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DVLU vs. IBID
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DVLU vs. IBID - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Dorsey Wright Momentum & Value ETF (DVLU) and iShares iBonds Oct 2027 Term TIPS ETF (IBID). 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 18.19% return, which is significantly higher than IBID's 2.35% return.


DVLU

1D
-0.25%
1M
5.70%
6M
15.43%
YTD
18.19%
1Y
41.47%
3Y*
21.32%
5Y*
13.24%
10Y*
ALL TIME*
11.62%

IBID

1D
0.00%
1M
0.14%
6M
1.99%
YTD
2.35%
1Y
3.54%
3Y*
5Y*
10Y*
ALL TIME*
5.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$181.36K$178.64K$209.48K
$833.66K$776.63K$746.99K

DVLU vs. IBID - Yearly Performance Comparison


2026 (YTD)202520242023
DVLU
First Trust Dorsey Wright Momentum & Value ETF
18.19%23.67%13.36%10.82%
IBID
iShares iBonds Oct 2027 Term TIPS ETF
2.35%5.66%4.71%2.61%

Correlation

The correlation between DVLU and IBID is -0.17, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.17

Correlation (All Time)
Calculated using the full available price history since Sep 15, 2023

0.03

The correlation between DVLU and IBID shifts across timeframes, from -0.17 (1 year) to 0.03 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

DVLU vs. IBID — Risk / Return Rank

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

DVLU
DVLU Risk / Return Rank: 8787
Overall Rank
DVLU Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
DVLU Sortino Ratio Rank: 9090
Sortino Ratio Rank
DVLU Omega Ratio Rank: 8989
Omega Ratio Rank
DVLU Calmar Ratio Rank: 8383
Calmar Ratio Rank
DVLU Martin Ratio Rank: 8282
Martin Ratio Rank

IBID
IBID Risk / Return Rank: 9696
Overall Rank
IBID Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
IBID Sortino Ratio Rank: 9797
Sortino Ratio Rank
IBID Omega Ratio Rank: 9696
Omega Ratio Rank
IBID Calmar Ratio Rank: 9696
Calmar Ratio Rank
IBID Martin Ratio Rank: 9595
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.

DVLU vs. IBID - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Dorsey Wright Momentum & Value ETF (DVLU) and iShares iBonds Oct 2027 Term TIPS ETF (IBID). 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.


DVLUIBIDDifference
Sharpe ratioReturn per unit of total volatility

-0.56

Sortino ratioReturn per unit of downside risk

-1.65

Omega ratioGain probability vs. loss probability

1.44

1.66

-0.22

Calmar ratioReturn relative to maximum drawdown

3.40

6.46

-3.06

Martin ratioReturn relative to average drawdown

12.41

22.66

-10.25

DVLU vs. IBID - Sharpe Ratio Comparison

The current DVLU Sharpe Ratio is 2.53, which is comparable to the IBID Sharpe Ratio of 3.09. The chart below compares the historical Sharpe Ratios of DVLU and IBID, 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. IBID - Drawdown Comparison

The maximum DVLU drawdown since its inception was -53.26%, which is greater than IBID's maximum drawdown of -1.28%. Use the drawdown chart below to compare losses from any high point for DVLU and IBID.


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Drawdown Indicators


DVLUIBIDDifference

Max Drawdown

Largest peak-to-trough decline

-53.26%

-1.28%

-51.98%

Max Drawdown (1Y)

Largest decline over 1 year

-12.24%

-0.55%

-11.69%

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

-0.25%

-0.14%

-0.11%

Average Drawdown

Average peak-to-trough decline

-8.60%

-0.22%

-8.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.35%

0.16%

+3.19%

Volatility

DVLU vs. IBID - Volatility Comparison

First Trust Dorsey Wright Momentum & Value ETF (DVLU) has a higher volatility of 4.53% compared to iShares iBonds Oct 2027 Term TIPS ETF (IBID) at 0.32%. This indicates that DVLU's price experiences larger fluctuations and is considered to be riskier than IBID based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DVLUIBIDDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.53%

0.32%

+4.21%

Volatility (6M)

Calculated over the trailing 6-month period

12.05%

0.92%

+11.13%

Volatility (1Y)

Calculated over the trailing 1-year period

16.48%

1.15%

+15.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.13%

2.21%

+18.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.59%

2.21%

+23.38%

DVLU vs. IBID - Expense Ratio Comparison

DVLU has a 0.60% expense ratio, which is higher than IBID's 0.10% expense ratio.


Dividends

DVLU vs. IBID - Dividend Comparison

DVLU's dividend yield for the trailing twelve months is around 0.64%, less than IBID's 4.90% yield.


PositionTTM20252024202320222021202020192018
DVLU
First Trust Dorsey Wright Momentum & Value ETF
0.64%0.73%1.06%1.34%2.18%1.33%1.34%1.71%0.58%
IBID
iShares iBonds Oct 2027 Term TIPS ETF
4.90%4.43%4.24%0.81%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


DVLU and IBID have a correlation of -0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DVLU has higher volatility (4.53%) compared to IBID (0.32%). In terms of maximum drawdown, DVLU dropped -53.26% vs IBID's -1.28%.

On 1-year performance, DVLU leads with 41.47% vs 3.54% for IBID. On fees, IBID is cheaper at 0.10% per year. On volatility, IBID has been the lower-risk option at 0.32%. 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 41.47% return vs 3.54%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IBID is cheaper with a 0.10% expense ratio, compared with 0.60% for DVLU.

IBID has the higher dividend yield at 4.90%, compared with 0.64% for DVLU.

DVLU is categorized as Momentum, while IBID is Inflation-Protected Bonds. DVLU tracks Dorsey Wright Momentum Plus Value Index, while IBID tracks ICE 2027 Maturity US Inflation-Linked Treasury Index. They also come from different issuers: First Trust and iShares. Their fees differ too: 0.60% for DVLU and 0.10% for IBID.

IBID currently has the higher Sharpe Ratio (3.09 vs 2.53), 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

Find the right allocation for DVLU and IBID

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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