DVOL First Trust Dorsey Wright Momentum & Low Volatility ETF

*Unless otherwise stated, data provided by FactSet.

DVOL Fund Description

DVOL tracks an index of 50 large- and mid-cap, 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 mid-cap 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.

PERFORMANCE [as of 09/29/22] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
DVOL -8.59% -3.26% -23.20% -12.50% 3.09% -- --
DVOL (NAV) -8.55% -3.22% -23.20% -12.58% 3.12% -- --
MSCI USA IMI -9.73% -4.01% -23.61% -17.37% 8.53% 9.05% 11.62%
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%
$83.50M
$540.66K
0.12%

DVOL Portfolio Data

$63.64B
19.57
3.46
1.19%
N/A
51

DVOL Index Data

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

DVOL Portfolio Management

0.60%
-0.70%
-0.52%
-0.87%

DVOL Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

DVOL Fund Structure

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

DVOL Factset Analytics Block Liquidity

As of 09/30/22
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

20,299
$540.66K
5,155
$133.14K
0.12%
$0.03
-0.02%
0.71% / -1.67%
None
100.00%
50,000
0.10
0.03%
0.03%
0
$24.18
5

DVOL Sector/Industry Breakdown


DVOL
Segment Benchmark
38.91%
--
10.90%
--
8.79%
--
7.19%
--
6.19%
--
5.67%
--
4.08%
--
3.83%
--
3.30%
--
2.97%
--

DVOL Countries


DVOL
Segment Benchmark
100.00%
99.91%
--
0.09%

DVOL Regions


DVOL
Segment Benchmark
100.00%
100.00%

DVOL Economic Development


DVOL
Segment Benchmark
100.00%
100.00%
0.00%
0.00%

DVOL Performance Statistics

0.74
0.71
0.72
0.72
0.73%
MSCI USA IMI

DVOL Benchmark Comparison Holdings

51
2595
50
6.98%

DVOL Benchmark Comparison Summary


DVOL
Segment Benchmark
51
2595
$63.64B
$455.87B
19.57
19.39
3.46
3.63
2.08%
1.52%
Medium
Low

DVOL Benchmark Comparison Market Cap Size


DVOL
Segment Benchmark
79.97%
86.98%
19.79%
10.01%
0.00%
2.78%
0.00%
0.22%