DVLU vs. SPHQ
Compare and contrast key facts about First Trust Dorsey Wright Momentum & Value ETF (DVLU) and Invesco S&P 500® Quality ETF (SPHQ).
DVLU and SPHQ 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. SPHQ is a passively managed fund by Invesco that tracks the performance of the S&P 500 High Quality Rankings Index. It was launched on Dec 6, 2005. Both DVLU and SPHQ are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DVLU or SPHQ.
Correlation
The correlation between DVLU and SPHQ is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
DVLU vs. SPHQ - Performance Comparison
Key characteristics
DVLU:
1.09
SPHQ:
2.09
DVLU:
1.59
SPHQ:
2.88
DVLU:
1.19
SPHQ:
1.37
DVLU:
1.43
SPHQ:
4.17
DVLU:
3.60
SPHQ:
13.93
DVLU:
4.97%
SPHQ:
1.85%
DVLU:
16.40%
SPHQ:
12.33%
DVLU:
-53.26%
SPHQ:
-57.83%
DVLU:
-6.55%
SPHQ:
-0.42%
Returns By Period
In the year-to-date period, DVLU achieves a 5.18% return, which is significantly lower than SPHQ's 5.65% return.
DVLU
5.18%
0.49%
4.45%
15.42%
10.82%
N/A
SPHQ
5.65%
3.98%
9.10%
25.17%
15.36%
13.53%
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DVLU vs. SPHQ - Expense Ratio Comparison
DVLU has a 0.60% expense ratio, which is higher than SPHQ's 0.15% expense ratio.
Risk-Adjusted Performance
DVLU vs. SPHQ — Risk-Adjusted Performance Rank
DVLU
SPHQ
DVLU vs. SPHQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Dorsey Wright Momentum & Value ETF (DVLU) and Invesco S&P 500® Quality ETF (SPHQ). 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.
Dividends
DVLU vs. SPHQ - Dividend Comparison
DVLU's dividend yield for the trailing twelve months is around 1.01%, less than SPHQ's 1.09% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DVLU First Trust Dorsey Wright Momentum & Value ETF | 1.01% | 1.06% | 1.34% | 2.18% | 1.33% | 1.34% | 1.71% | 0.58% | 0.00% | 0.00% | 0.00% | 0.00% |
SPHQ Invesco S&P 500® Quality ETF | 1.09% | 1.15% | 1.43% | 1.85% | 1.19% | 1.56% | 1.50% | 1.86% | 1.57% | 1.68% | 2.29% | 1.66% |
Drawdowns
DVLU vs. SPHQ - Drawdown Comparison
The maximum DVLU drawdown since its inception was -53.26%, smaller than the maximum SPHQ drawdown of -57.83%. Use the drawdown chart below to compare losses from any high point for DVLU and SPHQ. For additional features, visit the drawdowns tool.
Volatility
DVLU vs. SPHQ - Volatility Comparison
First Trust Dorsey Wright Momentum & Value ETF (DVLU) has a higher volatility of 3.53% compared to Invesco S&P 500® Quality ETF (SPHQ) at 2.63%. This indicates that DVLU's price experiences larger fluctuations and is considered to be riskier than SPHQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.