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EJAN vs. DVOL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EJAN vs. DVOL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Innovator Emerging Markets Power Buffer ETF January (EJAN) and First Trust Dorsey Wright Momentum & Low Volatility ETF (DVOL). The values are adjusted to include any dividend payments, if applicable.

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EJAN vs. DVOL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
EJAN
Innovator Emerging Markets Power Buffer ETF January
0.41%14.78%2.69%5.37%-8.01%-1.53%10.46%
DVOL
First Trust Dorsey Wright Momentum & Low Volatility ETF
-1.24%4.30%24.84%5.39%-16.10%30.08%12.16%

Returns By Period

In the year-to-date period, EJAN achieves a 0.41% return, which is significantly higher than DVOL's -1.24% return.


EJAN

1D
2.54%
1M
-3.91%
YTD
0.41%
6M
2.17%
1Y
12.21%
3Y*
6.37%
5Y*
2.16%
10Y*

DVOL

1D
2.56%
1M
-5.60%
YTD
-1.24%
6M
-2.13%
1Y
-2.06%
3Y*
11.56%
5Y*
7.70%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EJAN vs. DVOL - Expense Ratio Comparison

EJAN has a 0.89% expense ratio, which is higher than DVOL's 0.60% expense ratio.


Return for Risk

EJAN vs. DVOL — Risk / Return Rank

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

EJAN
EJAN Risk / Return Rank: 7272
Overall Rank
EJAN Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
EJAN Sortino Ratio Rank: 7272
Sortino Ratio Rank
EJAN Omega Ratio Rank: 8181
Omega Ratio Rank
EJAN Calmar Ratio Rank: 6363
Calmar Ratio Rank
EJAN Martin Ratio Rank: 7373
Martin Ratio Rank

DVOL
DVOL Risk / Return Rank: 99
Overall Rank
DVOL Sharpe Ratio Rank: 99
Sharpe Ratio Rank
DVOL Sortino Ratio Rank: 99
Sortino Ratio Rank
DVOL Omega Ratio Rank: 88
Omega Ratio Rank
DVOL Calmar Ratio Rank: 1111
Calmar Ratio Rank
DVOL Martin Ratio Rank: 1010
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.

EJAN vs. DVOL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Innovator Emerging Markets Power Buffer ETF January (EJAN) and First Trust Dorsey Wright Momentum & Low Volatility ETF (DVOL). 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.


EJANDVOLDifference

Sharpe ratio

Return per unit of total volatility

1.25

-0.13

+1.38

Sortino ratio

Return per unit of downside risk

1.84

-0.08

+1.92

Omega ratio

Gain probability vs. loss probability

1.32

0.99

+0.33

Calmar ratio

Return relative to maximum drawdown

1.62

-0.08

+1.70

Martin ratio

Return relative to average drawdown

7.79

-0.25

+8.03

EJAN vs. DVOL - Sharpe Ratio Comparison

The current EJAN Sharpe Ratio is 1.25, which is higher than the DVOL Sharpe Ratio of -0.13. The chart below compares the historical Sharpe Ratios of EJAN and DVOL, 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


EJANDVOLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.25

-0.13

+1.38

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.20

0.54

-0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

0.49

-0.20

Correlation

The correlation between EJAN and DVOL is 0.42, 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.


Dividends

EJAN vs. DVOL - Dividend Comparison

EJAN has not paid dividends to shareholders, while DVOL's dividend yield for the trailing twelve months is around 0.70%.


TTM20252024202320222021202020192018
EJAN
Innovator Emerging Markets Power Buffer ETF January
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DVOL
First Trust Dorsey Wright Momentum & Low Volatility ETF
0.70%0.86%0.67%1.28%1.37%0.47%0.60%1.79%0.39%

Drawdowns

EJAN vs. DVOL - Drawdown Comparison

The maximum EJAN drawdown since its inception was -22.23%, smaller than the maximum DVOL drawdown of -38.26%. Use the drawdown chart below to compare losses from any high point for EJAN and DVOL.


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Drawdown Indicators


EJANDVOLDifference

Max Drawdown

Largest peak-to-trough decline

-22.23%

-38.26%

+16.03%

Max Drawdown (1Y)

Largest decline over 1 year

-7.51%

-10.85%

+3.34%

Max Drawdown (5Y)

Largest decline over 5 years

-22.00%

-24.65%

+2.65%

Current Drawdown

Current decline from peak

-4.26%

-7.51%

+3.25%

Average Drawdown

Average peak-to-trough decline

-5.92%

-7.27%

+1.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.56%

3.53%

-1.97%

Volatility

EJAN vs. DVOL - Volatility Comparison

Innovator Emerging Markets Power Buffer ETF January (EJAN) has a higher volatility of 5.73% compared to First Trust Dorsey Wright Momentum & Low Volatility ETF (DVOL) at 4.72%. This indicates that EJAN's price experiences larger fluctuations and is considered to be riskier than DVOL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EJANDVOLDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.73%

4.72%

+1.01%

Volatility (6M)

Calculated over the trailing 6-month period

6.45%

8.83%

-2.38%

Volatility (1Y)

Calculated over the trailing 1-year period

9.85%

15.46%

-5.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.05%

14.39%

-3.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.78%

17.81%

-5.03%