DVLU

First Trust Dorsey Wright Momentum & Value ETF
*Unless otherwise stated, data provided by FactSet.

DVLU Fund Description

DVLU tracks an index of 50 large- and midcap value stocks exhibiting relative strength. Holdings are weighted by value metrics.

DVLU Factset Analytics Insight

DVLU combines two strategies: momentum and value. The index initially whittles down its large- and midcap universe by conducting a relative strength analysis. A point and figure chart is created for each security, comparing the stock’s daily performance to that of the broader universe. Each stock is classified as a “buy” or a “sell” using this method, and the sells are filtered out. From this short list, DVLU selects the 50 securities with the highest value scores. Value scores are calculated from four metrics: price/sales, price/book, price/earnings, and price/cash flow. Selected stocks are also weighted by their value scores. DVLU is rebalanced quarterly.

DVLU MSCI ESG Analytics Insight

First Trust Dorsey Wright Momentum & Value ETF has an MSCI ESG Fund Rating of A based on a score of 5.76 out of 10. The MSCI ESG Fund Rating measures the resiliency of portfolios to long-term risks and opportunities arising from environmental, social, and governance factors. ESG Fund Ratings range from best (AAA) to worst (CCC). Highly rated funds consist of companies that tend to show strong and/or improving management of financially relevant environmental, social and governance issues. These companies may be more resilient to disruptions arising from ESG events.

The fund’s Peer Rank reflects the ranking of a fund’s MSCI ESG Fund Quality Score against the scores of other funds within the same peer group, as defined by the Thomson Reuters Lipper Global Classification. First Trust Dorsey Wright Momentum & Value ETF ranks in the 36th percentile within its peer group and in the 51st percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

DVLU MSCI FaCS and Factor Box

MSCI FaCS is a standard method for evaluating and reporting the Factor characteristics of equity portfolios including ETFs. The Factor Box includes 6 Factors that MSCI has identified that historically provided a return premium. On the vertical axis, the Factor Groups, are displayed and the horizontal axis displays the Factor exposure, overweight, underweight or neutral.

PERFORMANCE [as of 10/14/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
DVLU 3.75% 2.18% 35.89% 51.76% 11.93% -- --
DVLU (NAV) 5.28% 5.87% 37.69% 54.34% 12.08% -- --
MSCI USA IMI 0.37% 2.26% 19.08% 30.79% 19.64% 18.17% 16.11%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

DVLU Summary Data

First Trust
09/05/18
Open-Ended Fund
0.60%
$25.29M
$270.86K
0.12%

DVLU Portfolio Data

$25.27B
10.26
1.70
1.11%
N/A
51

DVLU Index Data

Dorsey Wright Momentum Plus Value Index
Fundamental
Multi-Factor
MSCI USA IMI

DVLU Portfolio Management

0.60%
--
--
--

DVLU Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

DVLU Fund Structure

Open-Ended Fund
No
No
-- / --
N/A
N/A
High
Daily

DVLU Factset Analytics Block Liquidity

As of 10/15/21
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of DVLU. DVLU is rated a 5 out of 5.

DVLU Tradability

11,329
$270.86K
4,245
$104.41K
0.12%
$0.03
-0.01%
9.28% / -3.14%
None
99.00%
50,000
0.08
0.04%
0.03%
0
$24.53
5

DVLU Sector/Industry Breakdown


DVLU
Segment Benchmark
39.33%
14.20%
35.85%
14.74%
6.60%
2.62%
5.93%
33.75%
3.44%
2.45%
3.41%
13.09%
2.74%
5.23%
1.57%
9.19%

DVLU Countries


DVLU
Segment Benchmark
100.00%
99.93%
--
0.07%

DVLU Regions


DVLU
Segment Benchmark
100.00%
100.00%

DVLU Economic Development


DVLU
Segment Benchmark
100.00%
100.00%

DVLU Performance Statistics

0.48
1.14
1.12
0.94
1.08%
MSCI USA IMI

DVLU MSCI ESG Ratings

5.76 / 10
50.72
36.24
--
--
175.51

DVLU Benchmark Comparison Holdings

51
2469
49
2.72%

DVLU Benchmark Comparison Summary


DVLU
Segment Benchmark
51
2469
$25.27B
$504.44B
10.26
31.21
1.70
4.50
1.64%
1.21%
Medium
Low

DVLU Benchmark Comparison Market Cap Size


DVLU
Segment Benchmark
53.20%
87.77%
46.80%
9.78%
0.00%
2.35%
0.00%
0.10%