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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in First Trust Dorsey Wright DALI 1 ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
First Trust Dorsey Wright DALI 1 ETF (DALI) has returned -3.20% so far this year and 16.66% over the past 12 months.
First Trust Dorsey Wright DALI 1 ETF
- 1D
- 2.72%
- 1M
- -8.54%
- YTD
- -3.20%
- 6M
- -1.04%
- 1Y
- 16.66%
- 3Y*
- 5.00%
- 5Y*
- 3.81%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since May 15, 2018, DALI's average daily return is +0.03%, while the average monthly return is +0.54%. At this rate, your investment would double in approximately 10.7 years.
Historically, 66% of months were positive and 34% were negative. The best month was Jan 2019 with a return of +11.6%, while the worst month was Mar 2020 at -15.7%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 5 months.
On a daily basis, DALI closed higher 53% of trading days. The best single day was Mar 24, 2020 with a return of +10.1%, while the worst single day was Mar 16, 2020 at -12.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.59% | 1.19% | -8.54% | -3.20% | |||||||||
| 2025 | 5.03% | -4.87% | -7.08% | -0.60% | 6.70% | 4.35% | 1.99% | 2.59% | 1.81% | 0.99% | 0.32% | 0.90% | 11.89% |
| 2024 | 1.58% | 7.13% | 2.83% | -5.89% | 3.74% | 2.42% | 1.08% | 1.03% | 2.45% | -0.63% | 8.74% | -5.18% | 19.93% |
| 2023 | 5.92% | -4.27% | 1.28% | 2.94% | -3.48% | 6.56% | 5.57% | -3.66% | -5.75% | -7.85% | -1.55% | -3.20% | -8.48% |
| 2022 | -6.67% | 1.05% | 7.57% | 2.62% | -0.63% | -7.72% | 1.20% | -0.68% | -5.61% | 3.78% | 2.52% | -4.64% | -8.10% |
| 2021 | 1.74% | 5.71% | 1.59% | 3.64% | 0.49% | 2.71% | -0.05% | 2.75% | -4.87% | 6.96% | -0.91% | 1.04% | 22.28% |
Benchmark Metrics
First Trust Dorsey Wright DALI 1 ETF has an annualized alpha of -2.53%, beta of 0.75, and R² of 0.49 versus S&P 500 Index. Calculated based on daily prices since May 16, 2018.
- This ETF participated in 95.50% of S&P 500 Index downside but only 71.35% of its upside — more exposed to losses than it benefited from rallies.
- R² of 0.49 means the benchmark explains less than half of this ETF's behavior — treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- -2.53%
- Beta
- 0.75
- R²
- 0.49
- Upside Capture
- 71.35%
- Downside Capture
- 95.50%
Expense Ratio
DALI has an expense ratio of 0.90%, placing it in the medium range.
Return for Risk
Risk / Return Rank
DALI ranks 44 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for First Trust Dorsey Wright DALI 1 ETF (DALI) and compare them to a chosen benchmark (S&P 500 Index).
| DALI | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.80 | 0.90 | -0.10 |
Sortino ratioReturn per unit of downside risk | 1.22 | 1.39 | -0.16 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.21 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.29 | 1.40 | -0.11 |
Martin ratioReturn relative to average drawdown | 4.60 | 6.61 | -2.01 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore DALI risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
First Trust Dorsey Wright DALI 1 ETF provided a 0.42% dividend yield over the last twelve months, with an annual payout of $0.12 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.12 | $0.11 | $0.05 | $0.74 | $0.12 | $0.03 | $0.27 | $0.09 | $0.03 |
Dividend yield | 0.42% | 0.38% | 0.18% | 3.42% | 0.50% | 0.11% | 1.25% | 0.45% | 0.17% |
Monthly Dividends
The table displays the monthly dividend distributions for First Trust Dorsey Wright DALI 1 ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.02 | $0.02 | |||||||||
| 2025 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.04 | $0.11 |
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.02 | $0.00 | $0.00 | $0.02 | $0.05 |
| 2023 | $0.00 | $0.00 | $0.06 | $0.00 | $0.00 | $0.46 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.20 | $0.74 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.12 | $0.12 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.03 | $0.03 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the First Trust Dorsey Wright DALI 1 ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the First Trust Dorsey Wright DALI 1 ETF was 36.06%, occurring on Mar 23, 2020. Recovery took 201 trading sessions.
The current First Trust Dorsey Wright DALI 1 ETF drawdown is 9.35%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -36.06% | Feb 20, 2020 | 23 | Mar 23, 2020 | 201 | Jan 7, 2021 | 224 |
| -26.26% | Mar 9, 2022 | 444 | Dec 12, 2023 | 468 | Oct 24, 2025 | 912 |
| -25.44% | Aug 30, 2018 | 80 | Dec 24, 2018 | 262 | Jan 9, 2020 | 342 |
| -15.21% | Nov 17, 2021 | 67 | Feb 23, 2022 | 8 | Mar 7, 2022 | 75 |
| -12.54% | Jan 23, 2026 | 40 | Mar 20, 2026 | — | — | — |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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