WisdomTree U.S. MidCap Dividend Fund

10-Year Study

DON.US · · US · ETF

Executive Summary: WisdomTree U.S. MidCap Dividend Fund has compounded at 9.1% annually over the last 10 years, with a maximum drawdown of 35.9% and an annualized volatility of 13.4%.

1Y CAGR
+14.5%
3Y CAGR
+14.8%
5Y CAGR
+7.6%
10Y CAGR
+9.1%

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 →
35.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.37
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.43
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
18.1%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +30.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -8.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20263.93.8-5.53.7————————5.7%
20252.8-1.7-3.4-4.64.12.61.14.4-0.6-3.23.0-0.33.9%
2024-2.13.46.1-5.14.2-2.47.30.61.9-0.49.1-7.714.2%
20238.1-3.1-4.40.2-4.88.45.3-2.7-4.2-3.98.47.914.0%
2022-2.41.11.7-5.23.5-9.98.6-1.3-9.211.15.0-5.4-4.7%
20211.27.17.34.22.2-2.0-0.12.5-2.94.5-2.25.530.3%
2020-2.8-10.7-26.212.63.71.34.02.5-3.72.014.14.5-5.4%
201910.72.20.32.7-7.47.10.8-4.44.81.41.62.423.3%
20181.7-5.10.60.82.91.72.62.1-0.9-6.92.6-9.6-8.3%
20171.52.6-0.20.3-1.31.70.8-1.13.31.14.31.114.9%
2016———0.81.91.93.0-0.6-0.0-2.45.61.512.1%

