First Trust Dorsey Wright Momentum & Dividend ETF (DDIV)
DDIV is a passive ETF by First Trust tracking the investment results of the Dorsey Wright Momentum Plus Dividend Yield Index. DDIV launched on Mar 10, 2014 and has a 0.60% expense ratio.
ETF Info
US33738R6962
33738R696
Mar 10, 2014
North America (U.S.)
1x
Dorsey Wright Momentum Plus Dividend Yield Index
Multi-Cap
Blend
Share Price Chart
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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.
Returns By Period
First Trust Dorsey Wright Momentum & Dividend ETF had a return of 32.77% year-to-date (YTD) and 44.05% in the last 12 months. Over the past 10 years, First Trust Dorsey Wright Momentum & Dividend ETF had an annualized return of 9.65%, while the S&P 500 had an annualized return of 11.13%, indicating that First Trust Dorsey Wright Momentum & Dividend ETF did not perform as well as the benchmark.
DDIV
32.77%
4.87%
19.42%
44.05%
12.31%
9.65%
^GSPC (Benchmark)
24.05%
1.08%
11.50%
30.38%
13.77%
11.13%
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -1.16% | 5.65% | 7.77% | -4.51% | 4.07% | -0.25% | 5.46% | 2.91% | 1.52% | 1.66% | 32.77% | ||
| 2023 | 6.22% | -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% | 3.89% | -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% | 5.12% | 6.22% | 4.29% | -2.80% | -1.65% | 3.18% | 0.49% | 4.61% | -2.71% | 6.02% | 39.96% |
| 2020 | 1.23% | -10.97% | -24.76% | 7.28% | 5.09% | -0.55% | 4.23% | 3.26% | -0.96% | 0.33% | 12.94% | 4.99% | -3.59% |
| 2019 | 11.25% | 2.45% | 3.11% | 1.44% | -1.87% | 4.34% | 2.53% | -0.37% | 3.07% | 0.54% | 0.53% | 1.94% | 32.40% |
| 2018 | -0.73% | -4.44% | 1.58% | 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% | 1.86% | -0.73% | -0.14% | -0.05% | -0.97% | 1.14% | -6.46% | 0.34% | 4.03% | -0.14% | -3.09% | -6.13% |
| 2014 | 1.75% | 0.00% | 1.13% | 2.30% | -3.21% | 3.10% | -3.21% | 5.72% | 2.35% | 2.08% | 12.31% |
Expense Ratio
DDIV features an expense ratio of 0.60%, falling within the medium range.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of DDIV is 89, placing it in the top 11% of ETFs on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
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.
Dividends
Dividend History
First Trust Dorsey Wright Momentum & Dividend ETF provided a 2.26% dividend yield over the last twelve months, with an annual payout of $0.90 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | $0.90 | $0.97 | $1.03 | $0.82 | $0.65 | $0.78 | $0.68 | $0.60 | $0.56 | $0.53 | $0.47 |
Dividend yield | 2.26% | 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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.14 | $0.00 | $0.00 | $0.23 | $0.00 | $0.00 | $0.18 | $0.00 | $0.00 | $0.55 | |
| 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.
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 0.85%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -47.55% | Feb 21, 2020 | 22 | Mar 23, 2020 | 224 | Feb 10, 2021 | 246 |
| -22.88% | Aug 22, 2018 | 85 | Dec 24, 2018 | 120 | Jun 20, 2019 | 205 |
| -21.1% | Jan 14, 2022 | 298 | Mar 23, 2023 | 238 | Mar 5, 2024 | 536 |
| -15.6% | Apr 24, 2015 | 171 | Jan 20, 2016 | 35 | Mar 17, 2016 | 206 |
| -11.13% | Jun 9, 2021 | 28 | Jul 19, 2021 | 63 | Oct 15, 2021 | 91 |
Volatility
Volatility Chart
The current First Trust Dorsey Wright Momentum & Dividend ETF volatility is 5.42%, 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.