DVOL vs SASS
Comparison between FIRST TRUST DORSEY WRIGHT MOMENTUM & LOW VOLATILITY ETF (DVOL, ETF) and M.D. SASS CONCENTRATED EQUITIES ETF (SASS, ETF).
DVOL vs SASS - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
Winner
DVOL
$74M
SASS
$74M
Expense Ratio
Winner
DVOL
0.60%
SASS
0.75%
Max Drawdown
DVOL
38.26%
Winner
SASS
9.61%
Sharpe Ratio
Winner
DVOL
-0.03
SASS
-1.15
5Y Beta
Winner
DVOL
0.61
SASS
0.92
P/E Ratio
Winner
DVOL
22.96
SASS
34.85
Forward P/E
Winner
DVOL
20.11
SASS
21.26
PEG Ratio
DVOL
0.49
Winner
SASS
0.44
5Y Dividends CAGR
DVOL
15.81%
SASS
N/A
5Y EPS CAGR
Winner
DVOL
17.88%
SASS
12.52%
Debt to Equity
Winner
DVOL
45.74%
SASS
49.63%
P/S Ratio
DVOL
2.34
Winner
SASS
2.21
P/B Ratio
Winner
DVOL
3.38
SASS
3.56
DVOL vs SASS - Holdings Comparison
DVOL and SASS have 6 common holdings. Overlap is 11.41%
DVOL's top 25 holdings weight is 66.71%. SASS's top 25 holdings weight is 99.99%.
| Rank | DVOL | SASS |
|---|---|---|
| #1 | CBOE GLOBAL MARKETS INC (CBOE) - 3.25% | HENRY SCHEIN INC (HSIC) - 6.92% |
| #2 | TJX COMPANIES INC (TJX) - 3.22% | PRIMO BRANDS CORP ORDINARY SHARES CLASS A (PRMB) - 6.73% |
| #3 | VENTAS INC (VTR) - 3.22% | WILLIAMS COMPANIES INC (WMB) - 6.53% |
| #4 | OMEGA HEALTHCARE INVESTORS INC (OHI) - 3.12% | AMETEK INC (AME) - 6.31% |
| #5 | WELLTOWER INC (WELL) - 3.09% | AMAZON.COM INC (AMZN) - 5.50% |
| #6 | BANK OF NEW YORK MELLON CORP (BNY) - 3.06% | CLEAN HARBORS INC (CLH) - 5.40% |
| #7 | DT MIDSTREAM INC ORDINARY SHARES (DTM) - 2.99% | QUEST DIAGNOSTICS INC (DGX) - 5.25% |
| #8 | COSTCO WHOLESALE CORP (COST) - 2.92% | CAPITAL ONE FINANCIAL CORP (COF) - 4.89% |
| #9 | ENTERGY CORP (ETR) - 2.91% | C.H. ROBINSON WORLDWIDE INC (CHRW) - 4.74% |
| #10 | AMETEK INC (AME) - 2.83% | STANDARDAERO INC (SARO) - 4.71% |
| #11 | KINDER MORGAN INC CLASS P (KMI) - 2.75% | WELLTOWER INC (WELL) - 4.71% |
| #12 | AGNC INVESTMENT CORP (AGNC) - 2.73% | SOMNIGROUP INTERNATIONAL INC (SGI) - 4.59% |
| #13 | JPMORGAN CHASE & CO (JPM) - 2.66% | INTERCONTINENTAL EXCHANGE INC (ICE) - 4.57% |
| #14 | ANTERO MIDSTREAM CORP (AM) - 2.61% | MARTIN MARIETTA MATERIALS INC (MLM) - 4.54% |
| #15 | OLD REPUBLIC INTERNATIONAL CORP (ORI) - 2.52% | API GROUP CORP (APG) - 4.36% |
| #16 | CHARLES SCHWAB CORP (SCHW) - 2.48% | SYNOPSYS INC (SNPS) - 3.69% |
| #17 | WILLIAMS COMPANIES INC (WMB) - 2.48% | U.S. BANK MONEY MARKET DEPOSIT ACCOUNT (n/a) - 3.40% |
| #18 | MOTOROLA SOLUTIONS INC (MSI) - 2.46% | FLOWSERVE CORP (FLS) - 3.34% |
| #19 | AT&T INC (T) - 2.43% | MICRON TECHNOLOGY INC (MU) - 3.00% |
| #20 | CHEVRON CORP (CVX) - 2.29% | QUANTA SERVICES INC (PWR) - 2.90% |
| #21 | WALMART INC (WMT) - 2.24% | DANAHER CORP (DHR) - 2.17% |
| #22 | U.S. BANCORP (USB) - 2.20% | CBRE GROUP INC CLASS A (CBRE) - 1.77% |
| #23 | HILTON WORLDWIDE HOLDINGS INC (HLT) - 2.12% | OTHER ASSETS AND LIABILITIES (n/a) - -0.01% |
| #24 | W.W. GRAINGER INC (GWW) - 2.07% | US DOLLARS (n/a) - -0.02% |
| #25 | CORTEVA INC (CTVA) - 2.06% | N/A |
| Total Holdings | 51 | 24 |
DVOL vs SASS - Historical Returns
Returns include dividend reinvestment.
1M
DVOL
-2.57%
Winner
SASS
-1.64%
3M
Winner
DVOL
+0.05%
SASS
-2.73%
6M
DVOL
+2.74%
SASS
N/A
1Y
DVOL
+3.00%
SASS
N/A
5Y(CAGR)
DVOL
+7.03%
SASS
N/A
Max(CAGR)
Winner
DVOL
+8.94%
SASS
-16.04%
DVOL vs SASS - Annual Returns (2018 - 2026)
Returns include dividend reinvestment.
| Year | DVOL | SASS |
|---|---|---|
| 2026 | +1.94% | -4.35% |
| 2025 | +4.42% | N/A |
| 2024 | +25.34% | N/A |
| 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 SASS Drawdown Comparison
The maximum drawdown for DVOL was -38.26%, occurring on Mar 23, 2020. Recovery took 211 trading sessions.
The maximum drawdown for SASS was -9.61%, occurring on Mar 27, 2026. This drawdown has not yet recovered.
The current DVOL drawdown is -3.88%. The current SASS drawdown is -4.35%.
| Rank | DVOL | SASS |
|---|---|---|
| #1 | -38.26% Feb 18, 2020 - Dec 16, 2020 | -9.61% Mar 4, 2026 - Mar 27, 2026 |
| #2 | -24.65% Dec 31, 2021 - Jul 12, 2024 | N/A |
| #3 | -13.88% Sep 14, 2018 - Mar 5, 2019 | N/A |
| #4 | -11.65% Nov 29, 2024 - Jan 15, 2026 | N/A |
| #5 | -9.82% Feb 9, 2026 - Mar 30, 2026 | N/A |
| #6 | -8.06% Sep 3, 2021 - Oct 29, 2021 | N/A |
| #7 | -7.86% Jan 8, 2021 - Apr 5, 2021 | N/A |
| #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 SASS is 0.87 which considered as a strong positive correlation - the stocks tend to move together.
0.87
-101
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