VWID vs. DLN

Last updated Jun 4, 2026

VWID (Virtus WMC International Dividend ETF) and DLN (WisdomTree US LargeCap Dividend ETF) are both exchange-traded funds - VWID is a Dividend fund tracking the MSCI World ex USA Value Index (net), while DLN is a Large Cap Growth Equities fund tracking the WisdomTree LargeCap Dividend Index. Both are passively managed. Over the past 5 years, VWID returned 11.20%/yr vs 12.22%/yr for DLN. A 0.66 correlation means they provide meaningful diversification when combined. VWID charges 0.49%/yr vs 0.28%/yr for DLN.

Performance

VWID vs. DLN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Virtus WMC International Dividend ETF (VWID) and WisdomTree US LargeCap Dividend ETF (DLN). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, VWID achieves a 7.96% return, which is significantly lower than DLN's 9.93% return.

VWID

• 1D: 0.00%
• 1M: 0.00%
• YTD: 7.96%
• 6M: 12.61%
• 1Y: 27.11%
• 3Y*: 20.15%
• 5Y*: 11.20%
• 10Y*: —

DLN

• 1D: -0.51%
• 1M: 2.93%
• YTD: 9.93%
• 6M: 9.96%
• 1Y: 22.38%
• 3Y*: 18.35%
• 5Y*: 12.22%
• 10Y*: 12.68%

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

VWID vs. DLN - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
VWID Virtus WMC International Dividend ETF	7.96%	41.70%	3.10%	17.10%	-6.43%	11.63%	4.47%	23.97%	-10.48%	5.32%
DLN WisdomTree US LargeCap Dividend ETF	9.93%	15.53%	19.66%	9.95%	-3.78%	25.60%	4.59%	28.91%	-5.82%	5.35%

Correlation

The correlation between VWID and DLN is 0.63, 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	0.63
Correlation (3Y) Calculated over the trailing 3-year period	0.64
Correlation (5Y) Calculated over the trailing 5-year period	0.71
Correlation (All Time) Calculated using the full available price history since Oct 13, 2017	0.66

The correlation between VWID and DLN has been stable across timeframes, ranging from 0.63 to 0.71 - a consistent structural relationship.

VWID vs. DLN - Sectors Allocation Comparison

Sectors	VWID	DLN
Financial Services	29.9%	18.0%
Industrials	13.4%	7.9%
Energy	12.1%	8.5%
Consumer Defensive	8.0%	9.3%
Consumer Cyclical	7.2%	5.0%
Healthcare	5.9%	12.6%
Basic Materials	5.7%	1.0%
Communication Services	5.6%	7.8%
Real Estate	5.4%	4.0%
Utilities	3.6%	5.9%
Technology	3.3%	20.1%

Return for Risk

VWID vs. DLN — Risk / Return Rank

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

VWID

VWID Risk / Return Rank: 67
VWID Sharpe Ratio Rank: 68
VWID Sortino Ratio Rank: 68
VWID Omega Ratio Rank: 76
VWID Calmar Ratio Rank: 60
VWID Martin Ratio Rank: 64

DLN

DLN Risk / Return Rank: 77
DLN Sharpe Ratio Rank: 76
DLN Sortino Ratio Rank: 80
DLN Omega Ratio Rank: 75
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.

VWID vs. DLN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus WMC International Dividend ETF (VWID) and WisdomTree US LargeCap Dividend ETF (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.

	VWID	DLN	Difference
Sharpe ratio: Return per unit of total volatility	2.26	2.53	-0.27
Sortino ratio: Return per unit of downside risk	3.15	3.64	-0.50
Omega ratio: Gain probability vs. loss probability	1.45	1.46	0.00
Calmar ratio: Return relative to maximum drawdown	2.98	3.69	-0.70
Martin ratio: Return relative to average drawdown	11.61	15.59	-3.97
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VWID vs. DLN - Sharpe Ratio Comparison

The current VWID Sharpe Ratio is 2.26, which is comparable to the DLN Sharpe Ratio of 2.53. The chart below compares the historical Sharpe Ratios of VWID 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.

