ROE vs. DTD

Last updated Jun 24, 2026

ROE (Astoria US Equal Weight Quality Kings ETF) and DTD (WisdomTree U.S. Total Dividend Fund) are both Large Cap Value Equities funds. ROE is actively managed, while DTD is passively managed. Over the past year, ROE returned 35.20% vs 21.29% for DTD. Their correlation of 0.84 suggests significant overlap in exposure. ROE charges 0.49%/yr vs 0.28%/yr for DTD.

Performance

ROE vs. DTD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Astoria US Equal Weight Quality Kings ETF (ROE) 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, ROE achieves a 19.29% return, which is significantly higher than DTD's 10.39% return.

ROE

• 1D: -2.17%
• 1M: 2.62%
• YTD: 19.29%
• 6M: 17.72%
• 1Y: 35.20%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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)

ROE vs. DTD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
ROE Astoria US Equal Weight Quality Kings ETF	19.29%	17.20%	18.34%	4.31%
DTD WisdomTree U.S. Total Dividend Fund	10.39%	14.25%	18.56%	3.16%

Correlation

The correlation between ROE and DTD is 0.74, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.74
Correlation (All Time) Calculated using the full available price history since Aug 1, 2023	0.84

The correlation between ROE and DTD shifts across timeframes, from 0.74 (1 year) to 0.84 (all time), reflecting how their relationship changes across market environments.

ROE vs. DTD - Sectors Allocation Comparison

Sectors	ROE	DTD
Technology	40.3%	20.9%
Financial Services	10.6%	18.2%
Communication Services	10.4%	7.2%
Consumer Cyclical	8.9%	5.5%
Industrials	8.7%	8.4%
Healthcare	8.1%	11.5%
Consumer Defensive	4.3%	8.4%
Energy	3.3%	7.8%
Utilities	2.0%	5.5%
Real Estate	1.8%	5.1%
Basic Materials	1.7%	1.5%

Return for Risk

ROE vs. DTD — Risk / Return Rank

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

ROE

ROE Risk / Return Rank: 81
ROE Sharpe Ratio Rank: 80
ROE Sortino Ratio Rank: 77
ROE Omega Ratio Rank: 77
ROE Calmar Ratio Rank: 82
ROE Martin Ratio Rank: 88

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.

ROE vs. DTD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Astoria US Equal Weight Quality Kings ETF (ROE) 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.

	ROE	DTD	Difference
Sharpe ratio: Return per unit of total volatility	2.39	2.28	+0.11
Sortino ratio: Return per unit of downside risk	3.17	3.23	-0.05
Omega ratio: Gain probability vs. loss probability	1.42	1.41	+0.01
Calmar ratio: Return relative to maximum drawdown	4.09	3.39	+0.69
Martin ratio: Return relative to average drawdown	17.99	14.00	+3.99

ROE vs. DTD - Sharpe Ratio Comparison

The current ROE Sharpe Ratio is 2.39, which is comparable to the DTD Sharpe Ratio of 2.28. The chart below compares the historical Sharpe Ratios of ROE 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

ROE vs. DTD - Drawdown Comparison

The maximum ROE drawdown since its inception was -19.10%, smaller than the maximum DTD drawdown of -58.19%. Use the drawdown chart below to compare losses from any high point for ROE and DTD.

Drawdown Indicators

	ROE	DTD	Difference
Max Drawdown Largest peak-to-trough decline	-19.10%	-58.19%	+39.09%
Max Drawdown (1Y) Largest decline over 1 year	-8.66%	-6.30%	-2.36%
Max Drawdown (3Y) Largest decline over 3 years	—	-14.41%	—
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	-2.17%	-0.92%	-1.25%
Average Drawdown Average peak-to-trough decline	-2.57%	-7.32%	+4.75%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.96%	1.52%	+0.44%

Volatility

ROE vs. DTD - Volatility Comparison

Astoria US Equal Weight Quality Kings ETF (ROE) has a higher volatility of 6.40% compared to WisdomTree U.S. Total Dividend Fund (DTD) at 2.65%. This indicates that ROE'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

	ROE	DTD	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.40%	2.65%	+3.75%
Volatility (6M) Calculated over the trailing 6-month period	11.76%	7.13%	+4.63%
Volatility (1Y) Calculated over the trailing 1-year period	14.84%	9.41%	+5.43%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.99%	13.56%	+2.43%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.99%	16.19%	-0.20%

ROE vs. DTD - Expense Ratio Comparison

ROE has a 0.49% expense ratio, which is higher than DTD's 0.28% expense ratio.

Dividends

ROE vs. DTD - Dividend Comparison

ROE's dividend yield for the trailing twelve months is around 0.95%, 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%
ROE Astoria US Equal Weight Quality Kings ETF	0.95%	0.97%	1.18%	0.68%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both ROE and DTD in my portfolio?

ROE and DTD have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ROE or DTD?

ROE has higher volatility (6.40%) compared to DTD (2.65%). In terms of maximum drawdown, ROE dropped -19.10% vs DTD's -58.19%.

Which ETF is better, ROE or DTD?

On 1-year performance, ROE leads with 35.20% vs 21.29% 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, ROE or DTD?

Over the 1-year period, ROE has performed better with a 35.20% return vs 21.29%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, ROE or DTD?

DTD is cheaper with a 0.28% expense ratio, compared with 0.49% for ROE.

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

DTD has the higher dividend yield at 1.86%, compared with 0.95% for ROE.

What is the main difference between ROE and DTD?

They also come from different issuers: Astoria and WisdomTree. Their fees differ too: 0.49% for ROE and 0.28% for DTD.

Which has better risk-adjusted returns?

ROE currently has the higher Sharpe Ratio (2.39 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.