Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| DVLU (First Trust Dorsey Wright Momentum & Value ETF) | 11.20% | 38.33% | 22.71% | 11.21% | NA | NA | NA | … | … |
Data as of 06/04/2026, Common starting date is 09/17/2018
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DVLU (First Trust Dorsey Wright Momentum & Value ETF) | 09/17/2018 | 06/04/2026 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Common | Inception | YTD | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | 3.65 | 38.33 | 22.71 | 11.21 | NA | NA | NA | … | … | 11.20 | 23.70 | 13.34 | 18.84 | -9.74 | 41.72 | -6.73 | 33.59 | -24.33 |
| Sharpe Ratio | NA | 1.98 | 1.00 | 0.39 | NA | NA | NA | … | … | 1.10 | 0.93 | 0.59 | 0.82 | -0.41 | 1.65 | -0.15 | 2.19 | -2.58 |
| Standard Deviation(%) | NA | 16.37 | 19.05 | 21.55 | NA | NA | NA | … | … | 18.48 | 22.37 | 16.36 | 18.72 | 27.03 | 25.24 | 47.88 | 14.66 | 24.81 |
| Draw Down(%) | NA | 12.22 | 24.86 | 24.86 | NA | NA | NA | … | … | 12.22 | 21.38 | 12.47 | 14.57 | 22.37 | 11.18 | 53.26 | 7.53 | 26.97 |
| Yield(%) | 0.00 | 0.85 | 1.27 | 1.39 | 1.18 | 0.79 | 0.59 | … | … | 0.07 | 0.91 | 1.19 | 1.59 | 1.91 | 1.89 | 1.22 | 2.16 | 0.00 |
Data as of 06/04/2026, Common starting date is 09/17/2018
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DVLU (First Trust Dorsey Wright Momentum & Value ETF) |
5.01%
Sep 2019 – Sep 2022 |
5.37%
Oct 2018 – Oct 2023 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| DVLU (First Trust Dorsey Wright Momentum & Value ETF) |
24.72%
Mar 2020 – Mar 2023 |
20.52%
Mar 2020 – Mar 2025 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart