DVLU vs. SMOM
DVLU (First Trust Dorsey Wright Momentum & Value ETF) and SMOM (Symmetry Panoramic Sector Momentum ETF) are both exchange-traded funds - DVLU is a Momentum fund tracking the Dorsey Wright Momentum Plus Value Index, while SMOM is a Large Cap Blend Equities fund actively managed by Symmetry Partners. DVLU is passively managed, while SMOM is actively managed. Their 0.69 correlation means they have sometimes moved together and sometimes differently. DVLU charges 0.60%/yr vs 0.63%/yr for SMOM.
Performance
DVLU vs. SMOM - Performance Comparison
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Returns By Period
In the year-to-date period, DVLU achieves a 16.38% return, which is significantly higher than SMOM's 9.77% return.
DVLU
- 1D
- 1.30%
- 1M
- 5.20%
- 6M
- 13.95%
- YTD
- 16.38%
- 1Y
- 41.19%
- 3Y*
- 20.69%
- 5Y*
- 13.44%
- 10Y*
- —
- ALL TIME*
- 11.41%
SMOM
- 1D
- 0.45%
- 1M
- 2.24%
- 6M
- 8.34%
- YTD
- 9.77%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $183.55K | $173.51K | $204.38K | |
| $271.97K | $207.20K | $176.97K |
DVLU vs. SMOM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
DVLU First Trust Dorsey Wright Momentum & Value ETF | 16.38% | 12.82% |
SMOM Symmetry Panoramic Sector Momentum ETF | 9.77% | 2.78% |
Correlation
The correlation between DVLU and SMOM 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 10, 2025 | 0.69 |
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Return for Risk
DVLU vs. SMOM — Risk / Return Rank
DVLU
SMOM
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
DVLU vs. SMOM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Dorsey Wright Momentum & Value ETF (DVLU) and Symmetry Panoramic Sector Momentum ETF (SMOM). 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.
| DVLU | SMOM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.44 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 3.38 | — | — |
| Martin ratioReturn relative to average drawdown | 12.32 | — | — |
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Drawdowns
DVLU vs. SMOM - Drawdown Comparison
The maximum DVLU drawdown since its inception was -53.26%, which is greater than SMOM's maximum drawdown of -7.45%. Use the drawdown chart below to compare losses from any high point for DVLU and SMOM.
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Drawdown Indicators
| DVLU | SMOM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -53.26% | -7.45% | -45.81% |
Max Drawdown (1Y)Largest decline over 1 year | -12.24% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -24.86% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -24.86% | — | — |
Current DrawdownCurrent decline from peak | -0.10% | -0.11% | +0.01% |
Average DrawdownAverage peak-to-trough decline | -8.61% | -1.48% | -7.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.35% | — | — |
Volatility
DVLU vs. SMOM - Volatility Comparison
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Volatility by Period
| DVLU | SMOM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.30% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 12.00% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 16.47% | 12.40% | +4.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.14% | 12.40% | +8.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.60% | 12.40% | +13.20% |
DVLU vs. SMOM - Expense Ratio Comparison
DVLU has a 0.60% expense ratio, which is lower than SMOM's 0.63% expense ratio.
Dividends
DVLU vs. SMOM - Dividend Comparison
DVLU's dividend yield for the trailing twelve months is around 0.65%, more than SMOM's 0.15% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
DVLU First Trust Dorsey Wright Momentum & Value ETF | 0.65% | 0.73% | 1.06% | 1.34% | 2.18% | 1.33% | 1.34% | 1.71% | 0.58% |
SMOM Symmetry Panoramic Sector Momentum ETF | 0.15% | 0.16% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
DVLU and SMOM 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, DVLU is cheaper at 0.60% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DVLU is cheaper with a 0.60% expense ratio, compared with 0.63% for SMOM.
DVLU has the higher dividend yield at 0.65%, compared with 0.15% for SMOM.
DVLU is categorized as Momentum, while SMOM is Large Cap Blend Equities. They also come from different issuers: First Trust and Symmetry Partners. Their fees differ too: 0.60% for DVLU and 0.63% for SMOM.
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