DVLU vs. SNPD

Last updated Apr 1, 2026

Compare and contrast key facts about First Trust Dorsey Wright Momentum & Value ETF (DVLU) and Xtrackers S&P ESG Dividend Aristocrats ETF (SNPD).

DVLU and SNPD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DVLU is a passively managed fund by First Trust that tracks the performance of the Dorsey Wright Momentum Plus Value Index. It was launched on Sep 5, 2018. SNPD is a passively managed fund by Xtrackers that tracks the performance of the S&P ESG High Yield Dividend Aristocrats Index. It was launched on Nov 8, 2022. Both DVLU and SNPD are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

DVLU vs. SNPD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Dorsey Wright Momentum & Value ETF (DVLU) and Xtrackers S&P ESG Dividend Aristocrats ETF (SNPD). The values are adjusted to include any dividend payments, if applicable.

DVLU vs. SNPD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
DVLU First Trust Dorsey Wright Momentum & Value ETF	-4.21%	23.67%	13.36%	18.84%	-0.64%
SNPD Xtrackers S&P ESG Dividend Aristocrats ETF	4.62%	6.66%	5.41%	2.68%	3.49%

Returns By Period

In the year-to-date period, DVLU achieves a -4.21% return, which is significantly lower than SNPD's 4.62% return.

DVLU

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

SNPD

• 1D: 1.01%
• 1M: -6.31%
• YTD: 4.62%
• 6M: 5.72%
• 1Y: 9.12%
• 3Y*: 7.00%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

DVLU vs. SNPD - Expense Ratio Comparison

DVLU has a 0.60% expense ratio, which is higher than SNPD's 0.15% expense ratio.

DVLU

First Trust Dorsey Wright Momentum & Value ETF

SNPD

Xtrackers S&P ESG Dividend Aristocrats ETF

Return for Risk

DVLU vs. SNPD — Risk / Return Rank

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

DVLU

DVLU Risk / Return Rank: 55
DVLU Sharpe Ratio Rank: 53
DVLU Sortino Ratio Rank: 53
DVLU Omega Ratio Rank: 54
DVLU Calmar Ratio Rank: 59
DVLU Martin Ratio Rank: 55

SNPD

SNPD Risk / Return Rank: 34
SNPD Sharpe Ratio Rank: 33
SNPD Sortino Ratio Rank: 34
SNPD Omega Ratio Rank: 31
SNPD Calmar Ratio Rank: 34
SNPD Martin Ratio Rank: 36

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. SNPD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Dorsey Wright Momentum & Value ETF (DVLU) and Xtrackers S&P ESG Dividend Aristocrats ETF (SNPD). 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.

	DVLU	SNPD	Difference
Sharpe ratio Return per unit of total volatility	0.96	0.62	+0.33
Sortino ratio Return per unit of downside risk	1.40	0.98	+0.42
Omega ratio Gain probability vs. loss probability	1.20	1.13	+0.08
Calmar ratio Return relative to maximum drawdown	1.50	0.88	+0.62
Martin ratio Return relative to average drawdown	5.37	3.39	+1.99
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DVLU vs. SNPD - Sharpe Ratio Comparison

The current DVLU Sharpe Ratio is 0.96, which is higher than the SNPD Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of DVLU and SNPD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	DVLU	SNPD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.96	0.62	+0.33
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.47	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.35	0.52	-0.17

Correlation

The correlation between DVLU and SNPD is 0.76, 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. SNPD - Dividend Comparison

DVLU's dividend yield for the trailing twelve months is around 0.71%, less than SNPD's 3.11% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018
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%
SNPD Xtrackers S&P ESG Dividend Aristocrats ETF	3.11%	3.10%	2.78%	2.63%	0.57%	0.00%	0.00%	0.00%	0.00%

Drawdowns

DVLU vs. SNPD - Drawdown Comparison

The maximum DVLU drawdown since its inception was -53.26%, which is greater than SNPD's maximum drawdown of -15.80%. Use the drawdown chart below to compare losses from any high point for DVLU and SNPD.

Drawdown Indicators

	DVLU	SNPD	Difference
Max Drawdown Largest peak-to-trough decline	-53.26%	-15.80%	-37.46%
Max Drawdown (1Y) Largest decline over 1 year	-14.82%	-11.68%	-3.14%
Max Drawdown (5Y) Largest decline over 5 years	-24.86%	—	—
Current Drawdown Current decline from peak	-9.32%	-6.31%	-3.01%
Average Drawdown Average peak-to-trough decline	-8.94%	-3.93%	-5.01%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.14%	3.02%	+1.12%

Volatility

DVLU vs. SNPD - Volatility Comparison

First Trust Dorsey Wright Momentum & Value ETF (DVLU) has a higher volatility of 6.15% compared to Xtrackers S&P ESG Dividend Aristocrats ETF (SNPD) at 3.66%. This indicates that DVLU's price experiences larger fluctuations and is considered to be riskier than SNPD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DVLU	SNPD	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.15%	3.66%	+2.49%
Volatility (6M) Calculated over the trailing 6-month period	13.36%	7.93%	+5.43%
Volatility (1Y) Calculated over the trailing 1-year period	22.29%	14.75%	+7.54%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.68%	13.22%	+8.46%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.00%	13.22%	+12.78%