WisdomTree U.S. Total Dividend Fund

10-Year Study

DTD.US · · US · ETF

Executive Summary: WisdomTree U.S. Total Dividend Fund has compounded at 11.9% annually over the last 10 years, with a maximum drawdown of 25.3% and an annualized volatility of 10.8%.

1Y CAGR
+19.9%
3Y CAGR
+18.0%
5Y CAGR
+11.3%
10Y CAGR
+11.9%

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 →
25.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.60
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.78
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
14.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +28.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -6.5%
% 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.
20263.62.6-4.23.9————————5.9%
20253.41.6-3.0-3.13.83.41.23.21.6-0.42.1-0.114.3%
20240.73.44.4-4.03.71.24.22.91.5-0.35.7-5.618.6%
20233.4-3.00.11.1-3.76.03.5-1.9-3.9-2.56.85.210.6%
2022-1.4-1.63.1-4.52.5-7.75.9-2.8-8.311.15.8-4.3-3.8%
2021-0.82.07.03.51.80.11.92.4-4.55.7-1.46.526.3%
2020-1.8-9.5-15.911.63.30.63.54.7-3.1-2.511.63.52.4%
20197.73.31.13.4-6.36.81.4-2.23.51.52.92.728.2%
20183.1-4.5-2.10.41.70.73.42.30.4-4.82.1-8.6-6.5%
20170.53.8-0.30.30.80.71.6-0.12.41.63.61.317.4%
2016———0.61.32.13.0-0.4-0.1-2.14.12.811.9%

