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DLAG vs. FTXL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DLAG vs. FTXL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Vest U.S. Equity Dual Directional Buffer ETF - August (DLAG) and First Trust Nasdaq Semiconductor ETF (FTXL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DLAG achieves a 6.56% return, which is significantly lower than FTXL's 67.20% return.


DLAG

1D
0.34%
1M
0.81%
6M
5.75%
YTD
6.56%
1Y
3Y*
5Y*
10Y*
ALL TIME*

FTXL

1D
-0.59%
1M
-13.49%
6M
42.44%
YTD
67.20%
1Y
127.03%
3Y*
42.82%
5Y*
26.87%
10Y*
ALL TIME*
27.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$11.62K$80.34K$219.50K
$143.42M$100.61M$86.48M

DLAG vs. FTXL - Yearly Performance Comparison


Correlation

The correlation between DLAG and FTXL 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 (All Time)
Calculated using the full available price history since Sep 22, 2025

0.69

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Return for Risk

DLAG vs. FTXL — Risk / Return Rank

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

DLAG

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


FTXL
FTXL Risk / Return Rank: 9191
Overall Rank
FTXL Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
FTXL Sortino Ratio Rank: 8787
Sortino Ratio Rank
FTXL Omega Ratio Rank: 8787
Omega Ratio Rank
FTXL Calmar Ratio Rank: 9090
Calmar Ratio Rank
FTXL Martin Ratio Rank: 9393
Martin Ratio Rank
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.

DLAG vs. FTXL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Vest U.S. Equity Dual Directional Buffer ETF - August (DLAG) and First Trust Nasdaq Semiconductor ETF (FTXL). 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.


DLAGFTXLDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.39

Calmar ratioReturn relative to maximum drawdown

3.83

Martin ratioReturn relative to average drawdown

16.62

DLAG vs. FTXL - Sharpe Ratio Comparison


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Drawdowns

DLAG vs. FTXL - Drawdown Comparison

The maximum DLAG drawdown since its inception was -4.23%, smaller than the maximum FTXL drawdown of -43.87%. Use the drawdown chart below to compare losses from any high point for DLAG and FTXL.


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Drawdown Indicators


DLAGFTXLDifference

Max Drawdown

Largest peak-to-trough decline

-4.23%

-43.87%

+39.64%

Max Drawdown (1Y)

Largest decline over 1 year

-32.64%

Max Drawdown (3Y)

Largest decline over 3 years

-41.57%

Max Drawdown (5Y)

Largest decline over 5 years

-43.87%

Current Drawdown

Current decline from peak

0.00%

-27.09%

+27.09%

Average Drawdown

Average peak-to-trough decline

-0.51%

-10.61%

+10.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.51%

Volatility

DLAG vs. FTXL - Volatility Comparison


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Volatility by Period


DLAGFTXLDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.94%

Volatility (6M)

Calculated over the trailing 6-month period

39.98%

Volatility (1Y)

Calculated over the trailing 1-year period

6.22%

46.28%

-40.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.22%

38.23%

-32.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.22%

35.28%

-29.06%

DLAG vs. FTXL - Expense Ratio Comparison

DLAG has a 0.85% expense ratio, which is higher than FTXL's 0.60% expense ratio.


Dividends

DLAG vs. FTXL - Dividend Comparison

DLAG has not paid dividends to shareholders, while FTXL's dividend yield for the trailing twelve months is around 0.11%.


PositionTTM2025202420232022202120202019201820172016
DLAG
FT Vest U.S. Equity Dual Directional Buffer ETF - August
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FTXL
First Trust Nasdaq Semiconductor ETF
0.11%0.28%0.54%0.60%0.89%0.25%0.48%0.92%0.71%0.47%0.12%

Frequently Asked Questions


DLAG and FTXL 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.

On fees, FTXL is cheaper at 0.60% per year. The better choice depends on whether you care most about return, fees, risk, or income.

FTXL is cheaper with a 0.60% expense ratio, compared with 0.85% for DLAG.

FTXL has the higher dividend yield at 0.11%, compared with 0.00% for DLAG.

DLAG is categorized as Defined Outcome, while FTXL is Semiconductors. Their fees differ too: 0.85% for DLAG and 0.60% for FTXL.

Portfolio Optimizer

Find the right allocation for DLAG and FTXL

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