5%

Return for Risk

FDV vs. DTD — Risk / Return Rank

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

FDV

FDV Risk / Return Rank: 68
FDV Sharpe Ratio Rank: 64
FDV Sortino Ratio Rank: 71
FDV Omega Ratio Rank: 59
FDV Calmar Ratio Rank: 78
FDV Martin Ratio Rank: 68

DTD

DTD Risk / Return Rank: 78
DTD Sharpe Ratio Rank: 79
DTD Sortino Ratio Rank: 81
DTD Omega Ratio Rank: 77
DTD Calmar Ratio Rank: 73
DTD 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.

FDV vs. DTD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Federated Hermes U.S. Strategic Dividend ETF (FDV) and WisdomTree U.S. Total Dividend Fund (DTD). 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.

	FDV	DTD	Difference
Sharpe ratio: Return per unit of total volatility	2.01	2.37	-0.36
Sortino ratio: Return per unit of downside risk	3.02	3.35	-0.33
Omega ratio: Gain probability vs. loss probability	1.35	1.43	-0.08
Calmar ratio: Return relative to maximum drawdown	3.78	3.54	+0.25
Martin ratio: Return relative to average drawdown	12.05	14.62	-2.57

FDV vs. DTD - Sharpe Ratio Comparison

The current FDV Sharpe Ratio is 2.01, which is comparable to the DTD Sharpe Ratio of 2.37. The chart below compares the historical Sharpe Ratios of FDV and DTD, 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

FDV vs. DTD - Drawdown Comparison

The maximum FDV drawdown since its inception was -16.70%, smaller than the maximum DTD drawdown of -58.19%. Use the drawdown chart below to compare losses from any high point for FDV and DTD.

Drawdown Indicators

	FDV	DTD	Difference
Max Drawdown Largest peak-to-trough decline	-16.70%	-58.19%	+41.49%
Max Drawdown (1Y) Largest decline over 1 year	-5.70%	-6.30%	+0.60%
Max Drawdown (3Y) Largest decline over 3 years	-12.55%	-14.41%	+1.86%
Max Drawdown (5Y) Largest decline over 5 years	—	-16.14%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-37.29%	—
Current Drawdown Current decline from peak	-0.39%	-1.07%	+0.68%
Average Drawdown Average peak-to-trough decline	-3.92%	-7.33%	+3.41%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.79%	1.52%	+0.27%

Volatility

FDV vs. DTD - Volatility Comparison

Federated Hermes U.S. Strategic Dividend ETF (FDV) and WisdomTree U.S. Total Dividend Fund (DTD) have volatilities of 2.82% and 2.71%, 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

	FDV	DTD	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.82%	2.71%	+0.11%
Volatility (6M) Calculated over the trailing 6-month period	6.82%	7.13%	-0.31%
Volatility (1Y) Calculated over the trailing 1-year period	10.74%	9.41%	+1.33%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.65%	13.58%	-0.93%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.65%	16.22%	-3.57%

FDV vs. DTD - Expense Ratio Comparison

FDV has a 0.50% expense ratio, which is higher than DTD's 0.28% expense ratio.

Dividends

FDV vs. DTD - Dividend Comparison

FDV's dividend yield for the trailing twelve months is around 2.56%, more than DTD's 1.87% 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%
FDV Federated Hermes U.S. Strategic Dividend ETF	2.56%	3.11%	3.12%	3.54%	0.18%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both FDV and DTD in my portfolio?

FDV and DTD have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FDV or DTD?

FDV has higher volatility (2.82%) compared to DTD (2.71%). In terms of maximum drawdown, FDV dropped -16.70% vs DTD's -58.19%.

Which ETF is better, FDV or DTD?

On 3-year performance, DTD leads with 16.97% vs 14.78% for FDV. On fees, DTD is cheaper at 0.28% per year. On volatility, DTD has been the lower-risk option at 2.71%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, FDV or DTD?

Over the 3-year period, DTD has performed better with a 16.97% return vs 14.78%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, FDV or DTD?

DTD is cheaper with a 0.28% expense ratio, compared with 0.50% for FDV.

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

FDV has the higher dividend yield at 2.56%, compared with 1.87% for DTD.

What is the main difference between FDV and DTD?

They also come from different issuers: Federated and WisdomTree. Their fees differ too: 0.50% for FDV and 0.28% for DTD.

Which has better risk-adjusted returns?

DTD currently has the higher Sharpe Ratio (2.37 vs 2.01), 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.