DVOL vs SPY
Comparison between FIRST TRUST DORSEY WRIGHT MOMENTUM & LOW VOLATILITY ETF (DVOL, ETF) and SPDR S&P 500 ETF Trust (SPY, ETF).
5-Year PerformanceSPY has outperformed DVOL, delivering a return of +13.3% compared to +7.0%
DVOL vs SPY - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
DVOL
$74M
Winner
SPY
$735B
Expense Ratio
DVOL
0.60%
Winner
SPY
0.09%
Max Drawdown
Winner
DVOL
38.26%
SPY
56.47%
Sharpe Ratio
DVOL
-0.03
Winner
SPY
1.62
5Y Beta
Winner
DVOL
0.61
SPY
1.00
P/E Ratio
Winner
DVOL
22.96
SPY
28.99
Forward P/E
Winner
DVOL
20.11
SPY
22.37
PEG Ratio
DVOL
0.49
SPY
N/A
5Y Dividends CAGR
Winner
DVOL
15.81%
SPY
5.43%
5Y EPS CAGR
DVOL
17.88%
Winner
SPY
26.05%
Debt to Equity
DVOL
45.74%
Winner
SPY
32.40%
P/S Ratio
Winner
DVOL
2.34
SPY
3.74
P/B Ratio
Winner
DVOL
3.38
SPY
5.61
DVOL vs SPY - Holdings Comparison
DVOL and SPY have 38 common holdings. Overlap is 7.81%
DVOL's top 25 holdings weight is 66.71%. SPY's top 25 holdings weight is 52.37%.
| Rank | DVOL | SPY |
|---|---|---|
| #1 | CBOE GLOBAL MARKETS INC (CBOE) - 3.25% | NVIDIA CORP (NVDA) - 8.10% |
| #2 | TJX COMPANIES INC (TJX) - 3.22% | APPLE INC (AAPL) - 7.02% |
| #3 | VENTAS INC (VTR) - 3.22% | MICROSOFT CORP (MSFT) - 4.79% |
| #4 | OMEGA HEALTHCARE INVESTORS INC (OHI) - 3.12% | AMAZON.COM INC (AMZN) - 4.02% |
| #5 | WELLTOWER INC (WELL) - 3.09% | ALPHABET INC CLASS A (GOOGL) - 3.51% |
| #6 | BANK OF NEW YORK MELLON CORP (BNY) - 3.06% | BROADCOM INC (AVGO) - 3.10% |
| #7 | DT MIDSTREAM INC ORDINARY SHARES (DTM) - 2.99% | ALPHABET INC CLASS C (GOOG) - 2.79% |
| #8 | COSTCO WHOLESALE CORP (COST) - 2.92% | META PLATFORMS INC CLASS A (META) - 2.08% |
| #9 | ENTERGY CORP (ETR) - 2.91% | TESLA INC (TSLA) - 1.89% |
| #10 | AMETEK INC (AME) - 2.83% | MICRON TECHNOLOGY INC (MU) - 1.56% |
| #11 | KINDER MORGAN INC CLASS P (KMI) - 2.75% | BERKSHIRE HATHAWAY INC CLASS B (BRK-B) - 1.37% |
| #12 | AGNC INVESTMENT CORP (AGNC) - 2.73% | ELI LILLY AND CO (LLY) - 1.31% |
| #13 | JPMORGAN CHASE & CO (JPM) - 2.66% | JPMORGAN CHASE & CO (JPM) - 1.28% |
| #14 | ANTERO MIDSTREAM CORP (AM) - 2.61% | ADVANCED MICRO DEVICES INC (AMD) - 1.27% |
| #15 | OLD REPUBLIC INTERNATIONAL CORP (ORI) - 2.52% | EXXON MOBIL CORP (XOM) - 0.97% |
| #16 | CHARLES SCHWAB CORP (SCHW) - 2.48% | INTEL CORP (INTC) - 0.90% |
| #17 | WILLIAMS COMPANIES INC (WMB) - 2.48% | JOHNSON & JOHNSON (JNJ) - 0.86% |
| #18 | MOTOROLA SOLUTIONS INC (MSI) - 2.46% | VISA INC CLASS A (V) - 0.85% |
| #19 | AT&T INC (T) - 2.43% | WALMART INC (WMT) - 0.81% |
| #20 | CHEVRON CORP (CVX) - 2.29% | CISCO SYSTEMS INC (CSCO) - 0.72% |
| #21 | WALMART INC (WMT) - 2.24% | COSTCO WHOLESALE CORP (COST) - 0.69% |
| #22 | U.S. BANCORP (USB) - 2.20% | CATERPILLAR INC (CAT) - 0.66% |
| #23 | HILTON WORLDWIDE HOLDINGS INC (HLT) - 2.12% | MASTERCARD INC CLASS A (MA) - 0.62% |
| #24 | W.W. GRAINGER INC (GWW) - 2.07% | LAM RESEARCH CORP (LRCX) - 0.62% |
| #25 | CORTEVA INC (CTVA) - 2.06% | ABBVIE INC (ABBV) - 0.58% |
| Total Holdings | 51 | 505 |
DVOL vs SPY - Historical Returns
Returns include dividend reinvestment.
