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DVOL vs MUD

Comparison between FIRST TRUST DORSEY WRIGHT MOMENTUM & LOW VOLATILITY ETF (DVOL, ETF) and Direxion Daily MU Bear 1X Shares (MUD, ETF).

DVOL vs MUD - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
DVOL
$73M
MUD
$73M
Expense Ratio
Winner
DVOL
0.60%
MUD
1.02%
Max Drawdown
Winner
DVOL
38.26%
MUD
96.36%
Sharpe Ratio
Winner
DVOL
-0.09
MUD
-3.51
5Y Beta
DVOL
0.61
Winner
MUD
-2.34
P/E Ratio
DVOL
22.84
MUD
N/A
Forward P/E
DVOL
20.11
MUD
N/A
PEG Ratio
DVOL
0.49
MUD
N/A
5Y Dividends CAGR
DVOL
15.81%
MUD
N/A
5Y EPS CAGR
DVOL
17.89%
MUD
N/A
Debt to Equity
DVOL
46.75%
MUD
N/A
P/S Ratio
DVOL
2.32
MUD
N/A
P/B Ratio
DVOL
3.36
MUD
N/A

DVOL vs MUD - Historical Returns

Returns include dividend reinvestment.

1M
Winner
DVOL
-1.92%
MUD
-28.53%
3M
Winner
DVOL
-0.12%
MUD
-66.67%
6M
Winner
DVOL
+2.42%
MUD
-81.00%
1Y
Winner
DVOL
+2.84%
MUD
-92.38%
5Y(CAGR)
DVOL
+6.89%
MUD
N/A
Max(CAGR)
Winner
DVOL
+8.79%
MUD
-82.21%

DVOL vs MUD - Annual Returns (2018 - 2026)

Returns include dividend reinvestment.

YearDVOLMUD
2026+0.94%-74.96%
2025+4.42%-77.93%
2024+25.34%+19.12%
2023+5.82%N/A
2022-14.19%N/A
2021+31.72%N/A
2020+12.13%N/A
2019+27.22%N/A
2018-9.89%N/A

DVOL vs MUD Drawdown Comparison

The maximum drawdown for DVOL was -38.26%, occurring on Mar 23, 2020. Recovery took 211 trading sessions.

The maximum drawdown for MUD was -96.24%, occurring on Jun 3, 2026. This drawdown has not yet recovered.

The current DVOL drawdown is -4.82%. The current MUD drawdown is -95.85%.

RankDVOLMUD
#1-38.26%
Feb 18, 2020 - Dec 16, 2020
-96.24%
Apr 4, 2025 - Jun 3, 2026
#2-24.65%
Dec 31, 2021 - Jul 12, 2024
-24.70%
Dec 31, 2024 - Apr 3, 2025
#3-13.88%
Sep 14, 2018 - Mar 5, 2019
-12.41%
Nov 1, 2024 - Nov 15, 2024
#4-11.65%
Nov 29, 2024 - Jan 15, 2026
-12.08%
Nov 15, 2024 - Dec 19, 2024
#5-9.82%
Feb 9, 2026 - Mar 30, 2026
-7.15%
Oct 15, 2024 - Oct 31, 2024
#6-8.06%
Sep 3, 2021 - Oct 29, 2021
-3.52%
Dec 19, 2024 - Dec 30, 2024
#7-7.86%
Jan 8, 2021 - Apr 5, 2021
-2.39%
Oct 10, 2024 - Oct 15, 2024
#8-5.41%
Sep 26, 2019 - Jan 16, 2020
N/A
#9-4.44%
Jul 31, 2024 - Aug 15, 2024
N/A
#10-4.34%
May 7, 2021 - Jun 29, 2021
N/A
#11-3.89%
May 20, 2019 - Jun 6, 2019
N/A
#12-3.56%
Nov 16, 2021 - Dec 7, 2021
N/A
#13-3.32%
Sep 4, 2019 - Sep 26, 2019
N/A
#14-3.14%
Aug 30, 2024 - Sep 16, 2024
N/A
#15-2.58%
Jul 10, 2019 - Aug 8, 2019
N/A

Correlation

Correlation between DVOL and MUD is -0.45 which considered as a weak negative correlation - the stocks show a slight tendency to move in opposite directions.

-0.45
-101

Dividend Comparison (2018 - 2026)

DVOL vs MUD dividend yield comparison.

YearDVOLMUD
20260.08%2.09%
20250.86%9.21%
20240.67%0.47%
20231.28%0.00%
20221.37%0.00%
20210.47%0.00%
20200.60%0.00%
20191.79%0.00%
20180.39%0.00%

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