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DALI vs. YYY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DALI vs. YYY - Performance Comparison

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

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Returns By Period

In the year-to-date period, DALI achieves a 6.75% return, which is significantly higher than YYY's 5.01% return.


DALI

1D
0.44%
1M
2.84%
YTD
6.75%
6M
7.82%
1Y
21.16%
3Y*
6.10%
5Y*
5.55%
10Y*

YYY

1D
0.55%
1M
1.84%
YTD
5.01%
6M
6.06%
1Y
12.34%
3Y*
12.44%
5Y*
3.38%
10Y*
5.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DALI vs. YYY - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
DALI
First Trust Dorsey Wright DALI 1 ETF
6.75%11.89%19.93%-8.48%-8.10%22.28%4.51%25.39%-14.98%
YYY
Amplify CEF High Income ETF
5.01%13.08%11.86%12.98%-21.78%14.13%-0.86%21.87%-8.19%

Correlation

The correlation between DALI and YYY is 0.73, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.73

Correlation (3Y)
Calculated over the trailing 3-year period

0.64

Correlation (5Y)
Calculated over the trailing 5-year period

0.53

Correlation (All Time)
Calculated using the full available price history since May 15, 2018

0.54

The correlation between DALI and YYY shifts across timeframes, from 0.53 (5 years) to 0.73 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

DALI vs. YYY — Risk / Return Rank

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

DALI
DALI Risk / Return Rank: 3535
Overall Rank
DALI Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
DALI Sortino Ratio Rank: 3333
Sortino Ratio Rank
DALI Omega Ratio Rank: 3333
Omega Ratio Rank
DALI Calmar Ratio Rank: 3535
Calmar Ratio Rank
DALI Martin Ratio Rank: 4141
Martin Ratio Rank

YYY
YYY Risk / Return Rank: 4141
Overall Rank
YYY Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
YYY Sortino Ratio Rank: 4242
Sortino Ratio Rank
YYY Omega Ratio Rank: 4444
Omega Ratio Rank
YYY Calmar Ratio Rank: 3232
Calmar Ratio Rank
YYY Martin Ratio Rank: 4343
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DALI vs. YYY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Dorsey Wright DALI 1 ETF (DALI) and Amplify CEF High Income ETF (YYY). 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.

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.


DALIYYYDifference
Sharpe ratioReturn per unit of total volatility

-0.26

Sortino ratioReturn per unit of downside risk

-0.37

Omega ratioGain probability vs. loss probability

1.21

1.27

-0.06

Calmar ratioReturn relative to maximum drawdown

1.69

1.53

+0.16

Martin ratioReturn relative to average drawdown

6.12

6.62

-0.50

DALI vs. YYY - Sharpe Ratio Comparison

The current DALI Sharpe Ratio is 1.17, which is comparable to the YYY Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of DALI and YYY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

DALI vs. YYY - Drawdown Comparison

The maximum DALI drawdown since its inception was -36.06%, smaller than the maximum YYY drawdown of -42.52%. Use the drawdown chart below to compare losses from any high point for DALI and YYY.


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Drawdown Indicators


DALIYYYDifference

Max Drawdown

Largest peak-to-trough decline

-36.06%

-42.52%

+6.46%

Max Drawdown (1Y)

Largest decline over 1 year

-12.54%

-8.07%

-4.47%

Max Drawdown (3Y)

Largest decline over 3 years

-23.30%

-13.47%

-9.83%

Max Drawdown (5Y)

Largest decline over 5 years

-26.26%

-27.92%

+1.66%

Max Drawdown (10Y)

Largest decline over 10 years

-42.52%

Current Drawdown

Current decline from peak

-2.29%

-0.78%

-1.51%

Average Drawdown

Average peak-to-trough decline

-10.10%

-6.82%

-3.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.47%

1.87%

+1.60%

Volatility

DALI vs. YYY - Volatility Comparison

First Trust Dorsey Wright DALI 1 ETF (DALI) has a higher volatility of 7.07% compared to Amplify CEF High Income ETF (YYY) at 2.73%. This indicates that DALI's price experiences larger fluctuations and is considered to be riskier than YYY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DALIYYYDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.07%

2.73%

+4.34%

Volatility (6M)

Calculated over the trailing 6-month period

15.42%

7.25%

+8.17%

Volatility (1Y)

Calculated over the trailing 1-year period

18.18%

8.70%

+9.48%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.82%

11.37%

+8.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.97%

13.90%

+7.07%

DALI vs. YYY - Expense Ratio Comparison

DALI has a 0.90% expense ratio, which is lower than YYY's 3.23% expense ratio.


Dividends

DALI vs. YYY - Dividend Comparison

DALI's dividend yield for the trailing twelve months is around 0.38%, less than YYY's 12.55% yield.


PositionTTM20252024202320222021202020192018201720162015
DALI
First Trust Dorsey Wright DALI 1 ETF
0.38%0.38%0.18%3.42%0.50%0.11%1.25%0.45%0.17%0.00%0.00%0.00%
YYY
Amplify CEF High Income ETF
12.55%12.51%12.50%12.39%12.36%9.08%9.79%9.10%9.73%8.16%10.34%10.77%

Frequently Asked Questions


DALI and YYY have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DALI has higher volatility (7.07%) compared to YYY (2.73%). In terms of maximum drawdown, DALI dropped -36.06% vs YYY's -42.52%.

On 5-year performance, DALI leads with 5.55% vs 3.38% for YYY. On fees, DALI is cheaper at 0.90% per year. On volatility, YYY has been the lower-risk option at 2.73%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, DALI has performed better with a 5.55% return vs 3.38%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DALI is cheaper with a 0.90% expense ratio, compared with 3.23% for YYY.

YYY has the higher dividend yield at 12.55%, compared with 0.38% for DALI.

DALI is categorized as Tactical Allocation, while YYY is Diversified Portfolio. DALI tracks Dorsey Wright DALI 1 Index, while YYY tracks Nasdaq CEF High Income™ Index. They also come from different issuers: First Trust and Amplify. Their fees differ too: 0.90% for DALI and 3.23% for YYY.

YYY currently has the higher Sharpe Ratio (1.42 vs 1.17), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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