NasdaqGM - Delayed Quote USD

First Trust Dorsey Wright Momentum & Dividend ETF (DDIV)

40.49 +0.77 (+1.93%)
At close: November 21 at 4:00 PM EST

ETF Summary

The fund will normally invest at least 90% of its net assets (including investment borrowings) in the equity securities that comprise the index. The index is designed to track the overall performance of the 50 stocks with the highest dividend yield comprising the NASDAQ U.S. Large Mid Index TM that still maintain high levels of "relative strength."

Risk Overview

Performance & Risk

YTD Return 32.77%
5y Average Return 12.06%
Rank in Category (ytd) --
% Rank in Category (ytd) --
Beta (5Y Monthly) 0.96
Morningstar Risk Rating --

Risk Statistics

3 Years5 Years10 Years
DDIVCategory AverageDDIVCategory AverageDDIVCategory Average
Alpha -0.93 -1.74 -3.57 -4.24 -2.75 -4.4
BETA 0.96 0.94 1.03 1.06 0.95 1.05
Mean Annual Return 0.75 0.67 1.06 1.03 0.84 0.81
R-squared 74.3 71.64 70.34 75.4 68.93 76.59
Standard Deviation 19.13 19.12 22.08 21.96 17.45 18.33
Sharpe Ratio 0.27 0.22 0.46 0.45 0.48 0.43
Treynor Ratio 3.58 2.64 7.92 7.51 7.47 6.21

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