IVE vs. DTD

Last updated Jun 24, 2026

IVE (iShares S&P 500 Value ETF) and DTD (WisdomTree U.S. Total Dividend Fund) are both Large Cap Value Equities funds - IVE tracks the S&P 500 Value Index while DTD tracks the WisdomTree U.S. Dividend Index. Both are passively managed. Over the past 10 years, IVE returned 12.03%/yr vs 12.37%/yr for DTD. Their correlation of 0.95 suggests significant overlap in exposure. IVE charges 0.18%/yr vs 0.28%/yr for DTD.

Performance

IVE vs. DTD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares S&P 500 Value ETF (IVE) 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, IVE achieves a 7.48% return, which is significantly lower than DTD's 10.39% return. Both investments have delivered pretty close results over the past 10 years, with IVE having a 12.03% annualized return and DTD not far ahead at 12.37%.

IVE

• 1D: -0.27%
• 1M: -0.41%
• YTD: 7.48%
• 6M: 6.87%
• 1Y: 19.99%
• 3Y*: 15.05%
• 5Y*: 11.07%
• 10Y*: 12.03%

DTD

• 1D: 0.00%
• 1M: 0.37%
• YTD: 10.39%
• 6M: 9.68%
• 1Y: 21.29%
• 3Y*: 17.90%
• 5Y*: 12.14%
• 10Y*: 12.37%

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

IVE vs. DTD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IVE iShares S&P 500 Value ETF	7.48%	13.02%	12.03%	22.07%	-5.41%	24.72%	1.22%	31.62%	-9.22%	15.24%
DTD WisdomTree U.S. Total Dividend Fund	10.39%	14.25%	18.56%	10.63%	-3.83%	26.26%	2.45%	28.19%	-6.47%	17.35%

Correlation

The correlation between IVE and DTD is 0.92, 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	0.92
Correlation (3Y) Calculated over the trailing 3-year period	0.94
Correlation (5Y) Calculated over the trailing 5-year period	0.95
Correlation (10Y) Calculated over the trailing 10-year period	0.95
Correlation (All Time) Calculated using the full available price history since Jun 16, 2006	0.95

The correlation between IVE and DTD has been stable across timeframes, ranging from 0.92 to 0.95 - a consistent structural relationship.

IVE vs. DTD - Sectors Allocation Comparison

Sectors	IVE	DTD
Technology	22.4%	20.9%
Financial Services	14.6%	18.2%
Healthcare	11.5%	11.5%
Consumer Cyclical	11.1%	5.5%
Industrials	10.4%	8.4%
Consumer Defensive	8.9%	8.4%
Energy	7.0%	7.8%
Utilities	4.3%	5.5%
Real Estate	3.4%	5.1%
Basic Materials	3.3%	1.5%
Communication Services	3.2%	7.2%

Return for Risk

IVE vs. DTD — Risk / Return Rank

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

IVE

IVE Risk / Return Rank: 65
IVE Sharpe Ratio Rank: 64
IVE Sortino Ratio Rank: 64
IVE Omega Ratio Rank: 62
IVE Calmar Ratio Rank: 68
IVE Martin Ratio Rank: 69

DTD

DTD Risk / Return Rank: 75
DTD Sharpe Ratio Rank: 75
DTD Sortino Ratio Rank: 77
DTD Omega Ratio Rank: 74
DTD Calmar Ratio Rank: 70
DTD Martin Ratio Rank: 77

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.

IVE vs. DTD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P 500 Value ETF (IVE) 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.