Sharpe Ratios by Period

	VWID	DLN	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.26	2.53	-0.27
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.80	0.93	-0.13
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.79	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.64	0.53	+0.11

Drawdowns

VWID vs. DLN - Drawdown Comparison

The maximum VWID drawdown since its inception was -34.64%, smaller than the maximum DLN drawdown of -57.84%. Use the drawdown chart below to compare losses from any high point for VWID and DLN.

Drawdown Indicators

	VWID	DLN	Difference
Max Drawdown Largest peak-to-trough decline	-34.64%	-57.84%	+23.20%
Max Drawdown (1Y) Largest decline over 1 year	-9.13%	-6.10%	-3.03%
Max Drawdown (3Y) Largest decline over 3 years	-12.14%	-13.71%	+1.57%
Max Drawdown (5Y) Largest decline over 5 years	-24.30%	-16.26%	-8.04%
Max Drawdown (10Y) Largest decline over 10 years	—	-35.82%	—
Current Drawdown Current decline from peak	-1.97%	-0.51%	-1.46%
Average Drawdown Average peak-to-trough decline	-4.69%	-7.52%	+2.83%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.34%	1.44%	+0.90%

Volatility

VWID vs. DLN - Volatility Comparison

The current volatility for Virtus WMC International Dividend ETF (VWID) is 0.00%, while WisdomTree US LargeCap Dividend ETF (DLN) has a volatility of 2.17%. This indicates that VWID experiences smaller price fluctuations and is considered to be less risky than DLN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VWID	DLN	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.00%	2.17%	-2.17%
Volatility (6M) Calculated over the trailing 6-month period	9.25%	6.77%	+2.48%
Volatility (1Y) Calculated over the trailing 1-year period	12.05%	8.87%	+3.18%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.15%	13.26%	+0.89%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.40%	16.16%	+0.24%

VWID vs. DLN - Expense Ratio Comparison

VWID has a 0.49% expense ratio, which is higher than DLN's 0.28% expense ratio.

Dividends

VWID vs. DLN - Dividend Comparison

VWID's dividend yield for the trailing twelve months is around 4.54%, more than DLN's 1.79% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DLN WisdomTree US LargeCap Dividend ETF	1.79%	1.90%	2.00%	2.43%	2.53%	2.01%	2.66%	2.51%	2.90%	2.33%	2.64%	2.80%
VWID Virtus WMC International Dividend ETF	4.54%	4.86%	4.48%	4.97%	5.73%	10.70%	4.71%	1.99%	4.55%	0.74%	0.00%	0.00%

Frequently Asked Questions

Can I hold both VWID and DLN in my portfolio?

VWID and DLN have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VWID or DLN?

DLN has higher volatility (2.17%) compared to VWID (0.00%). In terms of maximum drawdown, VWID dropped -34.64% vs DLN's -57.84%.

Which ETF is better, VWID or DLN?

On 5-year performance, DLN leads with 12.22% vs 11.20% for VWID. On fees, DLN is cheaper at 0.28% per year. On volatility, VWID has been the lower-risk option at 0.00%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, VWID or DLN?

Over the 5-year period, DLN has performed better with a 12.22% return vs 11.20%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, VWID or DLN?

DLN is cheaper with a 0.28% expense ratio, compared with 0.49% for VWID.

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

VWID has the higher dividend yield at 4.54%, compared with 1.79% for DLN.

What is the main difference between VWID and DLN?

VWID is categorized as Dividend, while DLN is Large Cap Growth Equities. VWID tracks MSCI World ex USA Value Index (net), while DLN tracks WisdomTree LargeCap Dividend Index. They also come from different issuers: Virtus and WisdomTree. Their fees differ too: 0.49% for VWID and 0.28% for DLN.

Which has better risk-adjusted returns?

DLN currently has the higher Sharpe Ratio (2.53 vs 2.26), 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.