STXV vs. DLN

Last updated Jun 24, 2026

STXV (Strive 1000 Value ETF) and DLN (WisdomTree U.S. LargeCap Dividend Fund) are both Large Cap Value Equities funds - STXV tracks the Bloomberg US 1000 Value while DLN tracks the WisdomTree U.S. LargeCap Dividend Index. Both are passively managed. Over the past 3 years, STXV returned 18.39%/yr vs 18.12%/yr for DLN. Their correlation of 0.91 suggests significant overlap in exposure. STXV charges 0.18%/yr vs 0.28%/yr for DLN.

Performance

STXV vs. DLN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Strive 1000 Value ETF (STXV) and WisdomTree U.S. LargeCap Dividend Fund (DLN). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, STXV achieves a 14.09% return, which is significantly higher than DLN's 9.95% return.

STXV

• 1D: 0.17%
• 1M: 1.51%
• YTD: 14.09%
• 6M: 13.65%
• 1Y: 27.91%
• 3Y*: 18.39%
• 5Y*: —
• 10Y*: —

DLN

• 1D: -0.13%
• 1M: 0.05%
• YTD: 9.95%
• 6M: 9.49%
• 1Y: 21.42%
• 3Y*: 18.12%
• 5Y*: 12.49%
• 10Y*: 12.86%

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

STXV vs. DLN - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
STXV Strive 1000 Value ETF	14.09%	16.26%	13.34%	9.28%	-0.08%
DLN WisdomTree U.S. LargeCap Dividend Fund	9.95%	15.53%	19.66%	9.95%	3.03%

Correlation

The correlation between STXV and DLN is 0.89, 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	0.89
Correlation (3Y) Calculated over the trailing 3-year period	0.90
Correlation (All Time) Calculated using the full available price history since Nov 10, 2022	0.91

The correlation between STXV and DLN has been stable across timeframes, ranging from 0.89 to 0.91 - a consistent structural relationship.

STXV vs. DLN - Sectors Allocation Comparison

Sectors	STXV	DLN
Financial Services	22.2%	17.4%
Healthcare	16.6%	12.6%
Technology	12.5%	22.8%
Energy	10.7%	7.9%
Consumer Defensive	7.8%	8.9%
Industrials	7.7%	7.8%
Utilities	6.2%	5.5%
Consumer Cyclical	5.7%	4.9%
Communication Services	4.1%	7.5%
Real Estate	3.4%	3.9%
Basic Materials	3.0%	1.0%

Return for Risk

STXV vs. DLN — Risk / Return Rank

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

STXV

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

DLN

DLN Risk / Return Rank: 78
DLN Sharpe Ratio Rank: 79
DLN Sortino Ratio Rank: 81
DLN Omega Ratio Rank: 77
DLN Calmar Ratio Rank: 73
DLN Martin Ratio Rank: 79

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.

STXV vs. DLN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Strive 1000 Value ETF (STXV) 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.

	STXV	DLN	Difference
Sharpe ratio: Return per unit of total volatility	2.76	2.39	+0.37
Sortino ratio: Return per unit of downside risk	3.90	3.40	+0.50
Omega ratio: Gain probability vs. loss probability	1.50	1.43	+0.07
Calmar ratio: Return relative to maximum drawdown	4.83	3.53	+1.30
Martin ratio: Return relative to average drawdown	17.51	14.80	+2.72

STXV vs. DLN - Sharpe Ratio Comparison

The current STXV Sharpe Ratio is 2.76, which is comparable to the DLN Sharpe Ratio of 2.39. The chart below compares the historical Sharpe Ratios of STXV and DLN, 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

STXV vs. DLN - Drawdown Comparison

The maximum STXV drawdown since its inception was -14.80%, smaller than the maximum DLN drawdown of -57.84%. Use the drawdown chart below to compare losses from any high point for STXV and DLN.

Drawdown Indicators

	STXV	DLN	Difference
Max Drawdown Largest peak-to-trough decline	-14.80%	-57.84%	+43.04%
Max Drawdown (1Y) Largest decline over 1 year	-5.81%	-6.10%	+0.29%
Max Drawdown (3Y) Largest decline over 3 years	-14.80%	-13.71%	-1.09%
Max Drawdown (5Y) Largest decline over 5 years	—	-16.26%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-35.82%	—
Current Drawdown Current decline from peak	-0.69%	-1.12%	+0.43%
Average Drawdown Average peak-to-trough decline	-2.72%	-7.50%	+4.78%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.60%	1.45%	+0.15%

Volatility

STXV vs. DLN - Volatility Comparison

Strive 1000 Value ETF (STXV) and WisdomTree U.S. LargeCap Dividend Fund (DLN) have volatilities of 2.69% and 2.78%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	STXV	DLN	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.69%	2.78%	-0.09%
Volatility (6M) Calculated over the trailing 6-month period	7.09%	7.00%	+0.09%
Volatility (1Y) Calculated over the trailing 1-year period	10.17%	9.03%	+1.14%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.20%	13.27%	-0.07%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.20%	16.14%	-2.94%

STXV vs. DLN - Expense Ratio Comparison

STXV has a 0.18% expense ratio, which is lower than DLN's 0.28% expense ratio.

Dividends

STXV vs. DLN - Dividend Comparison

STXV's dividend yield for the trailing twelve months is around 2.21%, more than DLN's 1.79% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DLN WisdomTree U.S. LargeCap Dividend Fund	1.79%	1.90%	2.00%	2.43%	2.53%	2.01%	2.66%	2.51%	2.90%	2.33%	2.64%	2.80%
STXV Strive 1000 Value ETF	2.21%	2.37%	2.36%	2.05%	0.47%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both STXV and DLN in my portfolio?

STXV and DLN have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, STXV or DLN?

DLN has higher volatility (2.78%) compared to STXV (2.69%). In terms of maximum drawdown, STXV dropped -14.80% vs DLN's -57.84%.

Which ETF is better, STXV or DLN?

On 3-year performance, STXV leads with 18.39% vs 18.12% for DLN. On fees, STXV is cheaper at 0.18% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, STXV or DLN?

Over the 3-year period, STXV has performed better with a 18.39% return vs 18.12%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, STXV or DLN?

STXV is cheaper with a 0.18% expense ratio, compared with 0.28% for DLN.

Which ETF pays a higher dividend yield, STXV or DLN?

STXV has the higher dividend yield at 2.21%, compared with 1.79% for DLN.

What is the main difference between STXV and DLN?

STXV tracks Bloomberg US 1000 Value, while DLN tracks WisdomTree U.S. LargeCap Dividend Index. They also come from different issuers: Strive and WisdomTree. Their fees differ too: 0.18% for STXV and 0.28% for DLN.

Which has better risk-adjusted returns?

STXV currently has the higher Sharpe Ratio (2.76 vs 2.39), 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.