VONV vs. DTD

Last updated Jun 24, 2026

VONV (Vanguard Russell 1000 Value ETF) and DTD (WisdomTree U.S. Total Dividend Fund) are both Large Cap Value Equities funds - VONV tracks the Russell 1000 Value Index while DTD tracks the WisdomTree U.S. Dividend Index. Both are passively managed. Over the past 10 years, VONV returned 11.72%/yr vs 12.37%/yr for DTD. Their correlation of 0.94 suggests significant overlap in exposure. VONV charges 0.06%/yr vs 0.28%/yr for DTD.

Performance

VONV vs. DTD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Russell 1000 Value ETF (VONV) 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, VONV achieves a 15.40% return, which is significantly higher than DTD's 10.39% return. Over the past 10 years, VONV has underperformed DTD with an annualized return of 11.72%, while DTD has yielded a comparatively higher 12.37% annualized return.

VONV

• 1D: -1.08%
• 1M: 2.29%
• YTD: 15.40%
• 6M: 14.70%
• 1Y: 28.31%
• 3Y*: 18.58%
• 5Y*: 11.00%
• 10Y*: 11.72%

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)

VONV vs. DTD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
VONV Vanguard Russell 1000 Value ETF	15.40%	15.81%	14.28%	11.40%	-7.65%	25.28%	2.71%	26.48%	-8.45%	13.59%
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 VONV and DTD is 0.91, 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	0.91
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 Sep 22, 2010	0.94

The correlation between VONV and DTD has been stable across timeframes, ranging from 0.91 to 0.96 - a consistent structural relationship.

VONV vs. DTD - Sectors Allocation Comparison

Sectors	VONV	DTD
Financial Services	18.9%	18.2%
Technology	14.9%	20.9%
Industrials	13.1%	8.4%
Healthcare	10.9%	11.5%
Communication Services	8.5%	7.2%
Consumer Cyclical	7.3%	5.5%
Consumer Defensive	7.2%	8.4%
Energy	7.0%	7.8%
Utilities	4.4%	5.5%
Real Estate	4.1%	5.1%
Basic Materials	3.8%	1.5%

Return for Risk

VONV vs. DTD — Risk / Return Rank

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

VONV

VONV Risk / Return Rank: 83
VONV Sharpe Ratio Rank: 82
VONV Sortino Ratio Rank: 84
VONV Omega Ratio Rank: 80
VONV Calmar Ratio Rank: 82
VONV Martin Ratio Rank: 86

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.

VONV vs. DTD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Russell 1000 Value ETF (VONV) 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.

	VONV	DTD	Difference
Sharpe ratio: Return per unit of total volatility	2.52	2.28	+0.24
Sortino ratio: Return per unit of downside risk	3.53	3.23	+0.30
Omega ratio: Gain probability vs. loss probability	1.45	1.41	+0.04
Calmar ratio: Return relative to maximum drawdown	4.17	3.39	+0.78
Martin ratio: Return relative to average drawdown	17.35	14.00	+3.35

VONV vs. DTD - Sharpe Ratio Comparison

The current VONV Sharpe Ratio is 2.52, which is comparable to the DTD Sharpe Ratio of 2.28. The chart below compares the historical Sharpe Ratios of VONV 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

VONV vs. DTD - Drawdown Comparison

The maximum VONV drawdown since its inception was -38.21%, smaller than the maximum DTD drawdown of -58.19%. Use the drawdown chart below to compare losses from any high point for VONV and DTD.

Drawdown Indicators

	VONV	DTD	Difference
Max Drawdown Largest peak-to-trough decline	-38.21%	-58.19%	+19.98%
Max Drawdown (1Y) Largest decline over 1 year	-6.81%	-6.30%	-0.51%
Max Drawdown (3Y) Largest decline over 3 years	-15.70%	-14.41%	-1.29%
Max Drawdown (5Y) Largest decline over 5 years	-18.87%	-16.14%	-2.73%
Max Drawdown (10Y) Largest decline over 10 years	-38.21%	-37.29%	-0.92%
Current Drawdown Current decline from peak	-1.15%	-0.92%	-0.23%
Average Drawdown Average peak-to-trough decline	-3.90%	-7.32%	+3.42%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.64%	1.52%	+0.12%

Volatility

VONV vs. DTD - Volatility Comparison

Vanguard Russell 1000 Value ETF (VONV) has a higher volatility of 4.13% compared to WisdomTree U.S. Total Dividend Fund (DTD) at 2.65%. This indicates that VONV'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

	VONV	DTD	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.13%	2.65%	+1.48%
Volatility (6M) Calculated over the trailing 6-month period	8.70%	7.13%	+1.57%
Volatility (1Y) Calculated over the trailing 1-year period	11.30%	9.41%	+1.89%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.81%	13.56%	+1.25%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.23%	16.19%	+1.04%

VONV vs. DTD - Expense Ratio Comparison

VONV has a 0.06% expense ratio, which is lower than DTD's 0.28% expense ratio.

Dividends

VONV vs. DTD - Dividend Comparison

VONV's dividend yield for the trailing twelve months is around 1.63%, 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%
VONV Vanguard Russell 1000 Value ETF	1.63%	1.82%	1.97%	2.10%	2.22%	1.67%	2.25%	2.30%	2.56%	2.18%	2.39%	2.38%

Frequently Asked Questions

Can I hold both VONV and DTD in my portfolio?

With a correlation of 0.91, VONV 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, VONV or DTD?

VONV has higher volatility (4.13%) compared to DTD (2.65%). In terms of maximum drawdown, VONV dropped -38.21% vs DTD's -58.19%.

Which ETF is better, VONV or DTD?

On 10-year performance, DTD leads with 12.37% vs 11.72% for VONV. On fees, VONV is cheaper at 0.06% 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, VONV or DTD?

Over the 10-year period, DTD has performed better with a 12.37% return vs 11.72%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, VONV or DTD?

VONV is cheaper with a 0.06% expense ratio, compared with 0.28% for DTD.

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

DTD has the higher dividend yield at 1.86%, compared with 1.63% for VONV.

What is the main difference between VONV and DTD?

VONV tracks Russell 1000 Value Index, while DTD tracks WisdomTree U.S. Dividend Index. They also come from different issuers: Vanguard and WisdomTree. Their fees differ too: 0.06% for VONV and 0.28% for DTD.

Which has better risk-adjusted returns?

VONV currently has the higher Sharpe Ratio (2.52 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.