WisdomTree U.S. LargeCap Dividend Fund

10-Year Study

DLN.US · · US · ETF

Executive Summary: WisdomTree U.S. LargeCap Dividend Fund has compounded at 12.4% annually over the last 10 years, with a maximum drawdown of 23.0% and an annualized volatility of 10.5%.

1Y CAGR
+20.2%
3Y CAGR
+18.2%
5Y CAGR
+11.7%
10Y CAGR
+12.4%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
23.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.65
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.88
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
13.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +28.9%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -5.8%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20263.52.5-4.23.9————————5.6%
20253.32.1-2.9-2.93.63.51.52.82.0-0.22.1-0.115.5%
20241.33.54.2-4.03.61.93.53.31.5-0.35.1-5.019.7%
20232.7-3.21.01.6-3.55.63.2-2.0-3.8-2.46.74.510.0%
2022-1.5-1.83.4-4.32.3-7.55.6-2.9-8.210.95.9-3.8-3.8%
2021-1.21.47.03.41.70.42.32.4-4.85.8-1.36.725.6%
2020-1.7-9.2-13.811.53.20.53.84.5-3.1-2.911.43.34.6%
20197.13.31.53.5-6.46.91.4-1.83.31.73.12.728.9%
20183.7-4.6-2.40.11.40.44.12.20.7-4.62.4-8.7-5.8%
20170.63.9-0.10.31.00.71.50.22.21.73.51.418.2%
2016———0.41.42.12.8-0.3-0.1-1.83.72.711.3%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 10.5%. The dominant macroeconomic risk driver is VTV.US, accounting for 78.2% of variance. Idiosyncratic stock-specific factors contribute 1.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110041.841880267315
2016-05-0110182.233777110852
2016-06-0110392.106227425798
2016-07-0110680.04397061646
2016-08-0110647.624365305088
2016-09-0110638.69065275427
2016-10-0110443.126101446494
2016-11-0110834.534382579262
2016-12-0111125.194116312749
2017-01-0111190.661478599222
2017-02-0111632.147406257089
2017-03-0111616.932177068975
2017-04-0111650.677880337105
2017-05-0111766.6416569245
2017-06-0111845.160614890685
2017-07-0112024.183839053583
2017-08-0112048.542164680426
2017-09-0112318.15881767898
2017-10-0112528.694316972309
2017-11-0112970.28493657413
2017-12-0113152.588508314284
2018-01-0113645.059412678196
2018-02-0113018.82710125456
2018-03-0112712.63806250109
2018-04-0112730.54038491738
2018-05-0112909.424019821676
2018-06-0112966.725410479663
2018-07-0113495.629111339884
2018-08-0113795.257454938843
2018-09-0113887.874928024288
2018-10-0113255.256408019404
2018-11-0113566.819633229221
2018-12-0112387.709165779692
2019-01-0113268.028825181904
2019-02-0113708.118860253704
2019-03-0113911.046744952975
2019-04-0114401.563399696393
2019-05-0113479.960217061296
2019-06-0114408.717349199978
2019-07-0114616.91472841165
2019-08-0114353.160824274571
2019-09-0114830.521191394322
2019-10-0115079.234352916541
2019-11-0115542.914972692852
2019-12-0115969.813822826336
2020-01-0115702.395700650835
2020-02-0114264.661234318019
2020-03-0112294.533335659822
2020-04-0113709.375163581164
2020-05-0114145.52180209733
2020-06-0114216.921707874579
2020-07-0114756.573781647501
2020-08-0115423.252080752387
2020-09-0114949.451239727103
2020-10-0114514.177034077227
2020-11-0116174.870443719356
2020-12-0116702.448046622812
2021-01-0116500.63687599239
2021-02-0116727.50431854269
2021-03-0117899.42593917398
2021-04-0118503.35886653522
2021-05-0118814.608015913178
2021-06-0118884.123466699235
2021-07-0119311.02231683272
2021-08-0119774.28416883321
2021-09-0118826.054335118915
2021-10-0119915.967266318858
2021-11-0119656.05206679346
2021-12-0120977.578475336322
2022-01-0120658.68681404966
2022-02-0120277.189370277956
2022-03-0120966.062361501285
2022-04-0120057.30139065799
2022-05-0120513.932752874665
2022-06-0118983.580813456403
