DDIV vs. DIVD

Last updated Aug 4, 2026

DDIV (First Trust Dorsey Wright Momentum & Dividend ETF) and DIVD (Altrius Global Dividend ETF) are both exchange-traded funds - DDIV is a Momentum fund tracking the Dorsey Wright Momentum Plus Dividend Yield Index, while DIVD is a Global Equities fund actively managed by Altrius. DDIV is passively managed, while DIVD is actively managed. Over the past 3 years, DDIV returned 20.51%/yr vs 17.01%/yr for DIVD. Their 0.77 correlation means they have sometimes moved together and sometimes differently. DDIV charges 0.60%/yr vs 0.49%/yr for DIVD.

Performance

DDIV vs. DIVD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Dorsey Wright Momentum & Dividend ETF (DDIV) and Altrius Global Dividend ETF (DIVD). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DDIV achieves a 14.18% return, which is significantly lower than DIVD's 17.94% return.

DDIV

• 1D: 0.39%
• 1M: 3.93%
• 6M: 9.75%
• YTD: 14.18%
• 1Y: 26.26%
• 3Y*: 20.51%
• 5Y*: 12.00%
• 10Y*: 10.11%
• ALL TIME*: 9.22%

DIVD

• 1D: 0.02%
• 1M: 3.01%
• 6M: 9.92%
• YTD: 17.94%
• 1Y: 31.45%
• 3Y*: 17.01%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 20.39%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
DDIV First Trust Dorsey Wright Momentum & Dividend ETF	$943.17K	$544.16K	$292.85K
DIVD Altrius Global Dividend ETF	$87.08K	$106.63K	$112.47K

DDIV vs. DIVD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
DDIV First Trust Dorsey Wright Momentum & Dividend ETF	14.18%	12.23%	27.18%	9.95%	8.08%
DIVD Altrius Global Dividend ETF	17.94%	26.18%	2.52%	14.27%	17.01%

Correlation

The correlation between DDIV and DIVD is 0.69, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.69
Correlation (3Y) Balances recent behavior with more history.	0.74
Correlation (All Time) Calculated using the full available price history since Sep 30, 2022	0.77

The correlation between DDIV and DIVD has been stable across timeframes, ranging from 0.69 to 0.77 - a consistent structural relationship.

DDIV vs. DIVD - Sectors Allocation Comparison

Sectors	DDIV	DIVD
Energy	26.5%	7.9%
Financial Services	22.8%	20.8%
Real Estate	15.5%	1.4%
Consumer Defensive	7.3%	18.4%
Industrials	6.8%	12.5%
Consumer Cyclical	5.5%	4.4%
Utilities	5.4%	-
Healthcare	4.0%	20.9%
Basic Materials	2.9%	4.7%
Communication Services	2.3%	3.3%
Technology	1.0%	5.8%

Return for Risk

DDIV vs. DIVD — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

DDIV

DDIV Risk / Return Rank: 72
DDIV Sharpe Ratio Rank: 77
DDIV Sortino Ratio Rank: 75
DDIV Omega Ratio Rank: 77
DDIV Calmar Ratio Rank: 64
DDIV Martin Ratio Rank: 68

DIVD

DIVD Risk / Return Rank: 94
DIVD Sharpe Ratio Rank: 95
DIVD Sortino Ratio Rank: 95
DIVD Omega Ratio Rank: 94
DIVD Calmar Ratio Rank: 93
DIVD Martin Ratio Rank: 94

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

DDIV vs. DIVD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Dorsey Wright Momentum & Dividend ETF (DDIV) and Altrius Global Dividend ETF (DIVD). 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.