1M
DVOL
-2.57%
Winner
SPY
+1.90%
3M
DVOL
+0.05%
Winner
SPY
+8.55%
6M
DVOL
+2.74%
Winner
SPY
+8.18%
1Y
DVOL
+3.00%
Winner
SPY
+25.79%
5Y(CAGR)
DVOL
+7.03%
Winner
SPY
+13.32%
10Y(CAGR)
DVOL
N/A
SPY
+15.19%
Max(CAGR)
Winner
DVOL
+8.94%
SPY
+8.47%
DVOL vs SPY - Annual Returns (1999 - 2026)
Returns include dividend reinvestment.
| Year | DVOL | SPY |
|---|---|---|
| 2026 | +1.94% | +8.26% |
| 2025 | +4.42% | +18.00% |
| 2024 | +25.34% | +25.59% |
| 2023 | +5.82% | +26.72% |
| 2022 | -14.19% | -18.64% |
| 2021 | +31.72% | +30.52% |
| 2020 | +12.13% | +17.28% |
| 2019 | +27.22% | +31.09% |
| 2018 | -9.89% | -5.24% |
| 2017 | N/A | +20.78% |
| 2016 | N/A | +13.59% |
| 2015 | N/A | +1.31% |
| 2014 | N/A | +14.56% |
| 2013 | N/A | +29.00% |
| 2012 | N/A | +14.17% |
| 2011 | N/A | +0.85% |
| 2010 | N/A | +13.14% |
| 2009 | N/A | +22.67% |
| 2008 | N/A | -36.25% |
| 2007 | N/A | +5.32% |
| 2006 | N/A | +13.85% |
| 2005 | N/A | +5.32% |
| 2004 | N/A | +10.75% |
| 2003 | N/A | +24.18% |
| 2002 | N/A | -22.42% |
| 2001 | N/A | -10.13% |
| 2000 | N/A | -8.84% |
| 1999 | N/A | +8.61% |
DVOL vs SPY Drawdown Comparison
The maximum drawdown for DVOL was -38.26%, occurring on Mar 23, 2020. Recovery took 211 trading sessions.
The maximum drawdown for SPY was -55.20%, occurring on Mar 9, 2009. Recovery took 1224 trading sessions.
The current DVOL drawdown is -3.88%. The current SPY drawdown is -2.90%.
| Rank | DVOL | SPY |
|---|---|---|
| #1 | -38.26% Feb 18, 2020 - Dec 16, 2020 | -55.20% Oct 9, 2007 - Aug 16, 2012 |
| #2 | -24.65% Dec 31, 2021 - Jul 12, 2024 | -47.50% Mar 24, 2000 - Oct 26, 2006 |
| #3 | -13.88% Sep 14, 2018 - Mar 5, 2019 | -33.70% Feb 19, 2020 - Aug 10, 2020 |
| #4 | -11.65% Nov 29, 2024 - Jan 15, 2026 | -24.50% Jan 3, 2022 - Dec 13, 2023 |
| #5 | -9.82% Feb 9, 2026 - Mar 30, 2026 | -19.34% Sep 20, 2018 - Apr 12, 2019 |
| #6 | -8.06% Sep 3, 2021 - Oct 29, 2021 | -18.76% Feb 19, 2025 - Jun 26, 2025 |
| #7 | -7.86% Jan 8, 2021 - Apr 5, 2021 | -13.02% Jul 20, 2015 - Apr 18, 2016 |
| #8 | -5.41% Sep 26, 2019 - Jan 16, 2020 | -10.10% Jan 26, 2018 - Aug 6, 2018 |
| #9 | -4.44% Jul 31, 2024 - Aug 15, 2024 | -9.44% Sep 2, 2020 - Nov 11, 2020 |
| #10 | -4.34% May 7, 2021 - Jun 29, 2021 | -9.30% Jan 19, 2000 - Mar 17, 2000 |
| #11 | -3.89% May 20, 2019 - Jun 6, 2019 | -9.05% Jul 19, 2007 - Oct 5, 2007 |
| #12 | -3.56% Nov 16, 2021 - Dec 7, 2021 | -8.88% Jan 27, 2026 - Apr 14, 2026 |
| #13 | -3.32% Sep 4, 2019 - Sep 26, 2019 | -8.41% Jul 16, 2024 - Sep 19, 2024 |
| #14 | -3.14% Aug 30, 2024 - Sep 16, 2024 | -7.35% Sep 14, 2012 - Jan 2, 2013 |
| #15 | -2.58% Jul 10, 2019 - Aug 8, 2019 | -7.27% Sep 18, 2014 - Oct 31, 2014 |
Correlation
Correlation between DVOL and SPY is 0.97 which considered as a very strong positive correlation - the stocks move almost identically together.
0.97
-101
Dividend Comparison (1999 - 2026)
DVOL vs SPY dividend yield comparison.
| Year | DVOL | SPY |
|---|---|---|
| 2026 | 0.08% | 0.24% |
| 2025 | 0.86% | 1.07% |
| 2024 | 0.67% | 1.21% |
| 2023 | 1.28% | 1.40% |
| 2022 | 1.37% | 1.65% |
| 2021 | 0.47% | 1.20% |
| 2020 | 0.60% | 1.52% |
| 2019 | 1.79% | 1.75% |
| 2018 | 0.39% | 2.04% |
| 2017 | 0.00% | 1.80% |
| 2016 | 0.00% | 2.03% |
| 2015 | 0.00% | 2.06% |
| 2014 | 0.00% | 1.87% |
| 2013 | 0.00% | 1.81% |
| 2012 | 0.00% | 2.18% |
| 2011 | 0.00% | 2.05% |
| 2010 | 0.00% | 1.80% |
| 2009 | 0.00% | 1.95% |
| 2008 | 0.00% | 3.02% |
| 2007 | 0.00% | 1.85% |
| 2006 | 0.00% | 1.73% |
| 2005 | 0.00% | 1.73% |
| 2004 | 0.00% | 1.82% |
| 2003 | 0.00% | 1.47% |
| 2002 | 0.00% | 1.70% |
| 2001 | 0.00% | 1.25% |
| 2000 | 0.00% | 1.15% |
| 1999 | 0.00% | 0.24% |
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