SHEL vs. DLN
SHEL (Shell plc) is a stock, while DLN (WisdomTree U.S. LargeCap Dividend Fund) is Large Cap Value Equities fund tracking the WisdomTree U.S. LargeCap Dividend Index. Over the past 10 years, SHEL returned 7.84%/yr vs 12.54%/yr for DLN. A 0.53 correlation means they provide meaningful diversification when combined.
Performance
SHEL vs. DLN - Performance Comparison
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Returns By Period
In the year-to-date period, SHEL achieves a 6.58% return, which is significantly lower than DLN's 10.51% return. Over the past 10 years, SHEL has underperformed DLN with an annualized return of 7.84%, while DLN has yielded a comparatively higher 12.54% annualized return.
SHEL
- 1D
- 0.47%
- 1M
- -8.59%
- YTD
- 6.58%
- 6M
- 7.10%
- 1Y
- 12.49%
- 3Y*
- 12.82%
- 5Y*
- 19.25%
- 10Y*
- 7.84%
DLN
- 1D
- 0.58%
- 1M
- 0.52%
- YTD
- 10.51%
- 6M
- 9.76%
- 1Y
- 20.42%
- 3Y*
- 17.35%
- 5Y*
- 12.42%
- 10Y*
- 12.54%
SHEL vs. DLN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SHEL Shell plc | 6.58% | 22.16% | -0.87% | 20.19% | 36.18% | 34.27% | -41.08% | 6.38% | -7.23% | 21.67% |
DLN WisdomTree U.S. LargeCap Dividend Fund | 10.51% | 15.53% | 19.66% | 9.95% | -3.78% | 25.60% | 4.59% | 28.91% | -5.82% | 18.22% |
Correlation
The correlation between SHEL and DLN is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.31 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.38 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.44 |
Correlation (All Time) Calculated using the full available price history since Jun 16, 2006 | 0.53 |
Over the past year, the correlation between SHEL and DLN has dropped to 0.20 - well below their long-term average of 0.53, suggesting their price drivers have been diverging.
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Return for Risk
SHEL vs. DLN — Risk / Return Rank
SHEL
DLN
SHEL vs. DLN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Shell plc (SHEL) and WisdomTree U.S. LargeCap Dividend Fund (DLN). 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.
| SHEL | DLN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.69 | ||
| Sortino ratioReturn per unit of downside risk | -2.34 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.41 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | 0.70 | 3.36 | -2.67 |
| Martin ratioReturn relative to average drawdown | 2.51 | 14.05 | -11.54 |
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Drawdowns
SHEL vs. DLN - Drawdown Comparison
The maximum SHEL drawdown since its inception was -71.57%, which is greater than DLN's maximum drawdown of -57.84%. Use the drawdown chart below to compare losses from any high point for SHEL and DLN.
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Drawdown Indicators
| SHEL | DLN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.57% | -57.84% | -13.73% |
Max Drawdown (1Y)Largest decline over 1 year | -17.98% | -6.10% | -11.88% |
Max Drawdown (3Y)Largest decline over 3 years | -18.47% | -13.71% | -4.76% |
Max Drawdown (5Y)Largest decline over 5 years | -25.04% | -16.26% | -8.78% |
Max Drawdown (10Y)Largest decline over 10 years | -71.57% | -35.82% | -35.75% |
Current DrawdownCurrent decline from peak | -17.59% | -0.62% | -16.97% |
Average DrawdownAverage peak-to-trough decline | -16.73% | -7.50% | -9.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.99% | 1.46% | +3.53% |
Volatility
SHEL vs. DLN - Volatility Comparison
Shell plc (SHEL) has a higher volatility of 6.42% compared to WisdomTree U.S. LargeCap Dividend Fund (DLN) at 2.77%. This indicates that SHEL's price experiences larger fluctuations and is considered to be riskier than DLN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SHEL | DLN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.42% | 2.77% | +3.65% |
Volatility (6M)Calculated over the trailing 6-month period | 18.04% | 6.98% | +11.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.32% | 9.00% | +12.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.04% | 13.27% | +11.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.66% | 16.12% | +14.54% |
Dividends
SHEL vs. DLN - Dividend Comparison
SHEL's dividend yield for the trailing twelve months is around 3.85%, more than DLN's 1.78% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DLN WisdomTree U.S. LargeCap Dividend Fund | 1.78% | 1.90% | 2.00% | 2.43% | 2.53% | 2.01% | 2.66% | 2.51% | 2.90% | 2.33% | 2.64% | 2.80% |
SHEL Shell plc | 3.85% | 3.90% | 4.39% | 3.76% | 3.48% | 3.78% | 5.69% | 6.27% | 6.27% | 2.75% | 6.49% | 8.17% |
Frequently Asked Questions
SHEL and DLN have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SHEL has higher volatility (6.42%) compared to DLN (2.77%). In terms of maximum drawdown, SHEL dropped -71.57% vs DLN's -57.84%.
DLN currently has the higher Sharpe Ratio (2.28 vs 0.59), 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.
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