JAVA vs. DTD

Last updated Jun 25, 2026

JAVA (JPMorgan Active Value ETF) and DTD (WisdomTree U.S. Total Dividend Fund) are both Large Cap Value Equities funds. JAVA is actively managed, while DTD is passively managed. Over the past 3 years, JAVA returned 16.74%/yr vs 17.80%/yr for DTD. With a 0.95 correlation, they move nearly in lockstep. JAVA charges 0.44%/yr vs 0.28%/yr for DTD.

Performance

JAVA vs. DTD - Performance Comparison

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

Returns By Period

The year-to-date returns for both stocks are quite close, with JAVA having a 10.48% return and DTD slightly lower at 10.13%.

JAVA

• 1D: 0.10%
• 1M: 3.06%
• YTD: 10.48%
• 6M: 9.11%
• 1Y: 23.17%
• 3Y*: 16.74%
• 5Y*: —
• 10Y*: —

DTD

• 1D: -0.24%
• 1M: 0.13%
• YTD: 10.13%
• 6M: 8.94%
• 1Y: 20.18%
• 3Y*: 17.80%
• 5Y*: 11.97%
• 10Y*: 12.34%

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

JAVA vs. DTD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
JAVA JPMorgan Active Value ETF	10.48%	14.92%	15.52%	10.46%	-0.88%	5.02%
DTD WisdomTree U.S. Total Dividend Fund	10.13%	14.25%	18.56%	10.63%	-3.83%	10.40%

Correlation

The correlation between JAVA and DTD is 0.91, 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	0.91
Correlation (3Y) Calculated over the trailing 3-year period	0.94
Correlation (All Time) Calculated using the full available price history since Oct 5, 2021	0.95

The correlation between JAVA and DTD has been stable across timeframes, ranging from 0.91 to 0.95 - a consistent structural relationship.

JAVA vs. DTD - Sectors Allocation Comparison

Sectors	JAVA	DTD
Financial Services	19.1%	18.2%
Technology	18.1%	20.9%
Industrials	14.2%	8.4%
Healthcare	12.3%	11.5%
Consumer Cyclical	9.4%	5.5%
Communication Services	7.7%	7.2%
Consumer Defensive	5.2%	8.4%
Energy	4.2%	7.8%
Utilities	3.7%	5.5%
Real Estate	3.2%	5.1%
Basic Materials	3.0%	1.5%

Return for Risk

JAVA vs. DTD — Risk / Return Rank

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

JAVA

JAVA Risk / Return Rank: 67
JAVA Sharpe Ratio Rank: 70
JAVA Sortino Ratio Rank: 72
JAVA Omega Ratio Rank: 67
JAVA Calmar Ratio Rank: 64
JAVA Martin Ratio Rank: 64

DTD

DTD Risk / Return Rank: 75
DTD Sharpe Ratio Rank: 76
DTD Sortino Ratio Rank: 78
DTD Omega Ratio Rank: 75
DTD Calmar Ratio Rank: 71
DTD Martin Ratio Rank: 78

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.

JAVA vs. DTD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Active Value ETF (JAVA) 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.

	JAVA	DTD	Difference
Sharpe ratio: Return per unit of total volatility	2.01	2.16	-0.16
Sortino ratio: Return per unit of downside risk	2.86	3.07	-0.22
Omega ratio: Gain probability vs. loss probability	1.36	1.39	-0.04
Calmar ratio: Return relative to maximum drawdown	2.81	3.21	-0.41
Martin ratio: Return relative to average drawdown	10.31	13.26	-2.95

JAVA vs. DTD - Sharpe Ratio Comparison

The current JAVA Sharpe Ratio is 2.01, which is comparable to the DTD Sharpe Ratio of 2.16. The chart below compares the historical Sharpe Ratios of JAVA 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

JAVA vs. DTD - Drawdown Comparison

The maximum JAVA drawdown since its inception was -16.54%, smaller than the maximum DTD drawdown of -58.19%. Use the drawdown chart below to compare losses from any high point for JAVA and DTD.

Drawdown Indicators

	JAVA	DTD	Difference
Max Drawdown Largest peak-to-trough decline	-16.54%	-58.19%	+41.65%
Max Drawdown (1Y) Largest decline over 1 year	-8.29%	-6.30%	-1.99%
Max Drawdown (3Y) Largest decline over 3 years	-16.54%	-14.41%	-2.13%
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	-0.95%	-1.16%	+0.21%
Average Drawdown Average peak-to-trough decline	-3.59%	-7.32%	+3.73%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.25%	1.53%	+0.72%

Volatility

JAVA vs. DTD - Volatility Comparison

JPMorgan Active Value ETF (JAVA) has a higher volatility of 3.94% compared to WisdomTree U.S. Total Dividend Fund (DTD) at 2.60%. This indicates that JAVA'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

	JAVA	DTD	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.94%	2.60%	+1.34%
Volatility (6M) Calculated over the trailing 6-month period	8.87%	7.13%	+1.74%
Volatility (1Y) Calculated over the trailing 1-year period	11.61%	9.39%	+2.22%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.81%	13.56%	+1.25%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.81%	16.19%	-1.38%

JAVA vs. DTD - Expense Ratio Comparison

JAVA has a 0.44% expense ratio, which is higher than DTD's 0.28% expense ratio.

Dividends

JAVA vs. DTD - Dividend Comparison

JAVA's dividend yield for the trailing twelve months is around 1.22%, less 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%
JAVA JPMorgan Active Value ETF	1.22%	1.34%	1.45%	1.65%	1.25%	0.48%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both JAVA and DTD in my portfolio?

With a correlation of 0.91, JAVA 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, JAVA or DTD?

JAVA has higher volatility (3.94%) compared to DTD (2.60%). In terms of maximum drawdown, JAVA dropped -16.54% vs DTD's -58.19%.

Which ETF is better, JAVA or DTD?

On 3-year performance, DTD leads with 17.80% vs 16.74% for JAVA. On fees, DTD is cheaper at 0.28% per year. On volatility, DTD has been the lower-risk option at 2.60%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, JAVA or DTD?

Over the 3-year period, DTD has performed better with a 17.80% return vs 16.74%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, JAVA or DTD?

DTD is cheaper with a 0.28% expense ratio, compared with 0.44% for JAVA.

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

DTD has the higher dividend yield at 1.87%, compared with 1.22% for JAVA.

What is the main difference between JAVA and DTD?

They also come from different issuers: JPMorgan and WisdomTree. Their fees differ too: 0.44% for JAVA and 0.28% for DTD.

Which has better risk-adjusted returns?

DTD currently has the higher Sharpe Ratio (2.16 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.