DDIV vs. QVAL
Compare and contrast key facts about First Trust Dorsey Wright Momentum & Dividend ETF (DDIV) and Alpha Architect U.S. Quantitative Value ETF (QVAL).
DDIV and QVAL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DDIV is a passively managed fund by First Trust that tracks the performance of the Dorsey Wright Momentum Plus Dividend Yield Index. It was launched on Mar 10, 2014. QVAL is an actively managed fund by Alpha Architect. It was launched on Oct 22, 2014.
Performance
DDIV vs. QVAL - Performance Comparison
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DDIV vs. QVAL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DDIV First Trust Dorsey Wright Momentum & Dividend ETF | -2.41% | 12.23% | 27.18% | 9.95% | -12.44% | 39.96% | -3.59% | 32.40% | -16.50% | 11.31% |
QVAL Alpha Architect U.S. Quantitative Value ETF | 7.30% | 10.98% | 12.21% | 28.40% | -11.80% | 34.40% | -5.93% | 24.06% | -17.28% | 25.59% |
Returns By Period
In the year-to-date period, DDIV achieves a -2.41% return, which is significantly lower than QVAL's 7.30% return. Over the past 10 years, DDIV has underperformed QVAL with an annualized return of 8.89%, while QVAL has yielded a comparatively higher 10.16% annualized return.
DDIV
- 1D
- 3.23%
- 1M
- -5.19%
- YTD
- -2.41%
- 6M
- 1.54%
- 1Y
- 9.00%
- 3Y*
- 16.13%
- 5Y*
- 9.44%
- 10Y*
- 8.89%
QVAL
- 1D
- 2.26%
- 1M
- -2.23%
- YTD
- 7.30%
- 6M
- 12.78%
- 1Y
- 24.34%
- 3Y*
- 17.50%
- 5Y*
- 11.66%
- 10Y*
- 10.16%
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DDIV vs. QVAL - Expense Ratio Comparison
DDIV has a 0.60% expense ratio, which is higher than QVAL's 0.28% expense ratio.
Return for Risk
DDIV vs. QVAL — Risk / Return Rank
DDIV
QVAL
DDIV vs. QVAL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Dorsey Wright Momentum & Dividend ETF (DDIV) and Alpha Architect U.S. Quantitative Value ETF (QVAL). 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.
| DDIV | QVAL | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.46 | 1.21 | -0.75 |
Sortino ratioReturn per unit of downside risk | 0.74 | 1.85 | -1.12 |
Omega ratioGain probability vs. loss probability | 1.11 | 1.26 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | 0.66 | 1.70 | -1.04 |
Martin ratioReturn relative to average drawdown | 2.42 | 7.34 | -4.92 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DDIV | QVAL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.46 | 1.21 | -0.75 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.54 | -0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | 0.45 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.46 | -0.03 |
Correlation
The correlation between DDIV and QVAL is 0.74, 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.
Dividends
DDIV vs. QVAL - Dividend Comparison
DDIV's dividend yield for the trailing twelve months is around 1.77%, more than QVAL's 1.56% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
DDIV First Trust Dorsey Wright Momentum & Dividend ETF | 1.77% | 1.94% | 2.22% | 3.18% | 3.60% | 2.43% | 2.63% | 2.93% | 3.27% | 0.00% | 0.00% |
QVAL Alpha Architect U.S. Quantitative Value ETF | 1.56% | 1.44% | 1.72% | 1.76% | 2.00% | 1.23% | 1.86% | 1.99% | 1.64% | 1.08% | 1.30% |
Drawdowns
DDIV vs. QVAL - Drawdown Comparison
The maximum DDIV drawdown since its inception was -47.56%, smaller than the maximum QVAL drawdown of -51.49%. Use the drawdown chart below to compare losses from any high point for DDIV and QVAL.
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Drawdown Indicators
| DDIV | QVAL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -47.56% | -51.49% | +3.93% |
Max Drawdown (1Y)Largest decline over 1 year | -14.88% | -14.61% | -0.27% |
Max Drawdown (5Y)Largest decline over 5 years | -21.10% | -27.17% | +6.07% |
Max Drawdown (10Y)Largest decline over 10 years | -47.56% | -51.49% | +3.93% |
Current DrawdownCurrent decline from peak | -8.44% | -2.87% | -5.57% |
Average DrawdownAverage peak-to-trough decline | -6.08% | -7.91% | +1.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.09% | 3.39% | +0.70% |
Volatility
DDIV vs. QVAL - Volatility Comparison
First Trust Dorsey Wright Momentum & Dividend ETF (DDIV) has a higher volatility of 6.19% compared to Alpha Architect U.S. Quantitative Value ETF (QVAL) at 4.37%. This indicates that DDIV's price experiences larger fluctuations and is considered to be riskier than QVAL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DDIV | QVAL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.19% | 4.37% | +1.82% |
Volatility (6M)Calculated over the trailing 6-month period | 11.99% | 10.21% | +1.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.58% | 20.19% | -0.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.80% | 21.64% | -2.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.89% | 22.80% | -2.91% |