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DVLU vs. PXI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DVLU vs. PXI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Dorsey Wright Momentum & Value ETF (DVLU) and Invesco DWA Energy Momentum ETF (PXI). 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 10.45% return, which is significantly lower than PXI's 22.95% return.


DVLU

1D
1.15%
1M
3.83%
YTD
10.45%
6M
8.12%
1Y
37.54%
3Y*
21.33%
5Y*
12.44%
10Y*

PXI

1D
1.37%
1M
-7.84%
YTD
22.95%
6M
23.28%
1Y
26.37%
3Y*
15.94%
5Y*
14.47%
10Y*
5.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DVLU vs. PXI - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
DVLU
First Trust Dorsey Wright Momentum & Value ETF
10.45%23.67%13.36%18.84%-9.73%41.67%-6.68%33.59%-24.03%
PXI
Invesco DWA Energy Momentum ETF
22.95%3.86%0.76%5.48%45.85%75.05%-35.91%1.67%-31.41%

Correlation

The correlation between DVLU and PXI is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.19

Correlation (3Y)
Calculated over the trailing 3-year period

0.46

Correlation (5Y)
Calculated over the trailing 5-year period

0.57

Correlation (All Time)
Calculated using the full available price history since Sep 7, 2018

0.59

Over the past year, the correlation between DVLU and PXI has dropped to 0.19 - well below their long-term average of 0.59, suggesting their price drivers have been diverging.

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Return for Risk

DVLU vs. PXI — Risk / Return Rank

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

DVLU
DVLU Risk / Return Rank: 6969
Overall Rank
DVLU Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
DVLU Sortino Ratio Rank: 7373
Sortino Ratio Rank
DVLU Omega Ratio Rank: 6969
Omega Ratio Rank
DVLU Calmar Ratio Rank: 6464
Calmar Ratio Rank
DVLU Martin Ratio Rank: 6363
Martin Ratio Rank

PXI
PXI Risk / Return Rank: 3737
Overall Rank
PXI Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
PXI Sortino Ratio Rank: 3232
Sortino Ratio Rank
PXI Omega Ratio Rank: 3131
Omega Ratio Rank
PXI Calmar Ratio Rank: 4747
Calmar Ratio Rank
PXI Martin Ratio Rank: 4343
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. PXI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Dorsey Wright Momentum & Value ETF (DVLU) and Invesco DWA Energy Momentum ETF (PXI). 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.


DVLUPXIDifference
Sharpe ratioReturn per unit of total volatility

+1.10

Sortino ratioReturn per unit of downside risk

+1.50

Omega ratioGain probability vs. loss probability

1.40

1.20

+0.19

Calmar ratioReturn relative to maximum drawdown

3.08

2.28

+0.81

Martin ratioReturn relative to average drawdown

11.11

6.80

+4.31

DVLU vs. PXI - Sharpe Ratio Comparison

The current DVLU Sharpe Ratio is 2.30, which is higher than the PXI Sharpe Ratio of 1.20. The chart below compares the historical Sharpe Ratios of DVLU and PXI, 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. PXI - Drawdown Comparison

The maximum DVLU drawdown since its inception was -53.26%, smaller than the maximum PXI drawdown of -85.08%. Use the drawdown chart below to compare losses from any high point for DVLU and PXI.


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Drawdown Indicators


DVLUPXIDifference

Max Drawdown

Largest peak-to-trough decline

-53.26%

-85.08%

+31.82%

Max Drawdown (1Y)

Largest decline over 1 year

-12.24%

-11.64%

-0.60%

Max Drawdown (3Y)

Largest decline over 3 years

-24.86%

-30.74%

+5.88%

Max Drawdown (5Y)

Largest decline over 5 years

-24.86%

-33.47%

+8.61%

Max Drawdown (10Y)

Largest decline over 10 years

-79.55%

Current Drawdown

Current decline from peak

-0.95%

-10.43%

+9.48%

Average Drawdown

Average peak-to-trough decline

-8.73%

-29.38%

+20.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.39%

3.96%

-0.57%

Volatility

DVLU vs. PXI - Volatility Comparison

The current volatility for First Trust Dorsey Wright Momentum & Value ETF (DVLU) is 3.70%, while Invesco DWA Energy Momentum ETF (PXI) has a volatility of 7.91%. This indicates that DVLU experiences smaller price fluctuations and is considered to be less risky than PXI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DVLUPXIDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.70%

7.91%

-4.21%

Volatility (6M)

Calculated over the trailing 6-month period

12.34%

17.04%

-4.70%

Volatility (1Y)

Calculated over the trailing 1-year period

16.46%

22.14%

-5.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.39%

33.41%

-12.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.74%

37.16%

-11.42%

DVLU vs. PXI - Expense Ratio Comparison

Both DVLU and PXI have an expense ratio of 0.60%.


Dividends

DVLU vs. PXI - Dividend Comparison

DVLU's dividend yield for the trailing twelve months is around 0.62%, less than PXI's 1.71% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
PXI
Invesco DWA Energy Momentum ETF
1.71%1.81%1.52%1.82%3.14%0.57%1.72%2.80%0.93%0.80%0.73%2.07%

Frequently Asked Questions


DVLU and PXI have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PXI has higher volatility (7.91%) compared to DVLU (3.70%). In terms of maximum drawdown, DVLU dropped -53.26% vs PXI's -85.08%.

On 5-year performance, PXI leads with 14.47% vs 12.44% for DVLU. Both ETFs have the same 0.60% expense ratio. On volatility, DVLU has been the lower-risk option at 3.70%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, PXI has performed better with a 14.47% return vs 12.44%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DVLU and PXI have the same expense ratio: 0.60% per year.

PXI has the higher dividend yield at 1.71%, compared with 0.62% for DVLU.

DVLU tracks Dorsey Wright Momentum Plus Value Index, while PXI tracks Dorsey Wright Energy Technical Leaders Index. They also come from different issuers: First Trust and Invesco.

DVLU currently has the higher Sharpe Ratio (2.30 vs 1.20), 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 PXI

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