First Trust Dorsey Wright Momentum & Low Volatility ETF (DVOL) -

Key Metrics

TER 60.00% per year

Distribution policy Distributing

Fund size USD 69 M

Inception date September 5, 2018

Holdings 51

Fund currency USD

Fund domicile US

Provider First Trust

For full official fund details, factsheets, and holdings, visit ftportfolios.com (opens in new tab).

Historical Return

Last updated: Jun 15, 2026

1 Year +5.4% +0.7% Div

3 Years (avg.) +12.1% +0.7% Div

5 Years (avg.) +6.4% +0.7% Div

Risk & Analysis Metrics

Last updated: Jun 15, 2026

Volatility

11.22% 1 Year

12.51% 3 Years

14.16% 5 Years

17.51% 10 Years

Max Drawdown

-9.90% 1 Year

-12.15% 3 Years

-25.18% 5 Years

-38.26% 10 Years

Sharpe Ratio

0.10 1 Year

0.59 3 Years

0.19 5 Years

0.28 10 Years

Return Triangle (Heatmap)

Last updated: Jun 15, 2026

	2018	2019	2020	2021	2022	2023	2024	2025
2018	-10.2%	5.9%	7.6%	13.1%	6.7%	6.3%	8.7%	8.1%
2019		24.9%	17.9%	22.1%	11.4%	10.0%	12.3%	11.0%
2020			11.2%	20.7%	7.2%	6.5%	9.9%	8.8%
2021				31.0%	5.3%	5.0%	9.6%	8.3%
2022					-15.4%	-6.0%	3.2%	3.3%
2023						4.4%	14.0%	10.4%
2024							24.5%	13.5%
2025								3.5%

Distributions

*by ETF Portfolio Weight Last updated: Jun 15, 2026

Profit Margin Distribution

< 0%

1y 3y N/A N/A

0 - 5%

21%

1y 3y N/A N/A

5 - 10%

17%

1y 3y N/A N/A

10 - 15%

22%

1y 3y N/A N/A

15 - 20%

23%

1y 3y N/A N/A

20 - 30%

13%

1y 3y N/A N/A

30 - 40%

1y 3y N/A N/A

> 40%

1y 3y N/A N/A

P/E Ratio Distribution

< 0

1y 3y N/A N/A

0 - 10

1y 3y N/A N/A

10 - 15

12%

1y 3y N/A N/A

15 - 20

22%

1y 3y N/A N/A

20 - 25

18%

1y 3y N/A N/A

25 - 35

26%

1y 3y N/A N/A

35 - 50

11%

1y 3y N/A N/A

> 50

12%

1y 3y N/A N/A

Discounted Cash Flow

Weighted Average Undervaluation

N/A

Undervalued

> 60%

1y 3y N/A N/A

45 - 60%

1y 3y N/A N/A

30 - 45%

1y 3y N/A N/A

15 - 30%

1y 3y N/A N/A

Fair (±15%)

1y 3y N/A N/A

Overvalued

15 - 30%

1y 3y N/A N/A

30 - 45%

1y 3y N/A N/A

45 - 60%

1y 3y N/A N/A

> 60%

1y 3y N/A N/A

Market Cap Size Distribution

Micro Cap

0.0%

1y 3y N/A N/A

Small Cap

0.0%

1y 3y N/A N/A

Mid Cap

8.7%

1y 3y N/A N/A

Large Cap

71.3%

1y 3y N/A N/A

Mega Cap

20.1%

1y 3y N/A N/A

Micro: < $300M Small: $300M–$2B Mid: $2B–$10B Large: $10B–$200B Mega: > $200B

Average metrics of all companies in portfolio

Last updated: Jun 21, 2026

Market
Average

Market Cap The market value of the company. It's calculated by multiplying the share price by the number of outstanding shares.	$182B	-
Dividend Yield Yearly payout to shareholders per share. The percentage indicates the payout in relation to the share price.	1.04%	2.03%
Beta Indicates the relationship between the price performance of a share and the market.	0.88	-
P/E Ratio Ratio between share price and earnings per share. A low ratio could indicate that the stock is undervalued or investors aren't expecting high growth. A high ratio could indicate that the stock is overvalued or investors are expecting high growth.	30.37	28.29
Negative P/E Ratio a negative P/E ratio shows that the company is not profitable, and it shows how many years it would take the company to lose its entire market capitalisation if it did not change anything	-	-
Profitable Companies	100%	-
PEG The ratio between the P/E ratio and the growth rate of the company's earnings per share in the last twelve months. A lower PEG could mean that a stock is undervalued.	41.51	14.56
Price to Sales Ratio Market cap divided by the revenue in the most recent year.	3.84	8.28
Price to Book Ratio Price to Book Ratio is the Market cap divided by the Book value of the company	4.0	10.72

