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DVOL vs XBJL

Comparison between FIRST TRUST DORSEY WRIGHT MOMENTUM & LOW VOLATILITY ETF (DVOL, ETF) and Innovator U.S. Equity Accelerated 9 Buffer ETF - July (XBJL, ETF).

5-Year PerformanceXBJL has outperformed DVOL, delivering a return of +9.2% compared to +7.0%

DVOL vs XBJL - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
DVOL
$74M
XBJL
$74M
Expense Ratio
Winner
DVOL
0.60%
XBJL
0.79%
Max Drawdown
DVOL
38.26%
Winner
XBJL
11.78%
Sharpe Ratio
DVOL
-0.03
Winner
XBJL
1.55
5Y Beta
DVOL
0.61
Winner
XBJL
0.55
P/E Ratio
DVOL
22.96
XBJL
N/A
Forward P/E
DVOL
20.11
XBJL
N/A
PEG Ratio
DVOL
0.49
XBJL
N/A
5Y Dividends CAGR
DVOL
15.81%
XBJL
N/A
5Y EPS CAGR
DVOL
17.88%
XBJL
N/A
Debt to Equity
DVOL
45.74%
XBJL
N/A
P/S Ratio
DVOL
2.34
XBJL
N/A
P/B Ratio
DVOL
3.38
XBJL
N/A

DVOL vs XBJL - Historical Returns

Returns include dividend reinvestment.

1M
DVOL
-2.57%
Winner
XBJL
+0.68%
3M
DVOL
+0.05%
Winner
XBJL
+3.54%
6M
DVOL
+2.74%
Winner
XBJL
+4.77%
1Y
DVOL
+3.00%
Winner
XBJL
+12.24%
5Y(CAGR)
DVOL
+7.03%
Winner
XBJL
+9.23%
Max(CAGR)
DVOL
+8.94%
Winner
XBJL
+9.23%

DVOL vs XBJL - Annual Returns (2018 - 2026)

Returns include dividend reinvestment.

YearDVOLXBJL
2026+1.94%+4.08%
2025+4.42%+12.05%
2024+25.34%+11.93%
2023+5.82%+19.78%
2022-14.19%-5.18%
2021+31.72%+4.70%
2020+12.13%N/A
2019+27.22%N/A
2018-9.89%N/A

DVOL vs XBJL Drawdown Comparison

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

The maximum drawdown for XBJL was -11.78%, occurring on Jun 16, 2022. Recovery took 213 trading sessions.

The current DVOL drawdown is -3.88%. The current XBJL drawdown is -0.13%.

RankDVOLXBJL
#1-38.26%
Feb 18, 2020 - Dec 16, 2020
-11.78%
Mar 29, 2022 - Feb 2, 2023
#2-24.65%
Dec 31, 2021 - Jul 12, 2024
-11.74%
Feb 19, 2025 - May 12, 2025
#3-13.88%
Sep 14, 2018 - Mar 5, 2019
-5.35%
Jan 3, 2022 - Mar 29, 2022
#4-11.65%
Nov 29, 2024 - Jan 15, 2026
-5.32%
Jul 28, 2023 - Nov 14, 2023
#5-9.82%
Feb 9, 2026 - Mar 30, 2026
-5.00%
Jul 16, 2024 - Aug 19, 2024
#6-8.06%
Sep 3, 2021 - Oct 29, 2021
-4.14%
Feb 2, 2023 - Mar 31, 2023
#7-7.86%
Jan 8, 2021 - Apr 5, 2021
-3.30%
Feb 25, 2026 - Apr 8, 2026
#8-5.41%
Sep 26, 2019 - Jan 16, 2020
-2.25%
Nov 17, 2021 - Dec 23, 2021
#9-4.44%
Jul 31, 2024 - Aug 15, 2024
-2.21%
Sep 2, 2021 - Oct 18, 2021
#10-4.34%
May 7, 2021 - Jun 29, 2021
-2.20%
Aug 30, 2024 - Sep 16, 2024
#11-3.89%
May 20, 2019 - Jun 6, 2019
-1.84%
Oct 28, 2025 - Nov 26, 2025
#12-3.56%
Nov 16, 2021 - Dec 7, 2021
-1.67%
May 1, 2023 - May 15, 2023
#13-3.32%
Sep 4, 2019 - Sep 26, 2019
-1.60%
Jul 12, 2021 - Jul 23, 2021
#14-3.14%
Aug 30, 2024 - Sep 16, 2024
-1.48%
May 19, 2025 - Jun 3, 2025
#15-2.58%
Jul 10, 2019 - Aug 8, 2019
-1.31%
Dec 13, 2024 - Dec 24, 2024

Correlation

Correlation between DVOL and XBJL is 0.92 which considered as a very strong positive correlation - the stocks move almost identically together.

0.92
-101

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