See what your fund actually adds

First Trust Dorsey Wright DALI Equity ETF DALI

Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.

Fund and replication metrics

DALI compared with its replication portfolio
MeasureDALIReplication
Annualized growth2.9%10.6%
Annualized volatility18.4%13.6%
Sharpe ratio0.240.81
Maximum drawdown21.5%18.2%
Replication fit (R²)0.60 · Tracking error 11.6%

Replication portfolio

The published portfolio below is the investable basket used to model DALI’s historical return behavior.

DALI replication basket weights
TickerBuilding blockWeight
BCIAlternatives · Commodities32.3%
MTUMFactor · Momentum29.0%
IWCMicro Cap25.0%
DGSEM Small Cap13.7%