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 10.8%. The dominant macroeconomic risk driver is VTV.US, accounting for 74.0% of variance. Idiosyncratic stock-specific factors contribute 1.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110063.133456920597
2016-05-0110197.300715535612
2016-06-0110411.61489284291
2016-07-0110726.935671096171
2016-08-0110688.02300802162
2016-09-0110681.231483566937
2016-10-0110454.893535924046
2016-11-0110888.16507562501
2016-12-0111193.159964656352
2017-01-0111254.456937923387
2017-02-0111680.243940470207
2017-03-0111640.98477104593
2017-04-0111674.318681889843
2017-05-0111768.914915365825
2017-06-0111856.338467402415
2017-07-0112047.436719277883
2017-08-0112030.353956236248
2017-09-0112316.984008731959
2017-10-0112519.516970148477
2017-11-0112972.747275593823
2017-12-0113135.605259966389
2018-01-0113547.220152809301
2018-02-0112938.235243160832
2018-03-0112671.460004504583
2018-04-0112724.059668393422
2018-05-0112938.824303955369
2018-06-0113029.71291948925
2018-07-0113476.948665084288
2018-08-0113787.868812695991
2018-09-0113838.839896741109
2018-10-0113170.047991129437
2018-11-0113443.129645350751
2018-12-0112286.110292971118
2019-01-0113231.483566936364
2019-02-0113671.338727282176
2019-03-0113821.20272353991
2019-04-0114285.867738526307
2019-05-0113382.352431608311
2019-06-0114293.698782030182
2019-07-0114496.820804241237
2019-08-0114174.743152168263
2019-09-0114677.766420069647
2019-10-0114904.832031046968
2019-11-0115336.821497253935
2019-12-0115749.75311422582
2020-01-0115459.068937438278
2020-02-0113997.505154281951
2020-03-0111772.483930768032
2020-04-0113142.743290770803
2020-05-0113569.950969351512
2020-06-0113653.528300906113
2020-07-0114126.370865746114
2020-08-0114789.757272302013
2020-09-0114329.666141132037
2020-10-0113965.79982328176
2020-11-0115592.058074464214
2020-12-0116134.47911432977
2021-01-0115999.272336665568
2021-02-0116325.681318110152
2021-03-0117465.92976316291
2021-04-0118075.98884249554
2021-05-0118400.52668965159
2021-06-0118412.030700462587
2021-07-0118757.91333876193
2021-08-0119217.276806597478
2021-09-0118352.43160830922
2021-10-0119396.55919194719
2021-11-0119126.526793603494
2021-12-0120370.692492939932
2022-01-0120084.651501238757
2022-02-0119771.340459813928
2022-03-0120390.58195741437
2022-04-0119477.710979053692
2022-05-0119958.5924912074
2022-06-0118431.40040541243
2022-07-0119511.529998787228
2022-08-0118972.57402241896
2022-09-0117395.381070358115
2022-10-0119333.079228676866
2022-11-0120462.204819903323
2022-12-0119591.15715795492
2023-01-0120266.428732306522
2023-02-0119664.963010447165
2023-03-0119692.129108265908
2023-04-0119901.765449851868
2023-05-0119161.03882603649
2023-06-0120302.361440773402
2023-07-0121011.55598676346
2023-08-0120609.40071726814
2023-09-0119800.516294461097
2023-10-0119296.800013860255
2023-11-0120607.148425994907
2023-12-0121674.66518823957
2024-01-0121835.513435783712
2024-02-0122572.08198340235
2024-03-0123555.88281155252
2024-04-0122616.19224172283
2024-05-0123457.232453784713
2024-06-0123731.180373880346
2024-07-0124739.721755401166
2024-08-0125458.237322198926
2024-09-0125827.820994819733
2024-10-0125752.247959943863
2024-11-0127209.826920078314
2024-12-0125696.66834144736
2025-01-0126557.909873698438
2025-02-0126980.09321020808
2025-03-0126180.73771201857
2025-04-0125374.79859318422
2025-05-0126329.319634782307
2025-06-0127212.356416431332
2025-07-0127547.185502174325
2025-08-0128428.385800169788
2025-09-0128891.49153658241
2025-10-0128777.906755141288
2025-11-0129376.77367937767
2025-12-0129358.47814411199
2026-01-0130425.683050641906
2026-02-0131227.152237564755
2026-03-0129924.28836258424
2026-04-0131097.420260226267
Annual Return Matrix
YearAnnual Return
20170.17353859870166466
2018-0.06467117047010329
20190.2819153286647811
20200.02442743053263796
20210.26255656278657225
2022-0.03826749312794275
20230.10634941129236242
20240.18556241207315516
20250.14250134507742107
20260.05923134392655949
Total Factor Risk
0.10816416576154862
VTI.US Exposure
0.12025841080104796
VEA.US Exposure
-0.0006252116840186235
VWO.US Exposure
0.015182016447430117
QQQ.US Exposure
-0.012989770149042103
VTV.US Exposure
0.7402234506023143
IJR.US Exposure
-0.009629783946565032
QUAL.US Exposure
0.042691619399051625
SHV.US Exposure
0.08720542661705322
TLT.US Exposure
-0.014346571715922234
LQD.US Exposure
0.020200092537059747
HYG.US Exposure
0.005860883689327161
GLD.US Exposure
-0.005091594379769102
USO.US Exposure
0.0005767284183103999
VNQ.US Exposure
0.013901365330800854
BTC-USD.CC Exposure
-0.002763620906302811
CPER.US Exposure
-0.007818245515936567
VIX.INDX Exposure
-0.01728761532510826
UUP.US Exposure
-0.0035085744098687813
TIP.US Exposure
0.015016800627534327
Idiosyncratic Exposure
0.012944193562603878
Value Score
43.1
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
22.6
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
10.8%

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 →17.3x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.88%
Market Cap$166.7B
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
$106
Avg Yield on Cost
1.06%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$105.681.06%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 →
+6.4%
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 →
0.9% 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 →
0.78
Market sensitivity coefficient

Frequently Asked Questions & Methodology

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

WisdomTree U.S. Total Dividend Fund (DTD.US) has an annualized volatility of 10.8% and experienced a maximum drawdown of 25.3% over the last 10 years. Its primary macro risk driver is VTV.US.

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

Over the past 10 years, DTD.US has generated a Compound Annual Growth Rate (CAGR) of 11.9%. 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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