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PWV vs. DTD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PWV vs. DTD - Performance Comparison

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

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Returns By Period

In the year-to-date period, PWV achieves a 14.78% return, which is significantly higher than DTD's 10.39% return. Both investments have delivered pretty close results over the past 10 years, with PWV having a 12.27% annualized return and DTD not far ahead at 12.37%.


PWV

1D
1.24%
1M
1.86%
YTD
14.78%
6M
14.57%
1Y
27.50%
3Y*
21.17%
5Y*
14.04%
10Y*
12.27%

DTD

1D
0.15%
1M
0.37%
YTD
10.39%
6M
9.86%
1Y
22.30%
3Y*
17.90%
5Y*
12.27%
10Y*
12.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PWV vs. DTD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PWV
Invesco Dynamic Large Cap Value ETF
14.78%19.65%14.48%10.36%-1.16%29.06%-3.77%29.84%-14.12%16.98%
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 PWV and DTD is 0.85, 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

0.85

Correlation (3Y)
Calculated over the trailing 3-year period

0.89

Correlation (5Y)
Calculated over the trailing 5-year period

0.92

Correlation (10Y)
Calculated over the trailing 10-year period

0.91

Correlation (All Time)
Calculated using the full available price history since Jun 16, 2006

0.92

The correlation between PWV and DTD has been stable across timeframes, ranging from 0.85 to 0.92 - a consistent structural relationship.

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Return for Risk

PWV vs. DTD — Risk / Return Rank

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

PWV
PWV Risk / Return Rank: 9191
Overall Rank
PWV Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
PWV Sortino Ratio Rank: 9292
Sortino Ratio Rank
PWV Omega Ratio Rank: 8787
Omega Ratio Rank
PWV Calmar Ratio Rank: 9494
Calmar Ratio Rank
PWV Martin Ratio Rank: 9393
Martin Ratio Rank

DTD
DTD Risk / Return Rank: 7777
Overall Rank
DTD Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
DTD Sortino Ratio Rank: 7979
Sortino Ratio Rank
DTD Omega Ratio Rank: 7676
Omega Ratio Rank
DTD Calmar Ratio Rank: 7373
Calmar Ratio Rank
DTD Martin Ratio Rank: 7878
Martin Ratio Rank
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.

PWV vs. DTD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Dynamic Large Cap Value ETF (PWV) 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.


PWVDTDDifference
Sharpe ratioReturn per unit of total volatility

+0.52

Sortino ratioReturn per unit of downside risk

+0.82

Omega ratioGain probability vs. loss probability

1.51

1.43

+0.08

Calmar ratioReturn relative to maximum drawdown

6.81

3.55

+3.26

Martin ratioReturn relative to average drawdown

22.78

14.68

+8.10

PWV vs. DTD - Sharpe Ratio Comparison

The current PWV Sharpe Ratio is 2.90, which is comparable to the DTD Sharpe Ratio of 2.38. The chart below compares the historical Sharpe Ratios of PWV 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.


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Drawdowns

PWV vs. DTD - Drawdown Comparison

The maximum PWV drawdown since its inception was -49.04%, smaller than the maximum DTD drawdown of -58.19%. Use the drawdown chart below to compare losses from any high point for PWV and DTD.


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Drawdown Indicators


PWVDTDDifference

Max Drawdown

Largest peak-to-trough decline

-49.04%

-58.19%

+9.15%

Max Drawdown (1Y)

Largest decline over 1 year

-4.05%

-6.30%

+2.25%

Max Drawdown (3Y)

Largest decline over 3 years

-14.31%

-14.41%

+0.10%

Max Drawdown (5Y)

Largest decline over 5 years

-16.36%

-16.14%

-0.22%

Max Drawdown (10Y)

Largest decline over 10 years

-37.67%

-37.29%

-0.38%

Current Drawdown

Current decline from peak

-1.08%

-0.92%

-0.16%

Average Drawdown

Average peak-to-trough decline

-9.48%

-7.32%

-2.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.21%

1.52%

-0.31%

Volatility

PWV vs. DTD - Volatility Comparison

Invesco Dynamic Large Cap Value ETF (PWV) has a higher volatility of 3.30% compared to WisdomTree U.S. Total Dividend Fund (DTD) at 2.66%. This indicates that PWV'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.


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Volatility by Period


PWVDTDDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.30%

2.66%

+0.64%

Volatility (6M)

Calculated over the trailing 6-month period

6.99%

7.13%

-0.14%

Volatility (1Y)

Calculated over the trailing 1-year period

9.55%

9.43%

+0.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.33%

13.57%

+0.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.18%

16.22%

+0.96%

PWV vs. DTD - Expense Ratio Comparison

PWV has a 0.58% expense ratio, which is higher than DTD's 0.28% expense ratio.


Dividends

PWV vs. DTD - Dividend Comparison

PWV's dividend yield for the trailing twelve months is around 2.33%, more than DTD's 1.86% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
PWV
Invesco Dynamic Large Cap Value ETF
2.33%2.12%2.08%2.16%2.29%1.89%2.66%2.24%2.34%1.55%2.35%2.42%

Frequently Asked Questions


PWV and DTD have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PWV has higher volatility (3.30%) compared to DTD (2.66%). In terms of maximum drawdown, PWV dropped -49.04% vs DTD's -58.19%.

On 10-year performance, DTD leads with 12.37% vs 12.27% for PWV. On fees, DTD is cheaper at 0.28% per year. On volatility, DTD has been the lower-risk option at 2.66%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, DTD has performed better with a 12.37% return vs 12.27%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DTD is cheaper with a 0.28% expense ratio, compared with 0.58% for PWV.

PWV has the higher dividend yield at 2.33%, compared with 1.86% for DTD.

PWV tracks Dynamic Large Cap Value Intellidex Index (AMEX), while DTD tracks WisdomTree U.S. Dividend Index. They also come from different issuers: Invesco and WisdomTree. Their fees differ too: 0.58% for PWV and 0.28% for DTD.

PWV currently has the higher Sharpe Ratio (2.90 vs 2.38), 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.

Portfolio Optimizer

Find the right allocation for PWV and DTD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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