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 13.4%. The dominant macroeconomic risk driver is IJR.US, accounting for 46.3% of variance. Idiosyncratic stock-specific factors contribute 3.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110081.07865571858
2016-05-0110268.497330282229
2016-06-0110465.473145780052
2016-07-0110778.839682326021
2016-08-0110714.22802530623
2016-09-0110714.183156099967
2016-10-0110461.210571184998
2016-11-0111043.882083725937
2016-12-0111209.090501189034
2017-01-0111378.38201642213
2017-02-0111670.794633642932
2017-03-0111649.885583524027
2017-04-0111683.986180284472
2017-05-0111535.872930407862
2017-06-0111735.181944631398
2017-07-0111829.900839054157
2017-08-0111694.306097725132
2017-09-0112081.347870956162
2017-10-0112213.7120294342
2017-11-0112740.072688114147
2017-12-0112874.994391349219
2018-01-0113088.437205545835
2018-02-0112427.334320455871
2018-03-0112499.97756539687
2018-04-0112600.70893345897
2018-05-0112961.726567057029
2018-06-0113176.066765378922
2018-07-0113513.07937362588
2018-08-0113795.306681024813
2018-09-0113673.038093956118
2018-10-0112734.867860187554
2018-11-0113069.457531296272
2018-12-0111811.549333692288
2019-01-0113081.258132543637
2019-02-0113363.171355498722
2019-03-0113406.694485574551
2019-04-0113770.269663929646
2019-05-0112751.0207744425
2019-06-0113659.532462870733
2019-07-0113765.378920446898
2019-08-0113159.554897473865
2019-09-0113794.40929689954
2019-10-0113992.058150491317
2019-11-0114220.621887198817
2019-12-0114565.307129716875
2020-01-0114163.0995647687
2020-02-0112654.282765737875
2020-03-019332.660295239379
2020-04-0110504.868308879615
2020-05-0110892.403643379548
2020-06-0111035.760757392203
2020-07-0111471.934311482031
2020-08-0111760.308700139094
2020-09-0111328.532328263114
2020-10-0111558.666487189841
2020-11-0113186.341813613319
2020-12-0113776.91030645668
2021-01-0113946.964598196259
2021-02-0114942.567415982412
2021-03-0116034.594158029346
2021-04-0116707.00408309777
2021-05-0117078.43137254902
2021-06-0116741.014941445683
2021-07-0116719.208507201507
2021-08-0117143.1776371876
2021-09-0116644.14232512227
2021-10-0117394.624669089604
2021-11-0117010.813478709562
2021-12-0117950.329788666037
2022-01-0117525.463274554673
2022-02-0117717.817561807333
2022-03-0118023.64607170099
2022-04-0117083.411854444294
2022-05-0117676.17893839458
2022-06-0115934.221743617356
2022-07-0117300.623681967063
2022-08-0117077.892942073857
2022-09-0115512.675550769505
2022-10-0117230.807197020684
2022-11-0118084.937407457266
2022-12-0117103.37865123166
2023-01-0118485.754027011262
2023-02-0117916.139453493066
2023-03-0117129.537398483422
2023-04-0117156.77300668551
2023-05-0116329.20536635707
2023-06-0117699.376318032933
2023-07-0118634.046753712926
2023-08-0118123.2557096065
2023-09-0117356.3961053529
2023-10-0116684.748956790954
2023-11-0118080.764571274736
2023-12-0119505.49647776731
2024-01-0119087.046260151656
2024-02-0119736.438282406787
2024-03-0120930.677076322525
2024-04-0119863.95656660834
2024-05-0120695.652173913044
2024-06-0120195.943823753758
2024-07-0121662.5386996904
2024-08-0121796.921972450305
2024-09-0122206.577825638262
2024-10-0122126.217077219902
2024-11-0124131.332166733973
2024-12-0122274.958495984207
2025-01-0122899.762193206807
2025-02-0122521.55965360973
2025-03-0121752.995019518108
2025-04-0120755.687171893933
2025-05-0121598.241127114463
2025-06-0122164.89433301925
2025-07-0122403.32929510477
2025-08-0123399.380804953562
2025-09-0123259.79270426706
2025-10-0122518.643155202586
2025-11-0123205.366357069142
2025-12-0123134.78709561628
2026-01-0124033.651904697806
2026-02-0124938.30484138736
2026-03-0123574.280970969627
2026-04-0124449.23049311258
Annual Return Matrix
YearAnnual Return
20170.14862079041858656
2018-0.0825977103626131
20190.2331411162267707
2020-0.05412840362642746
20210.3029285514222624
2022-0.047183040501526
20230.14044697691135233
20240.14198367221124442
20250.03860068245635939
20260.05681674925572877
Total Factor Risk
0.1339616666356184
VTI.US Exposure
0.27476016233807726
VEA.US Exposure
0.031577752081099295
VWO.US Exposure
0.03556196627772652
QQQ.US Exposure
-0.13674196187760299
VTV.US Exposure
0.3469600903155192
IJR.US Exposure
0.4627231814897522
QUAL.US Exposure
-0.08730529149845283
SHV.US Exposure
0.0031339093806582773
TLT.US Exposure
-0.017473875385986104
LQD.US Exposure
0.039471077820165464
HYG.US Exposure
-0.05065494373531183
GLD.US Exposure
-0.009568361063458574
USO.US Exposure
-0.0002662318774025602
VNQ.US Exposure
0.07526909329147907
BTC-USD.CC Exposure
0.019738464467946616
CPER.US Exposure
0.014150280768319088
VIX.INDX Exposure
-0.021893261891036297
UUP.US Exposure
-0.014096768853536359
TIP.US Exposure
0.004035116461721271
Idiosyncratic Exposure
0.030619601490323552
Value Score
44.6
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
27.5
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
13.4%

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 →13.5x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.29%
Market Cap$9.7B
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
$84
Avg Yield on Cost
0.84%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$83.650.84%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 →
+0.8%
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 →
+4.5%
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 →
3.4% 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 →
0.95
Market sensitivity coefficient

Frequently Asked Questions & Methodology

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

WisdomTree U.S. MidCap Dividend Fund (DON.US) has an annualized volatility of 13.4% and experienced a maximum drawdown of 35.9% over the last 10 years. Its primary macro risk driver is IJR.US.

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

Over the past 10 years, DON.US has generated a Compound Annual Growth Rate (CAGR) of 9.1%. It has had a positive return in 70% 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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