First Trust Dorsey Wright Focus 5 ETF

10-Year Study

FV.US · · US · ETF

Executive Summary: First Trust Dorsey Wright Focus 5 ETF has compounded at 12.0% annually over the last 10 years, with a maximum drawdown of 20.1% and an annualized volatility of 21.4%.

1Y CAGR
+13.5%
3Y CAGR
+14.9%
5Y CAGR
+7.4%
10Y CAGR
+12.0%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
20.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.51
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.73
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
18.3%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · +28.4%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -8.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20265.7-1.7-7.56.2————————2.0%
20255.5-4.8-7.4-1.56.33.32.41.30.9-0.30.91.27.2%
20240.86.83.1-6.03.23.2-0.60.61.8-1.46.9-3.814.7%
20234.4-2.5-4.6-1.8-2.48.64.1-3.7-5.7-5.613.19.111.3%
2022-3.90.30.7-4.26.7-14.610.70.2-10.315.13.9-4.7-3.9%
20210.85.73.53.40.81.90.11.5-4.97.1-1.01.321.6%
20200.9-6.5-13.515.28.40.25.36.6-5.5-0.814.44.628.4%
201912.54.61.22.2-7.57.11.2-3.80.31.13.22.525.7%
20187.4-0.9-2.2-0.64.3-1.01.85.4-2.2-12.42.7-9.2-8.3%
20172.91.7-0.71.31.80.22.00.53.13.51.60.720.0%
2016———2.00.11.42.9-0.90.8-1.82.01.58.1%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 21.4%. The dominant macroeconomic risk driver is VTI.US, accounting for 97.7% of variance. Idiosyncratic stock-specific factors contribute 9.4%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110198.997684710295
2016-05-0110208.229536062836
2016-06-0110354.962242216425
2016-07-0110655.998749548176
2016-08-0110563.338315602317
2016-09-0110642.61500737571
2016-10-0110447.427293064877
2016-11-0110651.944550276958
2016-12-0110811.230620439028
2017-01-0111128.923536824828
2017-02-0111315.807469495814
2017-03-0111231.743891835917
2017-04-0111378.916209958676
2017-05-0111586.803825601046
2017-06-0111609.175190254291
2017-07-0111838.261871965457
2017-08-0111894.385666695975
2017-09-0112260.777820110781
2017-10-0112687.103738655569
2017-11-0112883.903363520021
2017-12-0112970.165001025762
2018-01-0113929.837929720701
2018-02-0113807.528110743142
2018-03-0113507.370827349725
2018-04-0113432.0994890732
2018-05-0114015.464572159864
2018-06-0113870.09954768813
2018-07-0114119.652608852808
2018-08-0114887.019723923682
2018-09-0114559.215732247005
2018-10-0112759.346638922267
2018-11-0113103.31858190948
2018-12-0111897.462950480152
2019-01-0113381.739495716227
2019-02-0114003.692740541017
2019-03-0114174.262184578412
2019-04-0114485.360921426689
2019-05-0113391.752879458398
2019-06-0114338.872444144858
2019-07-0114503.873469906119
2019-08-0113947.520100036147
2019-09-0113986.987485712612
2019-10-0114142.952043218742
2019-11-0114594.384689780487
2019-12-0114958.432246026396
2020-01-0115091.146214940945
2020-02-0114105.291951193301
2020-03-0112198.059845842738
2020-04-0114048.435469847504
2020-05-0115225.032482439945
2020-06-0115262.985649111495
2020-07-0116074.313961099224
2020-08-0117132.313433564865
2020-09-0116188.173461113876
2020-10-0116050.574914764122
2020-11-0118356.388538827505
2020-12-0119200.93197737464
2021-01-0119352.744644060844
2021-02-0120458.222209196683
2021-03-0121179.381221730506
2021-04-0121891.064154040036
2021-05-0122066.61586706134
2021-06-0122479.362660336254
2021-07-0122507.839746783506
2021-08-0122849.41824682747
2021-09-0121729.482332483418
2021-10-0123281.6056582945
2021-11-0123053.78896671649
2021-12-0123354.532399402127
2022-01-0122442.58179224915
2022-02-0122513.847777028812
2022-03-0122672.4988521243
2022-04-0121725.623516309606
