First Trust Dorsey Wright Momentum & Value ETF (DVLU)
DVLU is a passive ETF by First Trust tracking the investment results of the Dorsey Wright Momentum Plus Value Index. DVLU launched on Sep 5, 2018 and has a 0.60% expense ratio.
ETF Info
| Issuer | First Trust |
|---|---|
| Inception Date | Sep 5, 2018 |
| Region | North America (U.S.) |
| Category | All Cap Equities |
| Index Tracked | Dorsey Wright Momentum Plus Value Index |
| Home Page | www.ftportfolios.com |
| Asset Class | Equity |
Asset Class Size | Multi-Cap |
Asset Class Style | Blend |
Expense Ratio
The First Trust Dorsey Wright Momentum & Value ETF has a high expense ratio of 0.60%, indicating higher-than-average management fees.
Share Price Chart
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Compare to other instruments
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Popular comparisons: DVLU vs. VOE, DVLU vs. QQQ
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in First Trust Dorsey Wright Momentum & Value 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 & Value ETF had a return of 8.98% year-to-date (YTD) and 30.35% in the last 12 months.
| Period | Return | Benchmark |
|---|---|---|
| Year-To-Date | 8.98% | 5.84% |
| 1 month | -3.88% | -2.98% |
| 6 months | 33.14% | 22.02% |
| 1 year | 30.35% | 24.47% |
| 5 years (annualized) | 10.84% | 11.44% |
| 10 years (annualized) | N/A | 10.46% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.73% | 5.62% | 9.17% | |||||||||
| 2023 | -4.08% | -5.65% | 10.71% | 9.38% |
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
First Trust Dorsey Wright Momentum & Value ETF(DVLU)
Risk-Adjusted Performance Indicators
The charts below present risk-adjusted performance metrics for First Trust Dorsey Wright Momentum & Value ETF (DVLU) 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 & Value ETF granted a 1.02% dividend yield in the last twelve months. The annual payout for that period amounted to $0.29 per share.
| Period | TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|
| Dividend | $0.29 | $0.35 | $0.48 | $0.33 | $0.24 | $0.33 | $0.09 |
Dividend yield | 1.02% | 1.34% | 2.18% | 1.33% | 1.34% | 1.71% | 0.58% |
Monthly Dividends
The table displays the monthly dividend distributions for First Trust Dorsey Wright Momentum & Value 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.04 | |||||||||
| 2023 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.14 |
| 2022 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.20 |
| 2021 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.07 | $0.00 | $0.00 | $0.13 |
| 2020 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.05 | $0.00 | $0.00 | $0.07 |
| 2019 | $0.00 | $0.00 | $0.04 | $0.00 | $0.00 | $0.08 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.10 |
| 2018 | $0.09 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the First Trust Dorsey Wright Momentum & Value 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 & Value ETF was 53.26%, occurring on Mar 23, 2020. Recovery took 213 trading sessions.
The current First Trust Dorsey Wright Momentum & Value ETF drawdown is 6.18%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -53.26% | Jan 21, 2020 | 42 | Mar 23, 2020 | 213 | Feb 5, 2021 | 255 |
| -26.57% | Sep 21, 2018 | 60 | Dec 24, 2018 | 224 | Nov 26, 2019 | 284 |
| -22.36% | Jun 8, 2022 | 75 | Sep 26, 2022 | 305 | Dec 14, 2023 | 380 |
| -11.18% | Jun 2, 2021 | 33 | Jul 19, 2021 | 64 | Oct 18, 2021 | 97 |
| -10.31% | Mar 30, 2022 | 31 | May 12, 2022 | 17 | Jun 7, 2022 | 48 |
Volatility
Volatility Chart
The current First Trust Dorsey Wright Momentum & Value ETF volatility is 4.56%, 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.