THIR vs. DVOL
Compare and contrast key facts about THOR Index Rotation ETF (THIR) and First Trust Dorsey Wright Momentum & Low Volatility ETF (DVOL).
THIR and DVOL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. THIR is a passively managed fund by THOR that tracks the performance of the THOR SDQ Rotation Index. It was launched on Sep 23, 2024. 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. Both THIR and DVOL 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
THIR vs. DVOL - Performance Comparison
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THIR vs. DVOL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
THIR THOR Index Rotation ETF | -3.75% | 25.22% | 3.26% |
DVOL First Trust Dorsey Wright Momentum & Low Volatility ETF | -1.24% | 4.30% | 2.84% |
Returns By Period
In the year-to-date period, THIR achieves a -3.75% return, which is significantly lower than DVOL's -1.24% return.
THIR
- 1D
- 2.48%
- 1M
- -5.13%
- YTD
- -3.75%
- 6M
- -0.89%
- 1Y
- 25.48%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DVOL
- 1D
- 2.56%
- 1M
- -5.60%
- YTD
- -1.24%
- 6M
- -2.13%
- 1Y
- -2.06%
- 3Y*
- 11.56%
- 5Y*
- 7.70%
- 10Y*
- —
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THIR vs. DVOL - Expense Ratio Comparison
THIR has a 0.70% expense ratio, which is higher than DVOL's 0.60% expense ratio.
Return for Risk
THIR vs. DVOL — Risk / Return Rank
THIR
DVOL
THIR vs. DVOL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for THOR Index Rotation ETF (THIR) 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.
| THIR | DVOL | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.05 | -0.13 | +2.18 |
Sortino ratioReturn per unit of downside risk | 2.94 | -0.08 | +3.02 |
Omega ratioGain probability vs. loss probability | 1.38 | 0.99 | +0.39 |
Calmar ratioReturn relative to maximum drawdown | 2.78 | -0.08 | +2.86 |
Martin ratioReturn relative to average drawdown | 12.69 | -0.25 | +12.94 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| THIR | DVOL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.05 | -0.13 | +2.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.54 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.22 | 0.49 | +0.73 |
Correlation
The correlation between THIR and DVOL is 0.49, 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
THIR vs. DVOL - Dividend Comparison
THIR's dividend yield for the trailing twelve months is around 0.37%, less than DVOL's 0.70% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
THIR THOR Index Rotation ETF | 0.37% | 0.35% | 0.29% | 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
THIR vs. DVOL - Drawdown Comparison
The maximum THIR drawdown since its inception was -10.05%, smaller than the maximum DVOL drawdown of -38.26%. Use the drawdown chart below to compare losses from any high point for THIR and DVOL.
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Drawdown Indicators
| THIR | DVOL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -10.05% | -38.26% | +28.21% |
Max Drawdown (1Y)Largest decline over 1 year | -8.88% | -10.85% | +1.97% |
Max Drawdown (5Y)Largest decline over 5 years | — | -24.65% | — |
Current DrawdownCurrent decline from peak | -6.62% | -7.51% | +0.89% |
Average DrawdownAverage peak-to-trough decline | -1.88% | -7.27% | +5.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.95% | 3.53% | -1.58% |
Volatility
THIR vs. DVOL - Volatility Comparison
THOR Index Rotation ETF (THIR) and First Trust Dorsey Wright Momentum & Low Volatility ETF (DVOL) have volatilities of 4.55% and 4.72%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| THIR | DVOL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.55% | 4.72% | -0.17% |
Volatility (6M)Calculated over the trailing 6-month period | 9.20% | 8.83% | +0.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.50% | 15.46% | -2.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.86% | 14.39% | -1.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.86% | 17.81% | -4.95% |