Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Common | Inception |
|---|---|---|---|---|---|---|---|---|---|
| DVOL (First Trust Dorsey Wright Momentum & Low Volatility ETF) | 2.65% | 2.99% | 13.30% | 7.20% | NA | NA | NA | … | … |
Data as of 06/05/2026, Common starting date is 09/17/2018
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| DVOL (First Trust Dorsey Wright Momentum & Low Volatility ETF) | 09/17/2018 | 06/05/2026 |
| 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 (%) | 0.59 | 2.99 | 13.30 | 7.20 | NA | NA | NA | … | … | 2.65 | 4.28 | 24.84 | 5.41 | -16.11 | 30.08 | 11.10 | 26.10 | -10.46 |
| Sharpe Ratio | NA | -0.05 | 0.80 | 0.31 | NA | NA | NA | … | … | 0.18 | 0.09 | 1.93 | 0.16 | -0.90 | 2.15 | 0.32 | 2.37 | -2.00 |
| Standard Deviation(%) | NA | 11.75 | 12.89 | 14.42 | NA | NA | NA | … | … | 14.04 | 15.47 | 10.97 | 10.99 | 19.48 | 13.95 | 33.37 | 10.41 | 16.88 |
| Draw Down(%) | NA | 9.82 | 11.66 | 24.64 | NA | NA | NA | … | … | 9.82 | 11.52 | 7.53 | 7.93 | 24.64 | 8.06 | 38.26 | 5.41 | 13.99 |
| Yield(%) | 0.00 | 0.69 | 1.06 | 1.06 | 0.98 | 0.65 | 0.49 | … | … | 0.08 | 0.89 | 0.84 | 1.34 | 1.17 | 0.61 | 0.67 | 2.24 | 0.00 |
Data as of 06/05/2026, 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 |
|---|---|---|---|---|
| DVOL (First Trust Dorsey Wright Momentum & Low Volatility ETF) |
2.64%
Sep 2019 – Sep 2022 |
6.54%
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 |
|---|---|---|---|---|
| DVOL (First Trust Dorsey Wright Momentum & Low Volatility ETF) |
22.14%
Dec 2018 – Dec 2021 |
15.73%
Mar 2020 – Mar 2025 |
0.00%
NA |
0.00%
NA |
Annualized Rolling Returns Comparison Chart