DVOL

First Trust Dorsey Wright Momentum & Low Volatility ETF
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23
*Unless otherwise stated, data provided by FactSet.

DVOL Fund Description

DVOL tracks an index of 50 large- and midcap, low-volatility stocks exhibiting relative strength. Holdings are weighted by the inverse of their volatility.

DVOL Factset Analytics Insight

DVOL combines two technical strategies: momentum and low volatility. 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, DVOL selects the 50 securities with the lowest trailing 1-year volatility. Holdings are weighted by the inverse of volatility, such that low-vol holdings get more weight. DVOL is rebalanced quarterly.

DVOL MSCI ESG Analytics Insight

First Trust Dorsey Wright Momentum & Low Volatility ETF has an MSCI ESG Fund Rating of BBB based on a score of 4.53 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 & Low Volatility ETF ranks in the 29th percentile within its peer group and in the 13th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

DVOL Charts And Performance

Price Chart ($)
Total Return Chart (%)
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
  • 1 Month
  • 3 Months
  • YTD
  • 1 Year
  • 3 Years
  • 5 Years
  • Max
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Select ETFs to compare their performance:
PERFORMANCE [as of 10/17/19] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
DVOL 0.27% 3.05% 26.85% 18.57% -- -- --
DVOL (NAV) 0.31% 3.13% 26.22% 18.57% -- -- --
MSCI USA IMI -0.36% 0.62% 21.20% 8.05% 13.96% 11.62% 12.93%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

DVOL Summary Data

First Trust
09/05/18
Open-Ended Fund
0.60%
$146.26M
$1.48M
0.12%

DVOL Portfolio Data

$29.78B
27.41
2.78
1.22%
09/25/19
51

DVOL Index Data

Dorsey Wright Momentum Plus Low Volatility Index
Volatility
Technical
MSCI USA IMI

DVOL Portfolio Management

0.60%
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--
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DVOL Tax Exposures

20.00% / 39.60%
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Qualified dividends
No

DVOL Fund Structure

Open-Ended Fund
No
No
100% / 0%
N/A
N/A
Low
Daily
Cboe Book Viewer
Top Of Book
Last 10 Trades
Bats BZX Real-time Quote -

DVOL Factset Analytics Block Liquidity

As of 10/18/19
5
4
3
2
1

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

DVOL Tradability

65,441
$1.48M
50,797
$1.15M
0.12%
$0.03
0.07%
2.94% / -1.89%
None
100.00%
50,000
1.02
0.04%
0.04%
0
$22.57
5

DVOL Sector/Industry Breakdown


DVOL
Segment Benchmark
41.03%
17.10%
40.40%
3.45%
8.06%
10.51%
5.39%
13.59%
2.72%
2.89%
1.26%
6.97%
1.14%
25.86%

DVOL Countries


DVOL
Segment Benchmark
100.00%
99.92%
--
0.08%

DVOL Regions


DVOL
Segment Benchmark
100.00%
100.00%

DVOL Economic Development


DVOL
Segment Benchmark
100.00%
100.00%

DVOL Performance Statistics

0.57
0.57
0.65
0.60
0.63%
MSCI USA IMI

DVOL MSCI ESG Ratings

BBB
4.53 / 10
13.20
28.76
17.03%
3.71%
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DVOL Benchmark Comparison Holdings

51
2421
50
4.86%

DVOL Benchmark Comparison Summary


DVOL
Segment Benchmark
51
2421
$29.78B
$203.73B
27.41
23.97
2.78
3.15
2.48%
1.87%
Medium
Low

DVOL Benchmark Comparison Market Cap Size


DVOL
Segment Benchmark
65.76%
82.69%
34.24%
12.91%
0.00%
3.96%
0.00%
0.44%