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First Trust Dorsey Wright Momentum & Dividend ETF ...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US33738R6962

CUSIP

33738R696

Issuer

First Trust

Inception Date

Mar 10, 2014

Region

North America (U.S.)

Leveraged

1x

Index Tracked

Dorsey Wright Momentum Plus Dividend Yield Index

Asset Class

Equity

Asset Class Size

Multi-Cap

Asset Class Style

Blend

Expense Ratio

DDIV features an expense ratio of 0.60%, falling within the medium range.


Expense ratio chart for DDIV: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
DDIV vs. MBOX DDIV vs. TDIV DDIV vs. JEPQ DDIV vs. VOO DDIV vs. VIG DDIV vs. SPY DDIV vs. DGRO DDIV vs. QQQ DDIV vs. XLK DDIV vs. SYLD
Popular comparisons:
DDIV vs. MBOX DDIV vs. TDIV DDIV vs. JEPQ DDIV vs. VOO DDIV vs. VIG DDIV vs. SPY DDIV vs. DGRO DDIV vs. QQQ DDIV vs. XLK DDIV vs. SYLD

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in First Trust Dorsey Wright Momentum & Dividend ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
14.25%
8.53%
DDIV (First Trust Dorsey Wright Momentum & Dividend ETF)
Benchmark (^GSPC)

Returns By Period

First Trust Dorsey Wright Momentum & Dividend ETF had a return of 26.94% year-to-date (YTD) and 27.47% in the last 12 months. Over the past 10 years, First Trust Dorsey Wright Momentum & Dividend ETF had an annualized return of 8.91%, while the S&P 500 had an annualized return of 11.06%, indicating that First Trust Dorsey Wright Momentum & Dividend ETF did not perform as well as the benchmark.


DDIV

YTD

26.94%

1M

-4.39%

6M

14.25%

1Y

27.47%

5Y*

10.60%

10Y*

8.91%

^GSPC (Benchmark)

YTD

24.34%

1M

0.23%

6M

8.53%

1Y

24.95%

5Y*

13.01%

10Y*

11.06%

Monthly Returns

The table below presents the monthly returns of DDIV, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.16%5.65%7.77%-4.51%4.07%-0.25%5.46%2.91%1.52%1.66%9.30%26.94%
20236.23%-3.10%-5.01%1.19%-5.74%7.92%3.44%-1.57%-3.03%-3.45%8.05%6.06%9.95%
2022-3.25%-1.01%3.90%-5.08%4.80%-12.14%7.80%-2.79%-11.02%9.77%3.99%-5.42%-12.44%
2021-1.09%13.61%5.13%6.22%4.29%-2.80%-1.65%3.18%0.49%4.61%-2.71%6.02%39.96%
20201.23%-10.97%-24.76%7.28%5.08%-0.55%4.23%3.26%-0.96%0.33%12.94%5.00%-3.59%
201911.25%2.45%3.11%1.44%-1.87%4.34%2.53%-0.37%3.07%0.54%0.53%1.93%32.40%
2018-0.73%-4.44%1.59%0.49%0.20%0.31%1.67%1.88%-0.48%-6.44%-0.13%-10.94%-16.50%
2017-1.09%4.23%-0.78%0.15%1.58%2.45%0.31%-0.33%2.13%0.38%4.36%0.01%14.06%
2016-2.85%4.21%7.11%-0.37%1.60%3.36%2.42%-3.10%-0.44%-1.67%3.40%2.64%16.99%
2015-1.73%1.85%-0.72%-0.14%-0.05%-0.97%1.14%-6.46%0.34%4.03%-0.14%-3.09%-6.13%
20141.75%0.00%1.13%2.30%-3.22%3.10%-3.21%5.72%2.35%2.08%12.31%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 81, DDIV is among the top 19% of ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of DDIV is 8181
Overall Rank
The Sharpe Ratio Rank of DDIV is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of DDIV is 8181
Sortino Ratio Rank
The Omega Ratio Rank of DDIV is 7979
Omega Ratio Rank
The Calmar Ratio Rank of DDIV is 8585
Calmar Ratio Rank
The Martin Ratio Rank of DDIV is 8181
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for First Trust Dorsey Wright Momentum & Dividend ETF (DDIV) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for DDIV, currently valued at 1.95, compared to the broader market0.002.004.001.952.10
The chart of Sortino ratio for DDIV, currently valued at 2.69, compared to the broader market-2.000.002.004.006.008.0010.002.692.80
The chart of Omega ratio for DDIV, currently valued at 1.35, compared to the broader market0.501.001.502.002.503.001.351.39
The chart of Calmar ratio for DDIV, currently valued at 3.16, compared to the broader market0.005.0010.0015.003.163.09
The chart of Martin ratio for DDIV, currently valued at 11.92, compared to the broader market0.0020.0040.0060.0080.00100.0011.9213.49
DDIV
^GSPC

