- Issuer
- First Trust
- Inception Date
- Dec 17, 2019
- Category
- Dividend
- Leveraged
- 1x (No leverage)
- Index Tracked
- First Trust Value Line Dividend Index UCITS ETF Class A USD Accumulation
- Distribution Policy
- Accumulating
- Asset Class
- Equity
Share Price Chart
Loading charts...
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Performance
FVD.L Performance Chart
First Trust Value Line Dividend Index UCITS ETF Class A USD Accumulation (FVD.L) is up 6.3% since the beginning of the year. FVD.L is currently trading at $30 per share. Investors who bought $1,000 worth of FVD.L shares 5 years ago would now be looking at an investment worth $1,327.
Loading charts...
Returns By Period
First Trust Value Line Dividend Index UCITS ETF Class A USD Accumulation (FVD.L) has returned 6.31% so far this year and 10.94% over the past 12 months.
First Trust Value Line Dividend Index UCITS ETF Class A USD Accumulation
- 1D
- -0.33%
- 1M
- 1.73%
- 6M
- 4.38%
- YTD
- 6.31%
- 1Y
- 10.94%
- 3Y*
- 8.68%
- 5Y*
- 5.82%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 0.38%
- 1M
- 0.24%
- 6M
- 9.32%
- YTD
- 10.62%
- 1Y
- 21.28%
- 3Y*
- 18.90%
- 5Y*
- 11.84%
- 10Y*
- 13.36%
FVD.L Monthly Returns History
Based on dividend-adjusted daily data since Feb 11, 2020, FVD.L's average daily return is +0.03%, while the average monthly return is +0.60%. At this rate, an investment would double in approximately 9.7 years.
Historically, 60% of months were positive and 40% were negative. The best month was Nov 2020 with a return of +9.4%, while the worst month was Feb 2020 at -12.4%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 3 months.
On a daily basis, FVD.L closed higher 53% of trading days. The best single day was Mar 24, 2020 with a return of +7.6%, while the worst single day was Mar 12, 2020 at -11.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.34% | 5.16% | -6.32% | 2.49% | -0.96% | 2.63% | 1.21% | 6.31% | |||||
| 2025 | 2.93% | 0.30% | -0.71% | -2.25% | 2.88% | 0.04% | 1.23% | 3.10% | -0.68% | -1.84% | 3.37% | 0.18% | 8.66% |
| 2024 | 0.08% | 0.97% | 3.25% | -3.22% | 1.12% | -0.74% | 6.35% | 2.61% | 2.21% | -1.04% | 4.10% | -6.18% | 9.25% |
| 2023 | 1.04% | -1.38% | 0.65% | 1.39% | -4.96% | 4.18% | 2.29% | -3.59% | -4.12% | -2.74% | 6.24% | 5.08% | 3.39% |
| 2022 | -3.23% | -1.03% | 4.54% | -3.43% | -0.47% | -5.33% | 4.68% | -2.17% | -7.90% | 6.89% | 4.28% | -0.61% | -4.80% |
| 2021 | -0.26% | 2.07% | 7.55% | 3.63% | 2.36% | -1.11% | 2.47% | 1.75% | -3.83% | 3.81% | -1.55% | 5.92% | 24.66% |
Benchmark Metrics
First Trust Value Line Dividend Index UCITS ETF Class A USD Accumulation has an annualized alpha of 1.93%, beta of 0.37, and R2 of 0.22 versus S&P 500 Index. Calculated based on daily prices since February 11, 2020.
- This ETF participated in 72.95% of S&P 500 Index downside but only 54.01% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.37 may look defensive, but with R2 of 0.22 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
- R2 of 0.22 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 1.93%
- Beta
- 0.37
- R²
- 0.22
- Upside Capture
- 54.01%
- Downside Capture
- 72.95%
Return for Risk
Risk / Return Rank
FVD.L ranks 36 for risk / return — below 36% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for First Trust Value Line Dividend Index UCITS ETF Class A USD Accumulation (FVD.L) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| FVD.L | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.58 | ||
| Sortino ratioReturn per unit of downside risk | -0.75 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.31 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 1.68 | 2.35 | -0.67 |
| Martin ratioReturn relative to average drawdown | 4.02 | 10.19 | -6.18 |
Dividends
Dividend History
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.
Loading charts...
Worst Drawdowns
The table below displays the maximum drawdowns of the First Trust Value Line Dividend Index UCITS ETF Class A USD Accumulation. 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 Value Line Dividend Index UCITS ETF Class A USD Accumulation was 34.96%, occurring on Mar 23, 2020. Recovery took 227 trading sessions.
The current First Trust Value Line Dividend Index UCITS ETF Class A USD Accumulation drawdown is 1.61%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-34.96%Mar 2020 | 1mo 4d | 10mo 29d | 12mo 3dFeb 2020 - Feb 2021 | COVID crash2020 |
-16.22%Oct 2022 | 5mo 24d | 1y 5mo | 1y 10moApr 2022 - Mar 2024 | Bear market2022 |
-12.60%Apr 2025 | 4mo 8d | 4mo 6d | 8mo 14dDec 2024 - Aug 2025 | 2025 selloff2025 |
-9.28%Feb 2022 | 1mo 19d | 1mo 26d | 3mo 15dJan 2022 - Apr 2022 | Bear market2022 |
-6.81%Mar 2026 | 18d | 3mo 15d | 4mo 3dMar 2026 - Jul 2026 | — |
Drawdown Indicators
| FVD.L | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.96% | -56.78% | +21.82% |
Max Drawdown (1Y)Largest decline over 1 year | -6.81% | -9.10% | +2.29% |
Max Drawdown (3Y)Largest decline over 3 years | -12.60% | -18.90% | +6.30% |
Max Drawdown (5Y)Largest decline over 5 years | -16.22% | -25.43% | +9.21% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -1.61% | -0.49% | -1.12% |
Average DrawdownAverage peak-to-trough decline | -5.06% | -10.70% | +5.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.86% | 2.09% | +0.77% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading charts...
Build a portfolio with FVD.L
Add First Trust Value Line Dividend Index UCITS ETF Class A USD Accumulation to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Analyzer with FVD.L