Market
Average

Enterprise Value to EBIT Enterprise Value divided by EBIT	24.11	21.15
Enterprise Value to Revenue Enterprise value divided by revenue	4.39	8.72
Total Debt to Enterprise Value Total debt divided by enterprise value	0.18	0.05
Debt to Equity A higher ratio indicates a higher risk. However, the ratio is difficult to compare between industries where common amounts of debt vary.	0.82	0.33
Profit Margin Net income divided by revenue of the last 4 quarters. It indicates the company's profitability.	12.96%	-6.18%
Quarterly Earnings Growth (YoY) The rate at which the company's net income has increased to the same quarter one year ago.	+34.0%	-117.9%
Return on Equity Equity divided by market cap.	17.07%	1.23%
Return on Assets Indicates a company's profitability in relation to its total assets.	6.38%	3.29%
Return on Invested Capital Return on invested capital (ROIC) is net income after dividends divided by the sum of debt and equity. It shows how effective a company is at turning capital invested by shareholders and other debtholders into profits.	13.29%	3.31%

Limit holdings to companies in a single sector.

$0B >$1T

Ratio between share price and earnings per share. A low ratio could indicate undervaluation.

<0 >50

Ratio of dividends in the last 12 months to current share price.

0% 3%

Revenue increase compared to the same quarter one year ago.

0% 30%

Net income increase compared to the same quarter one year ago.

0% 30%

Profitability of the last quarter.

<-30% >30%

A higher ratio indicates a higher risk. The ratio is difficult to compare between industries.

<0 >3

Discounted cash flow valuation vs. current price. Positive = undervalued, negative = overvalued.

<-50% >+100%

Market Cap

P/E Ratio

Total Investment

Weight

Entergy Corp.

ETR - Utilities

Market Cap $50.88B

P/E Ratio 27.9

Dividends 2.3%

Total Investment $2.73M

Weight 3.95%

Loading details…

Welltower Inc.

WELL - Finance and Insurance

Market Cap $145.88B

P/E Ratio 102.7

Dividends 1.4%

Total Investment $2.39M

Weight 3.45%

Loading details…

Mckesson Corporation

MCK - Wholesale Trade

Market Cap $87.88B

P/E Ratio 19.2

Dividends 0.4%

Total Investment $2.24M

Weight 3.24%

Loading details…

Ross Stores, Inc.

ROST - Retail Trade

Market Cap $74.68B

P/E Ratio 32.1

Dividends 0.7%

Total Investment $2.24M

Weight 3.23%

Loading details…

Ensign Group Inc

ENSG - Health Care and Social Assistance

Market Cap $8.98B

P/E Ratio 24.3

Dividends 0.2%

Total Investment $2.16M

Weight 3.13%

Loading details…

Walmart Inc

WMT - Retail Trade

Market Cap $932.53B

P/E Ratio 40.5

Dividends 0.8%

Total Investment $2.16M

Weight 3.13%

Loading details…

Bank Of New York Mellon Corp

BK - Finance and Insurance

Market Cap $97.4B

P/E Ratio 17.7

Dividends 1.5%

Total Investment $2.03M

Weight 2.93%

Loading details…

Amerisource Bergen Corp.

ABC - Wholesale Trade

Market Cap $36.15B

P/E Ratio 20.7

Dividends 0.9%

Total Investment $2.01M

Weight 2.91%

Loading details…

Hilton Worldwide Holdings Inc

HLT - Accommodation and Food Services

Market Cap $79.41B

P/E Ratio 51.8

Dividends 0.2%

Total Investment $1.98M

Weight 2.86%

Loading details…

Cardinal Health, Inc.

CAH - Wholesale Trade

Market Cap $51.94B

P/E Ratio 33.8

Dividends 0.9%

Total Investment $1.91M

Weight 2.75%

Loading details…

RTX Corp

RTX - Manufacturing

Market Cap $249.94B

P/E Ratio 34.5

Dividends 1.5%

Total Investment $1.89M

Weight 2.73%

Loading details…

Vulcan Materials Co

VMC - Mining, Quarrying, and Oil and Gas Extraction

Market Cap $39.3B

P/E Ratio 35.8

Dividends 0.7%

Total Investment $1.88M

Weight 2.72%

Loading details…

Northrop Grumman Corp.