	IVE	DTD	Difference
Sharpe ratio: Return per unit of total volatility	2.03	2.28	-0.25
Sortino ratio: Return per unit of downside risk	2.82	3.23	-0.40
Omega ratio: Gain probability vs. loss probability	1.36	1.41	-0.05
Calmar ratio: Return relative to maximum drawdown	3.24	3.39	-0.15
Martin ratio: Return relative to average drawdown	12.29	14.00	-1.71

IVE vs. DTD - Sharpe Ratio Comparison

The current IVE Sharpe Ratio is 2.03, which is comparable to the DTD Sharpe Ratio of 2.28. The chart below compares the historical Sharpe Ratios of IVE 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

IVE vs. DTD - Drawdown Comparison

The maximum IVE drawdown since its inception was -61.32%, which is greater than DTD's maximum drawdown of -58.19%. Use the drawdown chart below to compare losses from any high point for IVE and DTD.

Drawdown Indicators

	IVE	DTD	Difference
Max Drawdown Largest peak-to-trough decline	-61.32%	-58.19%	-3.13%
Max Drawdown (1Y) Largest decline over 1 year	-6.19%	-6.30%	+0.11%
Max Drawdown (3Y) Largest decline over 3 years	-17.58%	-14.41%	-3.17%
Max Drawdown (5Y) Largest decline over 5 years	-18.04%	-16.14%	-1.90%
Max Drawdown (10Y) Largest decline over 10 years	-37.04%	-37.29%	+0.25%
Current Drawdown Current decline from peak	-1.21%	-0.92%	-0.29%
Average Drawdown Average peak-to-trough decline	-10.08%	-7.32%	-2.76%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.63%	1.52%	+0.11%

Volatility

IVE vs. DTD - Volatility Comparison

iShares S&P 500 Value ETF (IVE) has a higher volatility of 2.96% compared to WisdomTree U.S. Total Dividend Fund (DTD) at 2.65%. This indicates that IVE's price experiences larger fluctuations and is considered to be riskier than DTD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IVE	DTD	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.96%	2.65%	+0.31%
Volatility (6M) Calculated over the trailing 6-month period	7.33%	7.13%	+0.20%
Volatility (1Y) Calculated over the trailing 1-year period	9.93%	9.41%	+0.52%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.39%	13.56%	+0.83%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.93%	16.19%	+0.74%

IVE vs. DTD - Expense Ratio Comparison

IVE has a 0.18% expense ratio, which is lower than DTD's 0.28% expense ratio.

Dividends

IVE vs. DTD - Dividend Comparison

IVE's dividend yield for the trailing twelve months is around 1.57%, less than DTD's 1.86% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DTD WisdomTree U.S. Total Dividend Fund	1.86%	1.99%	2.07%	2.43%	2.62%	2.04%	2.73%	2.50%	2.93%	2.36%	2.66%	2.81%
IVE iShares S&P 500 Value ETF	1.57%	1.61%	2.04%	1.65%	2.10%	1.81%	2.37%	2.11%	2.74%	2.12%	2.26%	2.44%

Frequently Asked Questions

Can I hold both IVE and DTD in my portfolio?

With a correlation of 0.92, IVE and DTD move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, IVE or DTD?

IVE has higher volatility (2.96%) compared to DTD (2.65%). In terms of maximum drawdown, IVE dropped -61.32% vs DTD's -58.19%.

Which ETF is better, IVE or DTD?

On 10-year performance, DTD leads with 12.37% vs 12.03% for IVE. On fees, IVE is cheaper at 0.18% per year. On volatility, DTD has been the lower-risk option at 2.65%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, IVE or DTD?

Over the 10-year period, DTD has performed better with a 12.37% return vs 12.03%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, IVE or DTD?

IVE is cheaper with a 0.18% expense ratio, compared with 0.28% for DTD.

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

DTD has the higher dividend yield at 1.86%, compared with 1.57% for IVE.

What is the main difference between IVE and DTD?

IVE tracks S&P 500 Value Index, while DTD tracks WisdomTree U.S. Dividend Index. They also come from different issuers: iShares and WisdomTree. Their fees differ too: 0.18% for IVE and 0.28% for DTD.

Which has better risk-adjusted returns?

DTD currently has the higher Sharpe Ratio (2.28 vs 2.03), 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.