IBM vs. DLN
IBM (International Business Machines Corporation) is a stock, while DLN (WisdomTree US LargeCap Dividend ETF) is Large Cap Growth Equities fund tracking the WisdomTree LargeCap Dividend Index. Over the past 10 years, IBM returned 11.09%/yr vs 12.82%/yr for DLN. A 0.64 correlation means they provide meaningful diversification when combined.
Performance
IBM vs. DLN - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, IBM achieves a -6.89% return, which is significantly lower than DLN's 10.67% return. Over the past 10 years, IBM has underperformed DLN with an annualized return of 11.09%, while DLN has yielded a comparatively higher 12.82% annualized return.
IBM
- 1D
- -0.95%
- 1M
- 26.84%
- YTD
- -6.89%
- 6M
- -10.81%
- 1Y
- -0.65%
- 3Y*
- 29.65%
- 5Y*
- 18.01%
- 10Y*
- 11.09%
DLN
- 1D
- 0.74%
- 1M
- 2.26%
- YTD
- 10.67%
- 6M
- 10.77%
- 1Y
- 21.75%
- 3Y*
- 17.97%
- 5Y*
- 12.38%
- 10Y*
- 12.82%
IBM vs. DLN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IBM International Business Machines Corporation | -6.89% | 38.23% | 39.27% | 21.85% | 10.64% | 16.65% | -1.16% | 23.58% | -22.56% | -3.99% |
DLN WisdomTree US LargeCap Dividend ETF | 10.67% | 15.53% | 19.66% | 9.95% | -3.78% | 25.60% | 4.59% | 28.91% | -5.82% | 18.22% |
Correlation
The correlation between IBM and DLN is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.34 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.47 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.54 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.61 |
Correlation (All Time) Calculated using the full available price history since Jun 16, 2006 | 0.64 |
Over the past year, the correlation between IBM and DLN has dropped to 0.34 - well below their long-term average of 0.64, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
IBM vs. DLN — Risk / Return Rank
IBM
DLN
IBM vs. DLN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for International Business Machines Corporation (IBM) and WisdomTree US LargeCap Dividend ETF (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.
| IBM | DLN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.44 | ||
| Sortino ratioReturn per unit of downside risk | -3.20 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.43 | -0.40 |
| Calmar ratioReturn relative to maximum drawdown | -0.02 | 3.58 | -3.60 |
| Martin ratioReturn relative to average drawdown | -0.05 | 15.07 | -15.12 |
Loading charts...
Drawdowns
IBM vs. DLN - Drawdown Comparison
The maximum IBM drawdown since its inception was -69.40%, which is greater than DLN's maximum drawdown of -57.84%. Use the drawdown chart below to compare losses from any high point for IBM and DLN.
Loading charts...
Drawdown Indicators
| IBM | DLN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.40% | -57.84% | -11.56% |
Max Drawdown (1Y)Largest decline over 1 year | -30.96% | -6.10% | -24.86% |
Max Drawdown (3Y)Largest decline over 3 years | -30.96% | -13.71% | -17.25% |
Max Drawdown (5Y)Largest decline over 5 years | -30.96% | -16.26% | -14.70% |
Max Drawdown (10Y)Largest decline over 10 years | -40.59% | -35.82% | -4.77% |
Current DrawdownCurrent decline from peak | -17.31% | -0.08% | -17.23% |
Average DrawdownAverage peak-to-trough decline | -20.12% | -7.51% | -12.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.38% | 1.45% | +12.93% |
Volatility
IBM vs. DLN - Volatility Comparison
International Business Machines Corporation (IBM) has a higher volatility of 21.43% compared to WisdomTree US LargeCap Dividend ETF (DLN) at 2.77%. This indicates that IBM's price experiences larger fluctuations and is considered to be riskier than DLN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| IBM | DLN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 21.43% | 2.77% | +18.66% |
Volatility (6M)Calculated over the trailing 6-month period | 34.62% | 6.98% | +27.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 39.45% | 9.03% | +30.42% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.16% | 13.29% | +13.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.59% | 16.16% | +10.43% |
Dividends
IBM vs. DLN - Dividend Comparison
IBM's dividend yield for the trailing twelve months is around 2.47%, more than DLN's 1.78% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DLN WisdomTree US LargeCap Dividend ETF | 1.78% | 1.90% | 2.00% | 2.43% | 2.53% | 2.01% | 2.66% | 2.51% | 2.90% | 2.33% | 2.64% | 2.80% |
IBM International Business Machines Corporation | 2.47% | 2.27% | 3.03% | 4.05% | 4.68% | 4.74% | 5.17% | 4.80% | 5.46% | 3.85% | 3.31% | 3.63% |
Frequently Asked Questions
IBM and DLN have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IBM has higher volatility (21.43%) compared to DLN (2.77%). In terms of maximum drawdown, IBM dropped -69.40% vs DLN's -57.84%.
DLN currently has the higher Sharpe Ratio (2.42 vs -0.02), 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.
Find the right allocation for IBM and DLN
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer