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First Trust Dorsey Wright Momentum & Dividend ETF (DDIV) Sharpe Ratio: 1.67

ETF · Currency in USD · Last updated Jul 14, 2026

First Trust Dorsey Wright Momentum & Dividend ETF tracks the Dorsey Wright Momentum Plus Dividend Yield Index, investing in 50 large- and mid-cap U.S. high-yield stocks exhibiting relative price strength, weighted by dividend yield.

DDIV's Sharpe Ratio of 1.67 indicates that for each unit of volatility, it generates 1.67 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jul 14, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

DDIV Sharpe Ratio Rank

DDIV Sharpe Ratio Rank: 64.564
Above Average

DDIV ranks above 64.5% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating above-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Above-average risk-adjusted returns with room for improvement
  • Compare against category peers to gauge relative positioning
  • Monitor for movement toward top tier or decline toward median
  • Consider pairing with top-tier holdings to improve portfolio efficiency

DDIV Sharpe Ratio Market Positioning

The chart shows DDIV's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.74 or lower
  • Yellow zone (middle 50%): 0.74 to 1.90
  • Green zone (top 25%): 1.90 or higher
  • Top 1%: 6.36+
  • Median: 1.39 — half of all investments score higher

How it compares to other similar ETFs

The table compares First Trust Dorsey Wright Momentum & Dividend ETF's Sharpe Ratio with other ETFs in the Momentum, Mid Cap Value Equities, Dividend category across multiple time periods, showing how DDIV's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jul 14, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
LVHIFranklin International Low Volatility High Dividend Index ETF3.31
ULVMVictoryShares US Value Momentum ETF2.62
DEWWisdomTree Global High Dividend Fund2.59
ALTYGlobal X Alternative Income ETF2.52
INCEFranklin Income Equity Focus ETF2.50
DIVBiShares Core Dividend ETF2.47
PTHInvesco DWA Healthcare Momentum ETF2.46
SPVMInvesco S&P 500 Value with Momentum ETF2.45
EFASGlobal X MSCI SuperDividend® EAFE ETF2.45
EQRRProShares Equities for Rising Rates ETF2.36
DDIVFirst Trust Dorsey Wright Momentum & Dividend ETF1.67

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows DDIV's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when DDIV consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does DDIV fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

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