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DALI vs. RPAR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DALI and RPAR is 1.00, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Performance

DALI vs. RPAR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Dorsey Wright DALI 1 ETF (DALI) and RPAR Risk Parity ETF (RPAR). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

DALI:

11.39%

RPAR:

7.77%

Max Drawdown

DALI:

-0.47%

RPAR:

-0.83%

Current Drawdown

DALI:

0.00%

RPAR:

-0.52%

Returns By Period


DALI

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

RPAR

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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DALI vs. RPAR - Expense Ratio Comparison

DALI has a 0.91% expense ratio, which is higher than RPAR's 0.51% expense ratio.


Risk-Adjusted Performance

DALI vs. RPAR — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DALI
The Risk-Adjusted Performance Rank of DALI is 3434
Overall Rank
The Sharpe Ratio Rank of DALI is 3232
Sharpe Ratio Rank
The Sortino Ratio Rank of DALI is 3535
Sortino Ratio Rank
The Omega Ratio Rank of DALI is 3434
Omega Ratio Rank
The Calmar Ratio Rank of DALI is 3535
Calmar Ratio Rank
The Martin Ratio Rank of DALI is 3434
Martin Ratio Rank

RPAR
The Risk-Adjusted Performance Rank of RPAR is 3939
Overall Rank
The Sharpe Ratio Rank of RPAR is 4141
Sharpe Ratio Rank
The Sortino Ratio Rank of RPAR is 4141
Sortino Ratio Rank
The Omega Ratio Rank of RPAR is 3838
Omega Ratio Rank
The Calmar Ratio Rank of RPAR is 3535
Calmar Ratio Rank
The Martin Ratio Rank of RPAR is 3838
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.

DALI vs. RPAR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Dorsey Wright DALI 1 ETF (DALI) and RPAR Risk Parity ETF (RPAR). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.



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Dividends

DALI vs. RPAR - Dividend Comparison

DALI's dividend yield for the trailing twelve months is around 0.23%, while RPAR has not paid dividends to shareholders.


TTM2024202320222021202020192018
DALI
First Trust Dorsey Wright DALI 1 ETF
0.23%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
RPAR
RPAR Risk Parity ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

DALI vs. RPAR - Drawdown Comparison

The maximum DALI drawdown since its inception was -0.47%, smaller than the maximum RPAR drawdown of -0.83%. Use the drawdown chart below to compare losses from any high point for DALI and RPAR. For additional features, visit the drawdowns tool.


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Volatility

DALI vs. RPAR - Volatility Comparison


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