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DVLU vs. BNKD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DVLU vs. BNKD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Dorsey Wright Momentum & Value ETF (DVLU) and MicroSectors U.S. Big Banks Index -3X Inverse Leveraged ETNs (BNKD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DVLU achieves a 13.27% return, which is significantly higher than BNKD's -43.44% return.


DVLU

1D
0.35%
1M
1.57%
6M
9.53%
YTD
13.27%
1Y
35.98%
3Y*
20.11%
5Y*
12.85%
10Y*

BNKD

1D
-1.85%
1M
-15.59%
6M
-37.28%
YTD
-43.44%
1Y
-68.23%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DVLU vs. BNKD - Yearly Performance Comparison


Correlation

The correlation between DVLU and BNKD is -0.75, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.75

Correlation (All Time)
Calculated using the full available price history since Feb 20, 2025

-0.79

The correlation between DVLU and BNKD has been stable across timeframes, ranging from -0.79 to -0.75 - a consistent structural relationship.

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Return for Risk

DVLU vs. BNKD — Risk / Return Rank

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

DVLU
DVLU Risk / Return Rank: 7979
Overall Rank
DVLU Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
DVLU Sortino Ratio Rank: 8585
Sortino Ratio Rank
DVLU Omega Ratio Rank: 8181
Omega Ratio Rank
DVLU Calmar Ratio Rank: 7272
Calmar Ratio Rank
DVLU Martin Ratio Rank: 7272
Martin Ratio Rank

BNKD
BNKD Risk / Return Rank: 00
Overall Rank
BNKD Sharpe Ratio Rank: 11
Sharpe Ratio Rank
BNKD Sortino Ratio Rank: 00
Sortino Ratio Rank
BNKD Omega Ratio Rank: 11
Omega Ratio Rank
BNKD Calmar Ratio Rank: 00
Calmar Ratio Rank
BNKD Martin Ratio Rank: 00
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.

DVLU vs. BNKD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Dorsey Wright Momentum & Value ETF (DVLU) and MicroSectors U.S. Big Banks Index -3X Inverse Leveraged ETNs (BNKD). 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.


DVLUBNKDDifference
Sharpe ratioReturn per unit of total volatility

+3.33

Sortino ratioReturn per unit of downside risk

+5.23

Omega ratioGain probability vs. loss probability

1.38

0.77

+0.62

Calmar ratioReturn relative to maximum drawdown

2.89

-0.99

+3.88

Martin ratioReturn relative to average drawdown

10.54

-1.66

+12.19

DVLU vs. BNKD - Sharpe Ratio Comparison

The current DVLU Sharpe Ratio is 2.18, which is higher than the BNKD Sharpe Ratio of -1.15. The chart below compares the historical Sharpe Ratios of DVLU and BNKD, 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

DVLU vs. BNKD - Drawdown Comparison

The maximum DVLU drawdown since its inception was -53.26%, smaller than the maximum BNKD drawdown of -88.89%. Use the drawdown chart below to compare losses from any high point for DVLU and BNKD.


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Drawdown Indicators


DVLUBNKDDifference

Max Drawdown

Largest peak-to-trough decline

-53.26%

-88.89%

+35.63%

Max Drawdown (1Y)

Largest decline over 1 year

-12.24%

-68.72%

+56.48%

Max Drawdown (3Y)

Largest decline over 3 years

-24.86%

Max Drawdown (5Y)

Largest decline over 5 years

-24.86%

Current Drawdown

Current decline from peak

0.00%

-88.89%

+88.89%

Average Drawdown

Average peak-to-trough decline

-8.68%

-65.50%

+56.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.35%

40.94%

-37.59%

Volatility

DVLU vs. BNKD - Volatility Comparison

The current volatility for First Trust Dorsey Wright Momentum & Value ETF (DVLU) is 2.88%, while MicroSectors U.S. Big Banks Index -3X Inverse Leveraged ETNs (BNKD) has a volatility of 17.22%. This indicates that DVLU experiences smaller price fluctuations and is considered to be less risky than BNKD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DVLUBNKDDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.88%

17.22%

-14.34%

Volatility (6M)

Calculated over the trailing 6-month period

11.99%

46.90%

-34.91%

Volatility (1Y)

Calculated over the trailing 1-year period

16.23%

59.04%

-42.81%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.24%

73.62%

-52.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.66%

73.62%

-47.96%

DVLU vs. BNKD - Expense Ratio Comparison

DVLU has a 0.60% expense ratio, which is lower than BNKD's 0.95% expense ratio.


Dividends

DVLU vs. BNKD - Dividend Comparison

DVLU's dividend yield for the trailing twelve months is around 0.67%, while BNKD has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
BNKD
MicroSectors U.S. Big Banks Index -3X Inverse Leveraged ETNs
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DVLU
First Trust Dorsey Wright Momentum & Value ETF
0.67%0.73%1.06%1.34%2.18%1.33%1.34%1.71%0.58%

Frequently Asked Questions


DVLU and BNKD have a correlation of -0.75, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BNKD has higher volatility (17.22%) compared to DVLU (2.88%). In terms of maximum drawdown, DVLU dropped -53.26% vs BNKD's -88.89%.

On 1-year performance, DVLU leads with 35.98% vs -68.23% for BNKD. On fees, DVLU is cheaper at 0.60% per year. On volatility, DVLU has been the lower-risk option at 2.88%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, DVLU has performed better with a 35.98% return vs -68.23%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DVLU is cheaper with a 0.60% expense ratio, compared with 0.95% for BNKD.

DVLU has the higher dividend yield at 0.67%, compared with 0.00% for BNKD.

DVLU is categorized as Momentum, while BNKD is Inverse Equities. DVLU tracks Dorsey Wright Momentum Plus Value Index, while BNKD tracks Solactive MicroSectors U.S. Big Banks Index (-300%). They also come from different issuers: First Trust and REX. Their fees differ too: 0.60% for DVLU and 0.95% for BNKD.

DVLU currently has the higher Sharpe Ratio (2.18 vs -1.15), 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.

Portfolio Optimizer

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