TBG vs. DVOL
Compare and contrast key facts about TBG Dividend Focus ETF (TBG) and First Trust Dorsey Wright Momentum & Low Volatility ETF (DVOL).
TBG and DVOL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TBG is an actively managed fund by EA Series Trust. It was launched on Nov 6, 2023. DVOL is a passively managed fund by First Trust that tracks the performance of the Dorsey Wright Momentum Plus Low Volatility Index. It was launched on Sep 5, 2018.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TBG or DVOL.
Correlation
The correlation between TBG and DVOL is 0.74, 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.
Performance
TBG vs. DVOL - Performance Comparison
Key characteristics
TBG:
0.73
DVOL:
1.14
TBG:
1.08
DVOL:
1.60
TBG:
1.15
DVOL:
1.24
TBG:
0.73
DVOL:
1.55
TBG:
3.25
DVOL:
6.00
TBG:
3.30%
DVOL:
3.02%
TBG:
14.75%
DVOL:
15.86%
TBG:
-14.76%
DVOL:
-38.26%
TBG:
-10.66%
DVOL:
-5.54%
Returns By Period
In the year-to-date period, TBG achieves a -4.76% return, which is significantly lower than DVOL's 1.40% return.
TBG
-4.76%
-7.84%
-6.70%
10.44%
N/A
N/A
DVOL
1.40%
-2.18%
-0.20%
18.67%
13.04%
N/A
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TBG vs. DVOL - Expense Ratio Comparison
TBG has a 0.59% expense ratio, which is lower than DVOL's 0.60% expense ratio.
Risk-Adjusted Performance
TBG vs. DVOL — Risk-Adjusted Performance Rank
TBG
DVOL
TBG vs. DVOL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for TBG Dividend Focus ETF (TBG) 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.
Dividends
TBG vs. DVOL - Dividend Comparison
TBG's dividend yield for the trailing twelve months is around 2.44%, more than DVOL's 0.76% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|
TBG TBG Dividend Focus ETF | 2.44% | 2.34% | 0.48% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DVOL First Trust Dorsey Wright Momentum & Low Volatility ETF | 0.76% | 0.67% | 1.28% | 1.38% | 0.47% | 0.60% | 1.80% | 0.39% |
Drawdowns
TBG vs. DVOL - Drawdown Comparison
The maximum TBG drawdown since its inception was -14.76%, smaller than the maximum DVOL drawdown of -38.26%. Use the drawdown chart below to compare losses from any high point for TBG and DVOL. For additional features, visit the drawdowns tool.
Volatility
TBG vs. DVOL - Volatility Comparison
The current volatility for TBG Dividend Focus ETF (TBG) is 9.98%, while First Trust Dorsey Wright Momentum & Low Volatility ETF (DVOL) has a volatility of 10.82%. This indicates that TBG experiences smaller price fluctuations and is considered to be less risky than DVOL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.