2022-05-0123186.35639830798
2022-06-0119791.721618162814
2022-07-0121903.71520959722
2022-08-0121941.961450914885
2022-09-0119681.476705450215
2022-10-0122662.094702187314
2022-11-0123544.39592430859
2022-12-0122435.841075388566
2023-01-0123423.893398982054
2023-02-0122840.674853218447
2023-03-0121799.527172904272
2023-04-0121412.668640035954
2023-05-0120900.081083985428
2023-06-0122706.886277268153
2023-07-0123626.603362543105
2023-08-0122740.785244668485
2023-09-0121448.42374686166
2023-10-0120247.6969217393
2023-11-0122900.90169299454
2023-12-0124981.29206842316
2024-01-0125184.8324101482
2024-02-0126890.62454207087
2024-03-0127737.268348915135
2024-04-0126065.17980129539
2024-05-0126903.666363822864
2024-06-0127763.107763547374
2024-07-0127590.43795121284
2024-08-0127755.292439651046
2024-09-0128259.576214061723
2024-10-0127871.594228383306
2024-11-0129806.66842511454
2024-12-0128660.79540458955
2025-01-0130223.420571886327
2025-02-0128777.292576419215
2025-03-0126651.622168166232
2025-04-0126258.12060998603
2025-05-0127919.60962457138
2025-06-0128836.93326690308
2025-07-0129532.79016832254
2025-08-0129922.09098990846
2025-09-0130180.729365102623
2025-10-0130102.722663462384
2025-11-0130370.592890009084
2025-12-0130733.761222316658
2026-01-0132477.55536668523
2026-02-0131921.69045455878
2026-03-0129521.40910289851
2026-04-0131354.10255658783
Annual Return Matrix
YearAnnual Return
20170.1996936756214589
2018-0.08270535112396582
20190.25727916180841803
20200.2836192765104266
20210.21632285489693293
2022-0.039336746645249776
20230.11345467212400928
20240.14729035336075946
20250.07232757460022055
20260.020184361093452008
Total Factor Risk
0.21440589532273469
VTI.US Exposure
0.9767308515273474
VEA.US Exposure
0.15444887022269313
VWO.US Exposure
-0.025243384632550245
QQQ.US Exposure
-0.26183021567288134
VTV.US Exposure
-0.15664720953879832
IJR.US Exposure
0.1719192394746599
QUAL.US Exposure
0.07313907644591881
SHV.US Exposure
0.06920815350748444
TLT.US Exposure
0.006849316715578811
LQD.US Exposure
-0.008238221771105699
HYG.US Exposure
-0.030575995475800737
GLD.US Exposure
-0.0048469502744308
USO.US Exposure
0.003942715512214779
VNQ.US Exposure
-0.06527998572311891
BTC-USD.CC Exposure
-0.004181262478445714
CPER.US Exposure
0.015526072793594727
VIX.INDX Exposure
-0.02409742201140588
UUP.US Exposure
-0.0018949907664219427
TIP.US Exposure
0.016926179079750848
Idiosyncratic Exposure
0.09414516306571666
Value Score
43
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
7.2
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
21.4%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →17.4x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.60%
Market Cap$44.0B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$25
Avg Yield on Cost
0.25%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$24.910.25%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+1.5%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+3.0%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
5.3% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.28
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is First Trust Dorsey Wright Focus 5 ETF a high-risk investment?

First Trust Dorsey Wright Focus 5 ETF (FV.US) has an annualized volatility of 21.4% and experienced a maximum drawdown of 20.1% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of FV.US?

Over the past 10 years, FV.US has generated a Compound Annual Growth Rate (CAGR) of 12.0%. It has had a positive return in 80% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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