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DVOL vs. SMOM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DVOL vs. SMOM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Trust Dorsey Wright Momentum & Low Volatility ETF (DVOL) and Symmetry Panoramic Sector Momentum ETF (SMOM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DVOL achieves a 8.15% return, which is significantly lower than SMOM's 9.28% return.


DVOL

1D
0.16%
1M
2.33%
6M
5.83%
YTD
8.15%
1Y
10.88%
3Y*
13.90%
5Y*
6.77%
10Y*
ALL TIME*
9.44%

SMOM

1D
0.07%
1M
1.78%
6M
7.98%
YTD
9.28%
1Y
3Y*
5Y*
10Y*
ALL TIME*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$232.56K$170.69K$310.57K
$282.40K$230.96K$175.69K

DVOL vs. SMOM - Yearly Performance Comparison


Correlation

The correlation between DVOL and SMOM is 0.51, 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

0.51

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Return for Risk

DVOL vs. SMOM — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

DVOL
DVOL Risk / Return Rank: 3535
Overall Rank
DVOL Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
DVOL Sortino Ratio Rank: 3737
Sortino Ratio Rank
DVOL Omega Ratio Rank: 3434
Omega Ratio Rank
DVOL Calmar Ratio Rank: 3232
Calmar Ratio Rank
DVOL Martin Ratio Rank: 3737
Martin Ratio Rank

SMOM

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

DVOL vs. SMOM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Trust Dorsey Wright Momentum & Low Volatility ETF (DVOL) 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.


DVOLSMOMDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.16

Calmar ratioReturn relative to maximum drawdown

1.09

Martin ratioReturn relative to average drawdown

3.81

DVOL vs. SMOM - Sharpe Ratio Comparison


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Drawdowns

DVOL vs. SMOM - Drawdown Comparison

The maximum DVOL drawdown since its inception was -38.26%, which is greater than SMOM's maximum drawdown of -7.45%. Use the drawdown chart below to compare losses from any high point for DVOL and SMOM.


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Drawdown Indicators


DVOLSMOMDifference

Max Drawdown

Largest peak-to-trough decline

-38.26%

-7.45%

-30.81%

Max Drawdown (1Y)

Largest decline over 1 year

-9.82%

Max Drawdown (3Y)

Largest decline over 3 years

-11.66%

Max Drawdown (5Y)

Largest decline over 5 years

-24.65%

Current Drawdown

Current decline from peak

-1.02%

-0.56%

-0.46%

Average Drawdown

Average peak-to-trough decline

-7.06%

-1.49%

-5.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.79%

Volatility

DVOL vs. SMOM - Volatility Comparison


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Volatility by Period


DVOLSMOMDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.31%

Volatility (6M)

Calculated over the trailing 6-month period

9.42%

Volatility (1Y)

Calculated over the trailing 1-year period

11.82%

12.42%

-0.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.36%

12.42%

+1.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.60%

12.42%

+5.18%

DVOL vs. SMOM - Expense Ratio Comparison

DVOL has a 0.60% expense ratio, which is lower than SMOM's 0.63% expense ratio.


Dividends

DVOL vs. SMOM - Dividend Comparison

DVOL's dividend yield for the trailing twelve months is around 0.75%, more than SMOM's 0.15% yield.


PositionTTM20252024202320222021202020192018
DVOL
First Trust Dorsey Wright Momentum & Low Volatility ETF
0.75%0.86%0.67%1.28%1.37%0.47%0.60%1.79%0.39%
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


DVOL and SMOM have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, DVOL is cheaper at 0.60% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DVOL is cheaper with a 0.60% expense ratio, compared with 0.63% for SMOM.

DVOL has the higher dividend yield at 0.75%, compared with 0.15% for SMOM.

DVOL 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 DVOL and 0.63% for SMOM.

Portfolio Optimizer

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