2022-07-0120051.264155223256
2022-08-0119475.214182268675
2022-09-0117875.55617595226
2022-10-0119817.55683900124
2022-11-0120978.032140426796
2022-12-0120185.025562282983
2023-01-0120739.09022700703
2023-02-0120080.124234440158
2023-03-0120275.374709916072
2023-04-0120599.88483886165
2023-05-0119874.090488736892
2023-06-0120977.718064594927
2023-07-0121650.573188393155
2023-08-0121207.063216485494
2023-09-0120408.612657256024
2023-10-0119910.488387918547
2023-11-0121240.564638551063
2023-12-0122193.924377519153
2024-01-0122478.197902671393
2024-02-0123271.239378129852
2024-03-0124243.304077751214
2024-04-0123278.986581982517
2024-05-0124106.890474777963
2024-06-0124575.107745458987
2024-07-0125443.841496396853
2024-08-0126276.35183472632
2024-09-0126676.519341836643
2024-10-0126606.585123274766
2024-11-0127965.48655580953
2024-12-0126557.624190818515
2025-01-0127441.747657517753
2025-02-0128021.11287536424
2025-03-0127212.018635166023
2025-04-0126422.292404599466
2025-05-0127366.997609533944
2025-06-0128320.496937760643
2025-07-0128737.275566645145
2025-08-0129552.12786376088
2025-09-0130152.361675769047
2025-10-0130085.986983301635
2025-11-0130709.42750955314
2025-12-0130680.811711538798
2026-01-0131741.65517963393
2026-02-0132545.235644117187
2026-03-0131173.771178307827
2026-04-0132395.17719111514
Annual Return Matrix
YearAnnual Return
20170.18223451840977667
2018-0.05815428210584406
20190.28916602812584524
20200.04587619066349369
20210.25595831322330787
2022-0.03778095331571074
20230.09952421457369476
20240.19661686410536205
20250.1552543816078904
20260.05587744860516808
Total Factor Risk
0.10495537265670676
VTI.US Exposure
0.11668827224092448
VEA.US Exposure
-0.000886667060994992
VWO.US Exposure
0.012450955148074375
QQQ.US Exposure
0.007700407404300095
VTV.US Exposure
0.7823024500371752
IJR.US Exposure
-0.09599981039022092
QUAL.US Exposure
0.07326158635399921
SHV.US Exposure
0.07519605258039347
TLT.US Exposure
-0.012648556734861167
LQD.US Exposure
0.0062221139378663415
HYG.US Exposure
0.017015829809334193
GLD.US Exposure
-0.004462780926126102
USO.US Exposure
0.0007161447371977226
VNQ.US Exposure
0.01069187140765236
BTC-USD.CC Exposure
-0.006127145962927438
CPER.US Exposure
-0.00882736304246461
VIX.INDX Exposure
-0.009687886164115467
UUP.US Exposure
-0.00046818272809460765
TIP.US Exposure
0.022884303196163684
Idiosyncratic Exposure
0.013978406156724165
Value Score
42.8
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
21.6
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
10.5%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →17.9x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.80%
Market Cap$240.3B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$112
Avg Yield on Cost
1.12%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$111.671.12%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+1.6%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+6.3%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
0.7% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.76
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is WisdomTree U.S. LargeCap Dividend Fund a high-risk investment?

WisdomTree U.S. LargeCap Dividend Fund (DLN.US) has an annualized volatility of 10.5% and experienced a maximum drawdown of 23.0% over the last 10 years. Its primary macro risk driver is VTV.US.

What is the 10-year return of DLN.US?

Over the past 10 years, DLN.US has generated a Compound Annual Growth Rate (CAGR) of 12.4%. It has had a positive return in 80% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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