The current First Trust Dorsey Wright Momentum & Dividend ETF Sharpe ratio is 1.95. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of First Trust Dorsey Wright Momentum & Dividend ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.95
2.10
DDIV (First Trust Dorsey Wright Momentum & Dividend ETF)
Benchmark (^GSPC)

Dividends

Dividend History

First Trust Dorsey Wright Momentum & Dividend ETF provided a 3.14% dividend yield over the last twelve months, with an annual payout of $1.19 per share.


2.00%2.50%3.00%3.50%$0.00$0.20$0.40$0.60$0.80$1.002014201520162017201820192020202120222023
Dividends
Dividend Yield
PeriodTTM2023202220212020201920182017201620152014
Dividend$1.19$0.97$1.03$0.82$0.65$0.78$0.68$0.60$0.56$0.53$0.47

Dividend yield

3.14%3.18%3.60%2.43%2.63%2.93%3.27%2.35%2.45%2.61%2.15%

Monthly Dividends

The table displays the monthly dividend distributions for First Trust Dorsey Wright Momentum & Dividend ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.14$0.00$0.00$0.23$0.00$0.00$0.18$0.00$0.00$0.29$0.84
2023$0.00$0.00$0.24$0.00$0.00$0.19$0.00$0.00$0.19$0.00$0.00$0.35$0.97
2022$0.00$0.00$0.12$0.00$0.00$0.23$0.00$0.00$0.23$0.00$0.00$0.46$1.03
2021$0.00$0.00$0.06$0.00$0.00$0.18$0.00$0.00$0.25$0.00$0.00$0.34$0.82
2020$0.00$0.00$0.10$0.00$0.00$0.21$0.00$0.00$0.13$0.00$0.00$0.22$0.65
2019$0.00$0.00$0.07$0.00$0.00$0.24$0.00$0.00$0.17$0.00$0.00$0.30$0.78
2018$0.00$0.00$0.11$0.00$0.00$0.18$0.00$0.00$0.14$0.00$0.00$0.25$0.68
2017$0.00$0.00$0.11$0.00$0.00$0.18$0.00$0.00$0.12$0.00$0.00$0.20$0.60
2016$0.00$0.00$0.12$0.00$0.00$0.14$0.00$0.00$0.10$0.00$0.00$0.21$0.56
2015$0.00$0.00$0.06$0.00$0.00$0.18$0.00$0.00$0.14$0.00$0.00$0.14$0.53
2014$0.19$0.00$0.00$0.13$0.00$0.00$0.15$0.47

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.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.38%
-2.62%
DDIV (First Trust Dorsey Wright Momentum & Dividend ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the First Trust Dorsey Wright Momentum & Dividend 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 Momentum & Dividend ETF was 47.55%, occurring on Mar 23, 2020. Recovery took 224 trading sessions.

The current First Trust Dorsey Wright Momentum & Dividend ETF drawdown is 7.38%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-47.55%Feb 21, 202022Mar 23, 2020224Feb 10, 2021246
-22.88%Aug 22, 201885Dec 24, 2018120Jun 20, 2019205
-21.09%Jan 14, 2022298Mar 23, 2023238Mar 5, 2024536
-15.59%Apr 24, 2015171Jan 20, 201635Mar 17, 2016206
-11.13%Jun 9, 202128Jul 19, 202163Oct 15, 202191

Volatility

Volatility Chart

The current First Trust Dorsey Wright Momentum & Dividend ETF volatility is 5.31%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
5.31%
3.79%
DDIV (First Trust Dorsey Wright Momentum & Dividend ETF)
Benchmark (^GSPC)
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The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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