DIV vs. DVLU
DIV (Global X SuperDividend U.S. ETF) and DVLU (First Trust Dorsey Wright Momentum & Value ETF) are both exchange-traded funds - DIV is a Mid Cap Value Equities fund tracking the Indxx SuperDividend® U.S. Low Volatility Index, while DVLU is a Momentum fund tracking the Dorsey Wright Momentum Plus Value Index. Both are passively managed. Over the past 5 years, DIV returned 5.62%/yr vs 12.25%/yr for DVLU. A 0.70 correlation means they provide meaningful diversification when combined. DIV charges 0.45%/yr vs 0.60%/yr for DVLU.
Performance
DIV vs. DVLU - Performance Comparison
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Returns By Period
In the year-to-date period, DIV achieves a 13.39% return, which is significantly higher than DVLU's 10.79% return.
DIV
- 1D
- 1.81%
- 1M
- -1.67%
- YTD
- 13.39%
- 6M
- 13.87%
- 1Y
- 15.53%
- 3Y*
- 12.84%
- 5Y*
- 5.62%
- 10Y*
- 4.14%
DVLU
- 1D
- 0.30%
- 1M
- 4.14%
- YTD
- 10.79%
- 6M
- 8.85%
- 1Y
- 36.17%
- 3Y*
- 21.46%
- 5Y*
- 12.25%
- 10Y*
- —
DIV vs. DVLU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
DIV Global X SuperDividend U.S. ETF | 13.39% | 3.10% | 11.27% | -1.73% | -3.92% | 30.60% | -22.85% | 14.50% | -9.61% |
DVLU First Trust Dorsey Wright Momentum & Value ETF | 10.79% | 23.67% | 13.36% | 18.84% | -9.73% | 41.67% | -6.68% | 33.59% | -24.03% |
Correlation
The correlation between DIV and DVLU is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.46 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.64 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.70 |
Correlation (All Time) Calculated using the full available price history since Sep 7, 2018 | 0.70 |
Over the past year, the correlation between DIV and DVLU has dropped to 0.46 - well below their long-term average of 0.70, suggesting their price drivers have been diverging.
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Return for Risk
DIV vs. DVLU — Risk / Return Rank
DIV
DVLU
DIV vs. DVLU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Global X SuperDividend U.S. ETF (DIV) and First Trust Dorsey Wright Momentum & Value ETF (DVLU). 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.
| DIV | DVLU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.75 | ||
| Sortino ratioReturn per unit of downside risk | -0.95 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.38 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 2.98 | 2.97 | +0.02 |
| Martin ratioReturn relative to average drawdown | 8.09 | 10.71 | -2.61 |
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Drawdowns
DIV vs. DVLU - Drawdown Comparison
The maximum DIV drawdown since its inception was -52.74%, roughly equal to the maximum DVLU drawdown of -53.26%. Use the drawdown chart below to compare losses from any high point for DIV and DVLU.
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Drawdown Indicators
| DIV | DVLU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.74% | -53.26% | +0.52% |
Max Drawdown (1Y)Largest decline over 1 year | -5.23% | -12.24% | +7.01% |
Max Drawdown (3Y)Largest decline over 3 years | -12.33% | -24.86% | +12.53% |
Max Drawdown (5Y)Largest decline over 5 years | -21.14% | -24.86% | +3.72% |
Max Drawdown (10Y)Largest decline over 10 years | -52.74% | — | — |
Current DrawdownCurrent decline from peak | -1.67% | -0.65% | -1.02% |
Average DrawdownAverage peak-to-trough decline | -7.01% | -8.73% | +1.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.92% | 3.39% | -1.47% |
Volatility
DIV vs. DVLU - Volatility Comparison
Global X SuperDividend U.S. ETF (DIV) and First Trust Dorsey Wright Momentum & Value ETF (DVLU) have volatilities of 3.68% and 3.70%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DIV | DVLU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.68% | 3.70% | -0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 7.54% | 12.34% | -4.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.64% | 16.43% | -5.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.69% | 21.39% | -7.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.00% | 25.73% | -7.73% |
DIV vs. DVLU - Expense Ratio Comparison
DIV has a 0.45% expense ratio, which is lower than DVLU's 0.60% expense ratio.
Dividends
DIV vs. DVLU - Dividend Comparison
DIV's dividend yield for the trailing twelve months is around 6.77%, more than DVLU's 0.62% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DIV Global X SuperDividend U.S. ETF | 6.77% | 7.30% | 5.74% | 7.13% | 6.62% | 5.24% | 8.01% | 7.65% | 7.08% | 5.92% | 6.78% | 8.44% |
DVLU First Trust Dorsey Wright Momentum & Value ETF | 0.62% | 0.73% | 1.06% | 1.34% | 2.18% | 1.33% | 1.34% | 1.71% | 0.58% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
DIV and DVLU have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DVLU has higher volatility (3.70%) compared to DIV (3.68%). In terms of maximum drawdown, DIV dropped -52.74% vs DVLU's -53.26%.
On 5-year performance, DVLU leads with 12.25% vs 5.62% for DIV. On fees, DIV is cheaper at 0.45% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 5-year period, DVLU has performed better with a 12.25% return vs 5.62%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
DIV is cheaper with a 0.45% expense ratio, compared with 0.60% for DVLU.
DIV has the higher dividend yield at 6.77%, compared with 0.62% for DVLU.
DIV is categorized as Mid Cap Value Equities, while DVLU is Momentum. DIV tracks Indxx SuperDividend® U.S. Low Volatility Index, while DVLU tracks Dorsey Wright Momentum Plus Value Index. They also come from different issuers: Global X and First Trust. Their fees differ too: 0.45% for DIV and 0.60% for DVLU.
DVLU currently has the higher Sharpe Ratio (2.22 vs 1.47), 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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