PRF vs. DTD

Last updated Jun 24, 2026

PRF (Invesco RAFI US 1000 ETF) and DTD (WisdomTree U.S. Total Dividend Fund) are both Large Cap Value Equities funds - PRF tracks the RAFI Fundamental Select US 1000 Index while DTD tracks the WisdomTree U.S. Dividend Index. Both are passively managed. Over the past 10 years, PRF returned 13.99%/yr vs 12.37%/yr for DTD. Their correlation of 0.95 suggests significant overlap in exposure. PRF charges 0.34%/yr vs 0.28%/yr for DTD.

Performance

PRF vs. DTD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco RAFI US 1000 ETF (PRF) 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, PRF achieves a 14.83% return, which is significantly higher than DTD's 10.39% return. Over the past 10 years, PRF has outperformed DTD with an annualized return of 13.99%, while DTD has yielded a comparatively lower 12.37% annualized return.

PRF

• 1D: -0.54%
• 1M: 0.85%
• YTD: 14.83%
• 6M: 14.24%
• 1Y: 31.19%
• 3Y*: 20.98%
• 5Y*: 12.86%
• 10Y*: 13.99%

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)

PRF vs. DTD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
PRF Invesco RAFI US 1000 ETF	14.83%	18.33%	16.73%	15.72%	-7.79%	31.12%	7.78%	27.42%	-8.71%	16.01%
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 PRF and DTD is 0.90, 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	0.90
Correlation (3Y) Calculated over the trailing 3-year period	0.95
Correlation (5Y) Calculated over the trailing 5-year period	0.96
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 PRF and DTD has been stable across timeframes, ranging from 0.90 to 0.96 - a consistent structural relationship.

PRF vs. DTD - Sectors Allocation Comparison

Sectors	PRF	DTD
Technology	24.4%	20.9%
Financial Services	15.6%	18.2%
Healthcare	11.6%	11.5%
Communication Services	9.1%	7.2%
Industrials	9.0%	8.4%
Consumer Cyclical	8.7%	5.5%
Energy	7.2%	7.8%
Consumer Defensive	5.9%	8.4%
Basic Materials	3.3%	1.5%
Utilities	3.0%	5.5%
Real Estate	2.3%	5.1%

Return for Risk

PRF vs. DTD — Risk / Return Rank

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

PRF

PRF Risk / Return Rank: 89
PRF Sharpe Ratio Rank: 89
PRF Sortino Ratio Rank: 90
PRF Omega Ratio Rank: 88
PRF Calmar Ratio Rank: 87
PRF Martin Ratio Rank: 90

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.

PRF vs. DTD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco RAFI US 1000 ETF (PRF) 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.

	PRF	DTD	Difference
Sharpe ratio: Return per unit of total volatility	2.86	2.28	+0.58
Sortino ratio: Return per unit of downside risk	3.94	3.23	+0.72
Omega ratio: Gain probability vs. loss probability	1.52	1.41	+0.10
Calmar ratio: Return relative to maximum drawdown	4.75	3.39	+1.36
Martin ratio: Return relative to average drawdown	19.37	14.00	+5.37

PRF vs. DTD - Sharpe Ratio Comparison

The current PRF Sharpe Ratio is 2.86, which is comparable to the DTD Sharpe Ratio of 2.28. The chart below compares the historical Sharpe Ratios of PRF 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

PRF vs. DTD - Drawdown Comparison

The maximum PRF drawdown since its inception was -60.35%, roughly equal to the maximum DTD drawdown of -58.19%. Use the drawdown chart below to compare losses from any high point for PRF and DTD.

Drawdown Indicators

	PRF	DTD	Difference
Max Drawdown Largest peak-to-trough decline	-60.35%	-58.19%	-2.16%
Max Drawdown (1Y) Largest decline over 1 year	-6.59%	-6.30%	-0.29%
Max Drawdown (3Y) Largest decline over 3 years	-15.82%	-14.41%	-1.41%
Max Drawdown (5Y) Largest decline over 5 years	-19.72%	-16.14%	-3.58%
Max Drawdown (10Y) Largest decline over 10 years	-38.16%	-37.29%	-0.87%
Current Drawdown Current decline from peak	-1.39%	-0.92%	-0.47%
Average Drawdown Average peak-to-trough decline	-6.91%	-7.32%	+0.41%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.61%	1.52%	+0.09%

Volatility

PRF vs. DTD - Volatility Comparison

Invesco RAFI US 1000 ETF (PRF) has a higher volatility of 3.70% compared to WisdomTree U.S. Total Dividend Fund (DTD) at 2.65%. This indicates that PRF'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

	PRF	DTD	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.70%	2.65%	+1.05%
Volatility (6M) Calculated over the trailing 6-month period	8.24%	7.13%	+1.11%
Volatility (1Y) Calculated over the trailing 1-year period	10.99%	9.41%	+1.58%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.20%	13.56%	+1.64%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.65%	16.19%	+1.46%

PRF vs. DTD - Expense Ratio Comparison

PRF has a 0.34% expense ratio, which is higher than DTD's 0.28% expense ratio.

Dividends

PRF vs. DTD - Dividend Comparison

PRF's dividend yield for the trailing twelve months is around 1.39%, 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%
PRF Invesco RAFI US 1000 ETF	1.39%	1.59%	1.78%	1.84%	2.01%	1.58%	1.97%	1.99%	2.25%	1.58%	2.17%	2.25%

Frequently Asked Questions

Can I hold both PRF and DTD in my portfolio?

With a correlation of 0.90, PRF 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, PRF or DTD?

PRF has higher volatility (3.70%) compared to DTD (2.65%). In terms of maximum drawdown, PRF dropped -60.35% vs DTD's -58.19%.

Which ETF is better, PRF or DTD?

On 10-year performance, PRF leads with 13.99% vs 12.37% for DTD. On fees, DTD is cheaper at 0.28% 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, PRF or DTD?

Over the 10-year period, PRF has performed better with a 13.99% return vs 12.37%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, PRF or DTD?

DTD is cheaper with a 0.28% expense ratio, compared with 0.34% for PRF.

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

DTD has the higher dividend yield at 1.86%, compared with 1.39% for PRF.

What is the main difference between PRF and DTD?

PRF tracks RAFI Fundamental Select US 1000 Index, while DTD tracks WisdomTree U.S. Dividend Index. They also come from different issuers: Invesco and WisdomTree. Their fees differ too: 0.34% for PRF and 0.28% for DTD.

Which has better risk-adjusted returns?

PRF currently has the higher Sharpe Ratio (2.86 vs 2.28), 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.