NOC - Manufacturing

Market Cap $74.07B

P/E Ratio 16.2

Dividends 1.8%

Total Investment $1.87M

Weight 2.70%

Loading details…

Casey`s General Stores, Inc.

CASY - Retail Trade

Market Cap $31.22B

P/E Ratio 43.7

Dividends 0.3%

Total Investment $1.85M

Weight 2.67%

Loading details…

Charles Schwab Corp.

SCHW - Finance and Insurance

Market Cap $159.48B

P/E Ratio 17.0

Dividends 1.3%

Total Investment $1.81M

Weight 2.62%

Loading details…

Popular Inc.

BPOP - Finance and Insurance

Market Cap $10.28B

P/E Ratio 11.7

Dividends 1.9%

Total Investment $1.8M

Weight 2.60%

Loading details…

HCA Healthcare Inc

HCA - Health Care and Social Assistance

Market Cap $83.23B

P/E Ratio 12.8

Dividends 0.8%

Total Investment $1.77M

Weight 2.56%

Loading details…

Allegion plc

ALLE - Administrative and Support and Waste Management and Remediation Services

Market Cap $11.48B

P/E Ratio 18.1

Dividends 1.6%

Total Investment $1.76M

Weight 2.55%

Loading details…

RBC Bearings Inc.

RBC - Manufacturing

Market Cap $20.22B

P/E Ratio 70.1

Dividends 0.0%

Total Investment $1.76M

Weight 2.55%

Loading details…

JPMorgan Chase & Co.

JPM - Financial Services

Market Cap $871.43B

P/E Ratio 15.4

Dividends 1.8%

Total Investment $1.76M

Weight 2.54%

Loading details…

Manufacturing	24.1%
Finance and Insurance	23.4%
Retail Trade	9.0%
Wholesale Trade	8.9%
Health Care and Social Assistance	5.7%
Utilities	3.9%
Financial Services	3.9%
Construction	3.9%
Mining, Quarrying, and Oil and Gas Extraction	3.8%
Professional, Scientific, and Technical Services	3.6%
Accommodation and Food Services	2.9%
Administrative and Support and Waste Management and Remediation Services	2.6%
Real Estate and Rental and Leasing	2.5%
Information	1.0%
Arts, Entertainment, and Recreation	0.8%
Other	0.1%

United States	98.5%
Puerto Rico	1.4%
Other	0.1%

Key Metrics

Compare similar ETFs

Historical Return

Risk & Analysis Metrics

Volatility

Max Drawdown

Sharpe Ratio

Return Triangle (Heatmap)

Distributions

Profit Margin Distribution

P/E Ratio Distribution

Discounted Cash Flow

Market Cap Size Distribution

Portfolio Concentration

Latest News

The Secret To Why Ross Stores Is Riding High And Shares Have Soared

What's Going On With Ross Stores Stock Today?

Ross Stores: Strong Q4 Results Stretch The Valuation

Average metrics of all companies in portfolio

Sectors

Countries

Stock Screener

Entergy Corp.

Entergy Corp.

Welltower Inc.

Welltower Inc.

Mckesson Corporation

Mckesson Corporation

Ross Stores, Inc.

Ross Stores, Inc.

Ensign Group Inc

Ensign Group Inc

Walmart Inc

Walmart Inc

Bank Of New York Mellon Corp

Bank Of New York Mellon Corp

Amerisource Bergen Corp.

Amerisource Bergen Corp.

Hilton Worldwide Holdings Inc

Hilton Worldwide Holdings Inc

Cardinal Health, Inc.

Cardinal Health, Inc.

RTX Corp

RTX Corp

Vulcan Materials Co

Vulcan Materials Co

Northrop Grumman Corp.

Northrop Grumman Corp.

Casey`s General Stores, Inc.

Casey`s General Stores, Inc.

Charles Schwab Corp.

Charles Schwab Corp.

Popular Inc.

Popular Inc.

HCA Healthcare Inc

HCA Healthcare Inc

Allegion plc

Allegion plc

RBC Bearings Inc.

RBC Bearings Inc.

JPMorgan Chase & Co.

JPMorgan Chase & Co.

Cookie Settings