	DDIV	DIVD	Difference
Sharpe ratio: Return per unit of total volatility	1.83	2.86	-1.03
Sortino ratio: Return per unit of downside risk	2.54	4.15	-1.62
Omega ratio: Gain probability vs. loss probability	1.33	1.52	-0.19
Calmar ratio: Return relative to maximum drawdown	2.33	4.72	-2.39
Martin ratio: Return relative to average drawdown	8.58	18.49	-9.91

DDIV vs. DIVD - Sharpe Ratio Comparison

The current DDIV Sharpe Ratio is 1.83, which is lower than the DIVD Sharpe Ratio of 2.86. The chart below compares the historical Sharpe Ratios of DDIV and DIVD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

DDIV vs. DIVD - Drawdown Comparison

The maximum DDIV drawdown since its inception was -47.56%, which is greater than DIVD's maximum drawdown of -13.88%. Use the drawdown chart below to compare losses from any high point for DDIV and DIVD.

Drawdown Indicators

	DDIV	DIVD	Difference
Max Drawdown Largest peak-to-trough decline	-47.56%	-13.88%	-33.68%
Max Drawdown (1Y) Largest decline over 1 year	-11.31%	-6.70%	-4.61%
Max Drawdown (3Y) Largest decline over 3 years	-18.97%	-13.88%	-5.09%
Max Drawdown (5Y) Largest decline over 5 years	-21.10%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-47.56%	—	—
Current Drawdown Current decline from peak	-1.15%	-0.27%	-0.88%
Average Drawdown Average peak-to-trough decline	-5.95%	-2.16%	-3.79%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.07%	1.71%	+1.36%

Volatility

DDIV vs. DIVD - Volatility Comparison

First Trust Dorsey Wright Momentum & Dividend ETF (DDIV) has a higher volatility of 3.60% compared to Altrius Global Dividend ETF (DIVD) at 2.65%. This indicates that DDIV's price experiences larger fluctuations and is considered to be riskier than DIVD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DDIV	DIVD	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.60%	2.65%	+0.95%
Volatility (6M) Calculated over the trailing 6-month period	11.39%	8.26%	+3.13%
Volatility (1Y) Calculated over the trailing 1-year period	14.42%	11.05%	+3.37%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.25%	13.17%	+5.08%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.91%	13.17%	+6.74%

DDIV vs. DIVD - Expense Ratio Comparison

DDIV has a 0.60% expense ratio, which is higher than DIVD's 0.49% expense ratio.

Dividends

DDIV vs. DIVD - Dividend Comparison

DDIV's dividend yield for the trailing twelve months is around 1.52%, less than DIVD's 2.72% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
DDIV First Trust Dorsey Wright Momentum & Dividend ETF	1.52%	1.94%	2.22%	3.18%	3.60%	2.43%	2.63%	2.93%	3.27%
DIVD Altrius Global Dividend ETF	2.72%	2.86%	3.39%	2.96%	0.60%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both DDIV and DIVD in my portfolio?

DDIV and DIVD have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DDIV or DIVD?

DDIV has higher volatility (3.60%) compared to DIVD (2.65%). In terms of maximum drawdown, DDIV dropped -47.56% vs DIVD's -13.88%.

Which ETF is better, DDIV or DIVD?

On 3-year performance, DDIV leads with 20.51% vs 17.01% for DIVD. On fees, DIVD is cheaper at 0.49% per year. On volatility, DIVD has been the lower-risk option at 2.65%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DDIV or DIVD?

Over the 3-year period, DDIV has performed better with a 20.51% return vs 17.01%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DDIV or DIVD?

DIVD is cheaper with a 0.49% expense ratio, compared with 0.60% for DDIV.

Which ETF pays a higher dividend yield, DDIV or DIVD?

DIVD has the higher dividend yield at 2.72%, compared with 1.52% for DDIV.

What is the main difference between DDIV and DIVD?

DDIV is categorized as Momentum, while DIVD is Global Equities. They also come from different issuers: First Trust and Altrius. Their fees differ too: 0.60% for DDIV and 0.49% for DIVD.

Which has better risk-adjusted returns?

DIVD currently has the higher Sharpe Ratio (2.86 vs 1.83), 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.