WTV vs. VTV

Last updated Jun 24, 2026

WTV (WisdomTree U.S. Value Fund) and VTV (Vanguard Value ETF) are both exchange-traded funds - WTV is a Mid Cap Value Equities fund actively managed by WisdomTree, while VTV is a Large Cap Value Equities fund tracking the CRSP US Large Cap Value Index. WTV is actively managed, while VTV is passively managed. Over the past 5 years, WTV returned 13.43%/yr vs 12.22%/yr for VTV. Their correlation of 0.89 suggests significant overlap in exposure. WTV charges 0.12%/yr vs 0.04%/yr for VTV.

Performance

WTV vs. VTV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree U.S. Value Fund (WTV) and Vanguard Value ETF (VTV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, WTV achieves a 10.06% return, which is significantly lower than VTV's 14.47% return.

WTV

• 1D: 0.33%
• 1M: 0.27%
• YTD: 10.06%
• 6M: 9.41%
• 1Y: 22.34%
• 3Y*: 21.29%
• 5Y*: 13.43%
• 10Y*: —

VTV

• 1D: -0.56%
• 1M: 3.10%
• YTD: 14.47%
• 6M: 13.93%
• 1Y: 27.19%
• 3Y*: 18.66%
• 5Y*: 12.22%
• 10Y*: 12.95%

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

WTV vs. VTV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
WTV WisdomTree U.S. Value Fund	10.06%	13.51%	23.99%	22.35%	-8.06%	30.59%	6.15%	29.69%	-8.29%	1.58%
VTV Vanguard Value ETF	14.47%	15.27%	15.95%	9.32%	-2.09%	26.53%	2.33%	25.66%	-5.47%	1.32%

Correlation

The correlation between WTV and VTV is 0.85, 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	0.85
Correlation (3Y) Calculated over the trailing 3-year period	0.89
Correlation (5Y) Calculated over the trailing 5-year period	0.91
Correlation (All Time) Calculated using the full available price history since Dec 15, 2017	0.89

The correlation between WTV and VTV has been stable across timeframes, ranging from 0.85 to 0.91 - a consistent structural relationship.

WTV vs. VTV - Sectors Allocation Comparison

Sectors	WTV	VTV
Financial Services	18.5%	21.5%
Technology	18.3%	16.4%
Consumer Cyclical	10.6%	4.0%
Industrials	10.3%	13.9%
Consumer Defensive	9.9%	8.9%
Healthcare	7.5%	14.1%
Communication Services	6.5%	3.1%
Energy	6.4%	7.4%
Real Estate	5.4%	2.7%
Utilities	4.5%	4.8%
Basic Materials	2.2%	3.0%

Return for Risk

WTV vs. VTV — Risk / Return Rank

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

WTV

WTV Risk / Return Rank: 61
WTV Sharpe Ratio Rank: 59
WTV Sortino Ratio Rank: 62
WTV Omega Ratio Rank: 57
WTV Calmar Ratio Rank: 66
WTV Martin Ratio Rank: 59

VTV

VTV Risk / Return Rank: 84
VTV Sharpe Ratio Rank: 85
VTV Sortino Ratio Rank: 87
VTV Omega Ratio Rank: 82
VTV Calmar Ratio Rank: 83
VTV Martin Ratio Rank: 83

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.

WTV vs. VTV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. Value Fund (WTV) and Vanguard Value ETF (VTV). 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.

	WTV	VTV	Difference
Sharpe ratio: Return per unit of total volatility	1.89	2.63	-0.74
Sortino ratio: Return per unit of downside risk	2.75	3.75	-1.00
Omega ratio: Gain probability vs. loss probability	1.34	1.47	-0.13
Calmar ratio: Return relative to maximum drawdown	3.14	4.30	-1.16
Martin ratio: Return relative to average drawdown	10.16	16.20	-6.04

WTV vs. VTV - Sharpe Ratio Comparison

The current WTV Sharpe Ratio is 1.89, which is comparable to the VTV Sharpe Ratio of 2.63. The chart below compares the historical Sharpe Ratios of WTV and VTV, 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

WTV vs. VTV - Drawdown Comparison

The maximum WTV drawdown since its inception was -42.18%, smaller than the maximum VTV drawdown of -59.27%. Use the drawdown chart below to compare losses from any high point for WTV and VTV.

Drawdown Indicators

	WTV	VTV	Difference
Max Drawdown Largest peak-to-trough decline	-42.18%	-59.27%	+17.09%
Max Drawdown (1Y) Largest decline over 1 year	-7.15%	-6.35%	-0.80%
Max Drawdown (3Y) Largest decline over 3 years	-18.49%	-14.52%	-3.97%
Max Drawdown (5Y) Largest decline over 5 years	-19.30%	-17.04%	-2.26%
Max Drawdown (10Y) Largest decline over 10 years	—	-36.78%	—
Current Drawdown Current decline from peak	-1.54%	-0.56%	-0.98%
Average Drawdown Average peak-to-trough decline	-5.03%	-7.85%	+2.82%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.20%	1.68%	+0.52%

Volatility

WTV vs. VTV - Volatility Comparison

WisdomTree U.S. Value Fund (WTV) has a higher volatility of 3.65% compared to Vanguard Value ETF (VTV) at 3.41%. This indicates that WTV's price experiences larger fluctuations and is considered to be riskier than VTV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	WTV	VTV	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.65%	3.41%	+0.24%
Volatility (6M) Calculated over the trailing 6-month period	8.20%	7.85%	+0.35%
Volatility (1Y) Calculated over the trailing 1-year period	11.90%	10.39%	+1.51%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	17.08%	13.88%	+3.20%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	20.16%	16.65%	+3.51%

WTV vs. VTV - Expense Ratio Comparison

WTV has a 0.12% expense ratio, which is higher than VTV's 0.04% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

Dividends

WTV vs. VTV - Dividend Comparison

WTV's dividend yield for the trailing twelve months is around 1.66%, less than VTV's 1.83% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
VTV Vanguard Value ETF	1.83%	2.05%	2.31%	2.46%	2.52%	2.15%	2.56%	2.50%	2.73%	2.29%	2.44%	2.60%
WTV WisdomTree U.S. Value Fund	1.66%	1.59%	1.54%	1.62%	2.08%	1.55%	1.63%	1.44%	1.94%	0.41%	0.00%	0.00%

Frequently Asked Questions

Can I hold both WTV and VTV in my portfolio?

WTV and VTV have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, WTV or VTV?

WTV has higher volatility (3.65%) compared to VTV (3.41%). In terms of maximum drawdown, WTV dropped -42.18% vs VTV's -59.27%.

Which ETF is better, WTV or VTV?

On 5-year performance, WTV leads with 13.43% vs 12.22% for VTV. On fees, VTV is cheaper at 0.04% per year. On volatility, VTV has been the lower-risk option at 3.41%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, WTV or VTV?

Over the 5-year period, WTV has performed better with a 13.43% return vs 12.22%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, WTV or VTV?

VTV is cheaper with a 0.04% expense ratio, compared with 0.12% for WTV.

Which ETF pays a higher dividend yield, WTV or VTV?

VTV has the higher dividend yield at 1.83%, compared with 1.66% for WTV.

What is the main difference between WTV and VTV?

WTV is categorized as Mid Cap Value Equities, while VTV is Large Cap Value Equities. They also come from different issuers: WisdomTree and Vanguard. Their fees differ too: 0.12% for WTV and 0.04% for VTV.

Which has better risk-adjusted returns?

VTV currently has the higher Sharpe Ratio (2.63 vs 1.89), 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.