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ULVM vs. DVLU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ULVM vs. DVLU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in VictoryShares US Value Momentum ETF (ULVM) and First Trust Dorsey Wright Momentum & Value ETF (DVLU). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ULVM achieves a 18.66% return, which is significantly higher than DVLU's 13.71% return.


ULVM

1D
0.39%
1M
1.39%
6M
15.03%
YTD
18.66%
1Y
28.23%
3Y*
20.75%
5Y*
12.69%
10Y*

DVLU

1D
0.39%
1M
1.97%
6M
10.62%
YTD
13.71%
1Y
36.51%
3Y*
20.42%
5Y*
13.27%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ULVM vs. DVLU - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
ULVM
VictoryShares US Value Momentum ETF
18.66%15.84%19.76%10.16%-9.04%31.06%3.51%22.08%-15.01%
DVLU
First Trust Dorsey Wright Momentum & Value ETF
13.71%23.67%13.36%18.84%-9.73%41.67%-6.68%33.59%-24.03%

Correlation

The correlation between ULVM and DVLU is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.83

Correlation (3Y)
Calculated over the trailing 3-year period

0.89

Correlation (5Y)
Calculated over the trailing 5-year period

0.88

Correlation (All Time)
Calculated using the full available price history since Sep 7, 2018

0.83

The correlation between ULVM and DVLU has been stable across timeframes, ranging from 0.83 to 0.89 - a consistent structural relationship.

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Return for Risk

ULVM vs. DVLU — Risk / Return Rank

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

ULVM
ULVM Risk / Return Rank: 9292
Overall Rank
ULVM Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
ULVM Sortino Ratio Rank: 9393
Sortino Ratio Rank
ULVM Omega Ratio Rank: 9191
Omega Ratio Rank
ULVM Calmar Ratio Rank: 9090
Calmar Ratio Rank
ULVM Martin Ratio Rank: 9292
Martin Ratio Rank

DVLU
DVLU Risk / Return Rank: 8181
Overall Rank
DVLU Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
DVLU Sortino Ratio Rank: 8686
Sortino Ratio Rank
DVLU Omega Ratio Rank: 8484
Omega Ratio Rank
DVLU Calmar Ratio Rank: 7474
Calmar Ratio Rank
DVLU Martin Ratio Rank: 7575
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.

ULVM vs. DVLU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VictoryShares US Value Momentum ETF (ULVM) and First Trust Dorsey Wright Momentum & Value ETF (DVLU). 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.


ULVMDVLUDifference
Sharpe ratioReturn per unit of total volatility

+0.36

Sortino ratioReturn per unit of downside risk

+0.60

Omega ratioGain probability vs. loss probability

1.46

1.40

+0.07

Calmar ratioReturn relative to maximum drawdown

4.38

3.00

+1.39

Martin ratioReturn relative to average drawdown

18.10

10.91

+7.19

ULVM vs. DVLU - Sharpe Ratio Comparison

The current ULVM Sharpe Ratio is 2.62, which is comparable to the DVLU Sharpe Ratio of 2.26. The chart below compares the historical Sharpe Ratios of ULVM and DVLU, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ULVM vs. DVLU - Drawdown Comparison

The maximum ULVM drawdown since its inception was -40.71%, smaller than the maximum DVLU drawdown of -53.26%. Use the drawdown chart below to compare losses from any high point for ULVM and DVLU.


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Drawdown Indicators


ULVMDVLUDifference

Max Drawdown

Largest peak-to-trough decline

-40.71%

-53.26%

+12.55%

Max Drawdown (1Y)

Largest decline over 1 year

-6.47%

-12.24%

+5.77%

Max Drawdown (3Y)

Largest decline over 3 years

-18.14%

-24.86%

+6.72%

Max Drawdown (5Y)

Largest decline over 5 years

-19.77%

-24.86%

+5.09%

Current Drawdown

Current decline from peak

0.00%

0.00%

0.00%

Average Drawdown

Average peak-to-trough decline

-5.68%

-8.67%

+2.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.56%

3.35%

-1.79%

Volatility

ULVM vs. DVLU - Volatility Comparison

VictoryShares US Value Momentum ETF (ULVM) and First Trust Dorsey Wright Momentum & Value ETF (DVLU) have volatilities of 2.84% and 2.75%, 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


ULVMDVLUDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.84%

2.75%

+0.09%

Volatility (6M)

Calculated over the trailing 6-month period

8.10%

11.99%

-3.89%

Volatility (1Y)

Calculated over the trailing 1-year period

10.83%

16.25%

-5.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.43%

21.23%

-5.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.77%

25.66%

-6.89%

ULVM vs. DVLU - Expense Ratio Comparison

ULVM has a 0.20% expense ratio, which is lower than DVLU's 0.60% expense ratio.


Dividends

ULVM vs. DVLU - Dividend Comparison

ULVM's dividend yield for the trailing twelve months is around 1.63%, more than DVLU's 0.67% yield.


PositionTTM202520242023202220212020201920182017
DVLU
First Trust Dorsey Wright Momentum & Value ETF
0.67%0.73%1.06%1.34%2.18%1.33%1.34%1.71%0.58%0.00%
ULVM
VictoryShares US Value Momentum ETF
1.63%1.81%1.57%1.94%1.91%1.36%1.51%1.88%1.67%0.38%

Frequently Asked Questions


ULVM and DVLU have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ULVM has higher volatility (2.84%) compared to DVLU (2.75%). In terms of maximum drawdown, ULVM dropped -40.71% vs DVLU's -53.26%.

On 5-year performance, DVLU leads with 13.27% vs 12.69% for ULVM. On fees, ULVM is cheaper at 0.20% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, DVLU has performed better with a 13.27% return vs 12.69%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

ULVM is cheaper with a 0.20% expense ratio, compared with 0.60% for DVLU.

ULVM has the higher dividend yield at 1.63%, compared with 0.67% for DVLU.

ULVM tracks Nasdaq Victory US Value Momentum Index, while DVLU tracks Dorsey Wright Momentum Plus Value Index. They also come from different issuers: Victory Capital and First Trust. Their fees differ too: 0.20% for ULVM and 0.60% for DVLU.

ULVM currently has the higher Sharpe Ratio (2.62 vs 2.26), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for ULVM and DVLU

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