DVOL Performance — First Trust Dorsey Wright Momentum & Low Volatility ETF
Data updated: 2026-08-21
DVOL returned +4.71% year to date and +4.89% over one year to Jun 2026. Annualised returns are +12.40% over 3 years and +7.17% over 5 years. The fund trailed its US Mid-Cap Blend category average: $100 invested three years ago grew to $142, against $150 for the category, and to $105 over one year, against $122. Volatility over the past three years was 12.24% a year. In the 12 months to Jun 2026 the fund lost a net $7.4M, and assets reached $71.24M.
DVOL Growth of $100
What $100 invested in First Trust Dorsey Wright Momentum & Low Volatility ETF grew to, compounded from monthly returns reported on SEC Form N-PORT, against the US Mid-Cap Blend category average over the same months.
| Period | DVOL | Category average |
|---|---|---|
| 1 year (Jul 2025 – Jun 2026) | $105 | $122 |
| 3 years (Jul 2023 – Jun 2026) | $142 | $150 |
| 5 years (Jul 2021 – Jun 2026) | $141 | $147 |
| Since data start (Jul 2019 – Jun 2026) | $182 | $208 |
DVOL Trailing Returns
Total returns to Jun 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +4.71% |
| 1 year | +4.89% |
| 3 years (annualised) | +12.40% |
| 5 years (annualised) | +7.17% |
DVOL Annual Returns
Calendar-year total returns of First Trust Dorsey Wright Momentum & Low Volatility ETF, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jun) | +4.71% |
| 2025 | +4.34% |
| 2024 | +24.71% |
| 2023 | +5.34% |
| 2022 | −15.98% |
| 2021 | +29.95% |
| 2020 | +10.94% |
| 2019 (Jul–Dec) | +4.84% |
DVOL 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 | +2.3% | +2.4% | −5.6% | +7.0% | −3.5% | +2.6% | — | — | — | — | — | — |
| 2025 | +4.1% | +3.0% | −1.8% | −1.7% | +1.7% | −1.0% | −2.0% | +1.7% | +1.4% | −2.6% | +2.1% | −0.4% |
| 2024 | +2.5% | +5.4% | +3.6% | −4.2% | +3.5% | +0.2% | +4.1% | +4.4% | +0.8% | +2.0% | +7.8% | −6.9% |
| 2023 | +0.5% | −2.4% | −0.5% | +1.6% | −4.6% | +6.9% | −0.6% | −1.2% | −3.6% | −0.2% | +7.8% | +2.3% |
| 2022 | −11.2% | −4.0% | +5.9% | −4.7% | −3.7% | −4.1% | +5.9% | −2.0% | −7.7% | +8.9% | +4.6% | −3.1% |
| 2021 | −2.9% | +0.3% | +3.2% | +7.8% | +0.7% | +1.5% | +5.3% | +3.4% | −6.9% | +8.3% | −0.4% | +7.2% |
| 2020 | +5.1% | −9.5% | −15.1% | +7.3% | +6.8% | −0.4% | +8.2% | +3.3% | −1.6% | −0.9% | +6.7% | +3.4% |
| 2019 | — | — | — | — | — | — | +1.0% | +4.1% | +1.1% | −0.8% | −2.1% | +1.6% |
DVOL Risk
Risk measures from monthly returns over Jul 2023 – Jun 2026.
- 3-year volatility (annualised): 12.24%
- 3-year Sharpe ratio: 0.65 (vs 4.5% risk-free rate)
- Best month: +7.84% (Nov 2024)
- Worst month: −6.89% (Dec 2024)
DVOL Fund Flows
Monthly money in and out of First Trust Dorsey Wright Momentum & Low Volatility ETF, from SEC Form N-PORT.
- 12-month net flow: −$7.4M
- 12-month gross sales (incl. reinvestments): $29.8M
- Sales ÷ redemptions: 0.80×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2026 | $0 | $3.6M | −$3.6M |
| May 2026 | $1.8M | $0 | $1.8M |
| Apr 2026 | $0 | $0 | $0 |
| Mar 2026 | $1.7M | $1.8M | −$62K |
| Feb 2026 | $1.8M | $7.3M | −$5.5M |
| Jan 2026 | $0 | $5.4M | −$5.4M |
| Dec 2025 | $0 | $0 | $0 |
| Nov 2025 | $1.7M | $8.8M | −$7.0M |
| Oct 2025 | $0 | $1.7M | −$1.7M |
| Sep 2025 | $20.9M | $0 | $20.9M |
| Aug 2025 | $1.7M | $5.2M | −$3.5M |
| Jul 2025 | $0 | $3.4M | −$3.4M |
DVOL Assets Under Management
Net assets of First Trust Dorsey Wright Momentum & Low Volatility ETF by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-06-30 | $71.24M |
| 2026-03-31 | $69.18M |
| 2025-12-31 | $80.56M |
| 2025-09-30 | $90.37M |
| 2025-06-30 | $75.49M |
| 2025-03-31 | $58.62M |
| 2024-12-31 | $55.85M |
| 2024-09-30 | $51.39M |
| 2024-06-30 | $46.96M |
| 2024-03-31 | $48.86M |
| 2023-12-31 | $49.21M |
| 2023-09-29 | $57.40M |
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.