Performance analysis of DVOL (FIRST TRUST DORSEY WRIGHT MOMENTUM & LOW VOLATILITY ETF)
Annual Return
Over the past 3 years, DVOL has had an average annual return of +13.03%, underperforming the benchmark SPY, which returned +19.31% annual.
Over the past 5 years, DVOL has had an average annual return of +7.05%, underperforming the benchmark SPY, which returned +12.55% annual.
Since Sep 7, 2018, DVOL has had an average annual return of +9.37%, underperforming the benchmark SPY, which returned +14.57% annual.
| 2026 | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |||
|---|---|---|---|---|---|---|---|---|---|---|---|
| +7.09% | +4.30% | +24.84% | +5.38% | -16.11% | +30.08% | +11.12% | +26.09% | -9.89% |
Monthly Return
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Annually Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +2.19% | +2.38% | -5.60% | +7.11% | -3.54% | +2.58% | +2.30% | +7.09% | |||||
| 2025 | +3.98% | +3.07% | -1.87% | -1.70% | +1.69% | -1.02% | -2.02% | +1.80% | +1.41% | -2.57% | +2.10% | -0.38% | +4.30% |
| 2024 | +2.55% | +5.43% | +3.61% | -4.26% | +3.44% | +0.16% | +4.08% | +4.38% | +0.87% | +2.08% | +7.80% | -6.84% | +24.84% |
| 2023 | +0.50% | -2.24% | -0.65% | +1.56% | -4.57% | +6.97% | -0.67% | -1.07% | -3.69% | -0.27% | +7.83% | +2.31% | +5.38% |
| 2022 | -11.30% | -3.95% | +5.99% | -4.67% | -3.85% | -3.99% | +5.78% | -2.01% | -7.70% | +8.93% | +4.43% | -3.01% | -16.11% |
| 2021 | -2.72% | +0.40% | +3.14% | +7.63% | +0.77% | +1.54% | +5.23% | +3.51% | -6.88% | +8.31% | -0.41% | +7.18% | +30.08% |
| 2020 | +5.25% | -9.47% | -15.19% | +7.58% | +6.74% | -0.41% | +7.49% | +3.87% | -1.37% | -1.16% | +6.82% | +3.42% | +11.12% |
| 2019 | +7.22% | +4.25% | +2.42% | +1.17% | +0.86% | +3.06% | +1.21% | +4.09% | +1.01% | -0.83% | -2.17% | +1.44% | +26.09% |
| 2018 | -0.30% | -4.20% | +3.08% | -8.47% | -9.89% |
Drawdown analysis of DVOL (FIRST TRUST DORSEY WRIGHT MOMENTUM & LOW VOLATILITY ETF)
The maximum drawdown for the DVOL was -38.26%, occurring on Mar 23, 2020. Recovery took 187 trading sessions.
The current DVOL drawdown is -0.85%.
Since Sep 7, 2018 DVOL has experienced the following drawdowns:
- 30% or more: 1 time
- 20% or more: 2 times
- 10% or more: 4 times
| Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -38.26% | Feb 18, 2020 | 24 | Mar 23, 2020 | 187 | Dec 16, 2020 | 211 |
| -24.65% | Dec 31, 2021 | 116 | Jun 17, 2022 | 518 | Jul 12, 2024 | 634 |
| -13.88% | Sep 14, 2018 | 67 | Dec 24, 2018 | 47 | Mar 5, 2019 | 114 |
| -11.66% | Nov 29, 2024 | 87 | Apr 8, 2025 | 194 | Jan 15, 2026 | 281 |
| -9.82% | Feb 9, 2026 | 34 | Mar 30, 2026 | 67 | Jul 7, 2026 | 101 |
| -8.06% | Sep 3, 2021 | 20 | Oct 4, 2021 | 19 | Oct 29, 2021 | 39 |
| -7.86% | Jan 8, 2021 | 37 | Mar 4, 2021 | 21 | Apr 5, 2021 | 58 |
| -5.42% | Sep 26, 2019 | 33 | Nov 12, 2019 | 44 | Jan 16, 2020 | 77 |
| -4.44% | Jul 31, 2024 | 3 | Aug 5, 2024 | 8 | Aug 15, 2024 | 11 |
| -4.34% | May 7, 2021 | 3 | May 12, 2021 | 33 | Jun 29, 2021 | 36 |
| -3.90% | May 20, 2019 | 6 | May 29, 2019 | 6 | Jun 6, 2019 | 12 |
| -3.56% | Nov 16, 2021 | 10 | Dec 1, 2021 | 4 | Dec 7, 2021 | 14 |
| -3.32% | Sep 4, 2019 | 4 | Sep 10, 2019 | 12 | Sep 26, 2019 | 16 |
| -3.14% | Aug 30, 2024 | 4 | Sep 6, 2024 | 6 | Sep 16, 2024 | 10 |
| -2.59% | Jul 10, 2019 | 18 | Aug 5, 2019 | 3 | Aug 8, 2019 | 21 |
| -2.57% | Jun 20, 2019 | 4 | Jun 26, 2019 | 5 | Jul 3, 2019 | 9 |
| -2.45% | Aug 21, 2019 | 2 | Aug 23, 2019 | 7 | Sep 4, 2019 | 9 |
| -2.41% | Jul 12, 2021 | 5 | Jul 19, 2021 | 2 | Jul 21, 2021 | 7 |
| -2.38% | Jul 16, 2024 | 6 | Jul 24, 2024 | 5 | Jul 31, 2024 | 11 |
| -2.17% | Jan 16, 2026 | 4 | Jan 23, 2026 | 9 | Feb 5, 2026 | 13 |
| -2.16% | Oct 18, 2024 | 10 | Nov 1, 2024 | 3 | Nov 6, 2024 | 13 |
| -1.97% | Dec 15, 2021 | 3 | Dec 20, 2021 | 3 | Dec 23, 2021 | 6 |
| -1.84% | Nov 11, 2024 | 4 | Nov 15, 2024 | 4 | Nov 21, 2024 | 8 |
| -1.69% | Aug 16, 2021 | 2 | Aug 18, 2021 | 5 | Aug 25, 2021 | 7 |
| -1.61% | Dec 13, 2021 | 1 | Dec 14, 2021 | 1 | Dec 15, 2021 | 2 |