DALI Performance — First Trust Dorsey Wright DALI Equity ETF
Data updated: 2026-08-21
DALI returned +4.48% year to date and +13.84% over one year to Jun 2026. Annualised returns are +5.80% over 3 years and +4.29% over 5 years. The fund trailed its US Multi-Cap Blend category average: $100 invested three years ago grew to $118, against $143 for the category, and to $114 over one year, against $116. Volatility over the past three years was 16.04% a year. In the 12 months to Jun 2026 the fund lost a net $19.6M, and assets reached $105.73M.
DALI Growth of $100
What $100 invested in First Trust Dorsey Wright DALI Equity ETF grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Multi-Cap Blend category average over the same months.
| Period | DALI | Category average |
|---|---|---|
| 1 year (Jul 2025 – Jun 2026) | $114 | $116 |
| 3 years (Jul 2023 – Jun 2026) | $118 | $143 |
| 5 years (Jul 2021 – Jun 2026) | $123 | $136 |
| Since data start (Jul 2019 – Jun 2026) | $157 | $173 |
DALI Trailing Returns
Total returns to Jun 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +4.48% |
| 1 year | +13.84% |
| 3 years (annualised) | +5.80% |
| 5 years (annualised) | +4.29% |
DALI Annual Returns
Calendar-year total returns of First Trust Dorsey Wright DALI Equity ETF, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jun) | +4.48% |
| 2025 | +11.74% |
| 2024 | +20.03% |
| 2023 | −8.19% |
| 2022 | −8.34% |
| 2021 | +22.32% |
| 2020 | +4.74% |
| 2019 (Jul–Dec) | +3.71% |
DALI Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +4.6% | +1.2% | −8.6% | +9.5% | +2.5% | −3.7% | — | — | — | — | — | — |
| 2025 | +4.9% | −4.7% | −7.3% | −0.5% | +6.7% | +4.3% | +2.2% | +2.5% | +1.8% | +1.0% | +0.3% | +0.9% |
| 2024 | +1.7% | +6.9% | +2.8% | −5.7% | +4.0% | +2.0% | +1.1% | +1.1% | +2.4% | −0.7% | +9.0% | −5.1% |
| 2023 | +6.2% | −4.0% | +1.1% | +2.7% | −3.5% | +6.2% | +5.6% | −3.2% | −6.0% | −7.8% | −1.6% | −3.1% |
| 2022 | −6.7% | +1.0% | +7.6% | +2.6% | 0.0% | −8.4% | +1.3% | −0.6% | −6.0% | +4.0% | +2.4% | −4.7% |
| 2021 | +2.0% | +5.3% | +1.8% | +3.3% | +0.8% | +2.8% | 0.0% | +2.2% | −4.5% | +6.9% | −1.3% | +1.5% |
| 2020 | +0.7% | −7.2% | −16.3% | +3.1% | +1.7% | +1.1% | +2.8% | +0.3% | +2.1% | −0.7% | +14.5% | +5.6% |
| 2019 | — | — | — | — | — | — | +1.3% | −3.3% | −0.3% | +1.0% | +3.0% | +2.2% |
DALI Risk
Risk measures from monthly returns over Jul 2023 – Jun 2026.
- 3-year volatility (annualised): 16.04%
- 3-year Sharpe ratio: 0.08 (vs 4.5% risk-free rate)
- Best month: +9.46% (Apr 2026)
- Worst month: −8.63% (Mar 2026)
DALI Fund Flows
Monthly money in and out of First Trust Dorsey Wright DALI Equity ETF, from SEC Form N-PORT.
- 12-month net flow: −$19.6M
- 12-month gross sales (incl. reinvestments): $124.3M
- Sales ÷ redemptions: 0.86×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2026 | $0 | $4.5M | −$4.5M |
| May 2026 | $0 | $1.6M | −$1.6M |
| Apr 2026 | $0 | $1.5M | −$1.5M |
| Mar 2026 | $0 | $4.2M | −$4.2M |
| Feb 2026 | $104.3M | $108.1M | −$3.8M |
| Jan 2026 | $20.0M | $21.3M | −$1.3M |
| Dec 2025 | $0 | $0 | $0 |
| Nov 2025 | $0 | $1.4M | −$1.4M |
| Oct 2025 | $0 | $1.4M | −$1.4M |
| Sep 2025 | $0 | $0 | $0 |
| Aug 2025 | $0 | $0 | $0 |
| Jul 2025 | $0 | $0 | $0 |
DALI Assets Under Management
Net assets of First Trust Dorsey Wright DALI Equity ETF by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-06-30 | $105.73M |
| 2026-03-31 | $105.68M |
| 2025-12-31 | $117.90M |
| 2025-09-30 | $118.32M |
| 2025-06-30 | $111.14M |
| 2025-03-31 | $101.66M |
| 2024-12-31 | $108.54M |
| 2024-09-30 | $105.81M |
| 2024-06-30 | $103.60M |
| 2024-03-31 | $118.05M |
| 2023-12-31 | $115.40M |
| 2023-09-30 | $146.10M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.