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DVLU vs. QVAL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DVLU vs. QVAL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Dorsey Wright Momentum & Value ETF (DVLU) and Alpha Architect U.S. Quantitative Value ETF (QVAL). The values are adjusted to include any dividend payments, if applicable.

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DVLU vs. QVAL - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
DVLU
First Trust Dorsey Wright Momentum & Value ETF
-4.21%23.67%13.36%18.84%-9.73%41.67%-6.68%33.59%-24.03%
QVAL
Alpha Architect U.S. Quantitative Value ETF
7.30%10.98%12.21%28.40%-11.80%34.40%-5.93%24.06%-20.05%

Returns By Period

In the year-to-date period, DVLU achieves a -4.21% return, which is significantly lower than QVAL's 7.30% return.


DVLU

1D
3.33%
1M
-5.53%
YTD
-4.21%
6M
2.11%
1Y
21.21%
3Y*
16.69%
5Y*
10.14%
10Y*

QVAL

1D
2.26%
1M
-2.23%
YTD
7.30%
6M
12.78%
1Y
24.34%
3Y*
17.50%
5Y*
11.66%
10Y*
10.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DVLU vs. QVAL - Expense Ratio Comparison

DVLU has a 0.60% expense ratio, which is higher than QVAL's 0.28% expense ratio.


Return for Risk

DVLU vs. QVAL — Risk / Return Rank

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

DVLU
DVLU Risk / Return Rank: 5555
Overall Rank
DVLU Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
DVLU Sortino Ratio Rank: 5353
Sortino Ratio Rank
DVLU Omega Ratio Rank: 5454
Omega Ratio Rank
DVLU Calmar Ratio Rank: 5959
Calmar Ratio Rank
DVLU Martin Ratio Rank: 5555
Martin Ratio Rank

QVAL
QVAL Risk / Return Rank: 7272
Overall Rank
QVAL Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
QVAL Sortino Ratio Rank: 7676
Sortino Ratio Rank
QVAL Omega Ratio Rank: 7272
Omega Ratio Rank
QVAL Calmar Ratio Rank: 7070
Calmar Ratio Rank
QVAL Martin Ratio Rank: 7474
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. QVAL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Dorsey Wright Momentum & Value ETF (DVLU) and Alpha Architect U.S. Quantitative Value ETF (QVAL). 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.


DVLUQVALDifference

Sharpe ratio

Return per unit of total volatility

0.96

1.21

-0.25

Sortino ratio

Return per unit of downside risk

1.40

1.85

-0.45

Omega ratio

Gain probability vs. loss probability

1.20

1.26

-0.05

Calmar ratio

Return relative to maximum drawdown

1.50

1.70

-0.20

Martin ratio

Return relative to average drawdown

5.37

7.34

-1.96

DVLU vs. QVAL - Sharpe Ratio Comparison

The current DVLU Sharpe Ratio is 0.96, which is comparable to the QVAL Sharpe Ratio of 1.21. The chart below compares the historical Sharpe Ratios of DVLU and QVAL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


DVLUQVALDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.96

1.21

-0.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

0.54

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.45

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

0.46

-0.11

Correlation

The correlation between DVLU and QVAL is 0.81, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

DVLU vs. QVAL - Dividend Comparison

DVLU's dividend yield for the trailing twelve months is around 0.71%, less than QVAL's 1.56% yield.


TTM2025202420232022202120202019201820172016
DVLU
First Trust Dorsey Wright Momentum & Value ETF
0.71%0.73%1.06%1.34%2.18%1.33%1.34%1.71%0.58%0.00%0.00%
QVAL
Alpha Architect U.S. Quantitative Value ETF
1.56%1.44%1.72%1.76%2.00%1.23%1.86%1.99%1.64%1.08%1.30%

Drawdowns

DVLU vs. QVAL - Drawdown Comparison

The maximum DVLU drawdown since its inception was -53.26%, roughly equal to the maximum QVAL drawdown of -51.49%. Use the drawdown chart below to compare losses from any high point for DVLU and QVAL.


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Drawdown Indicators


DVLUQVALDifference

Max Drawdown

Largest peak-to-trough decline

-53.26%

-51.49%

-1.77%

Max Drawdown (1Y)

Largest decline over 1 year

-14.82%

-14.61%

-0.21%

Max Drawdown (5Y)

Largest decline over 5 years

-24.86%

-27.17%

+2.31%

Max Drawdown (10Y)

Largest decline over 10 years

-51.49%

Current Drawdown

Current decline from peak

-9.32%

-2.87%

-6.45%

Average Drawdown

Average peak-to-trough decline

-8.94%

-7.91%

-1.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.14%

3.39%

+0.75%

Volatility

DVLU vs. QVAL - Volatility Comparison

First Trust Dorsey Wright Momentum & Value ETF (DVLU) has a higher volatility of 6.15% compared to Alpha Architect U.S. Quantitative Value ETF (QVAL) at 4.37%. This indicates that DVLU's price experiences larger fluctuations and is considered to be riskier than QVAL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DVLUQVALDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.15%

4.37%

+1.78%

Volatility (6M)

Calculated over the trailing 6-month period

13.36%

10.21%

+3.15%

Volatility (1Y)

Calculated over the trailing 1-year period

22.29%

20.19%

+2.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.68%

21.64%

+0.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.00%

22.80%

+3.20%