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Issuer
WEBs
Inception Date
Jul 22, 2025
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
Syntax Defined Volatility XLI Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Blend

Share Price Chart


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Performance

DVIN Performance Chart

WEBs Industrials XLI Defined Volatility ETF (DVIN) is up 19.4% since the beginning of the year. DVIN is currently trading at $31 per share.


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S&P 500 Index

Returns By Period


WEBs Industrials XLI Defined Volatility ETF

1D
1.02%
1M
5.42%
YTD
19.42%
6M
18.61%
1Y
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
0.00%
1M
-0.71%
YTD
8.39%
6M
8.57%
1Y
24.33%
3Y*
18.94%
5Y*
12.24%
10Y*
13.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DVIN Monthly Returns History

Based on dividend-adjusted daily data since Jul 23, 2025, DVIN's average daily return is +0.09%, while the average monthly return is +1.61%. At this rate, an investment would double in approximately 3.6 years.

Historically, 58% of months were positive and 42% were negative. The best month was Jan 2026 with a return of +11.0%, while the worst month was Mar 2026 at -13.3%. The longest winning streak lasted 3 consecutive months, and the longest losing streak was 2 months.

On a daily basis, DVIN closed higher 53% of trading days. The best single day was Feb 6, 2026 with a return of +4.5%, while the worst single day was Jun 10, 2026 at -6.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202610.98%10.43%-13.30%8.78%-1.11%4.47%19.42%
2025-2.34%-0.52%3.12%0.02%-2.21%0.97%-1.06%

Benchmark Metrics

WEBs Industrials XLI Defined Volatility ETF has an annualized alpha of -6.31%, beta of 1.52, and R2 of 0.54 versus S&P 500 Index. Calculated based on daily prices since July 23, 2025.

  • This ETF captured 59.75% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -13.82%) - a profile typical of hedging or uncorrelated assets.
  • This ETF had an annualized alpha of -6.31% versus S&P 500 Index - delivering less than market exposure alone would predict.
  • Beta of 1.52 means this ETF moves significantly more than S&P 500 Index - expect amplified gains in rallies and amplified losses in downturns.

Alpha
-6.31%
Beta
1.52
0.54
Upside Capture
59.75%
Downside Capture
-13.82%

Expense Ratio

DVIN has an expense ratio of 0.89%, placing it in the medium range.


Return for Risk

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for WEBs Industrials XLI Defined Volatility ETF (DVIN) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


DVINBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.35

Calmar ratioReturn relative to maximum drawdown

2.66

Martin ratioReturn relative to average drawdown

11.86

Dividends

Dividend History


WEBs Industrials XLI Defined Volatility ETF doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the WEBs Industrials XLI Defined Volatility ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the WEBs Industrials XLI Defined Volatility ETF was 18.47%, occurring on Mar 30, 2026. The portfolio has not yet recovered.

The current WEBs Industrials XLI Defined Volatility ETF drawdown is 4.29%.


Related event

Drawdown

Fall

Recovery

Underwater

2026 correction2026
-18.47%Mar 2026
27d
3mo 21dMar 2026 - now
2025 correction2025
-10.68%Nov 2025
1mo 12d21d
2mo 3dOct 2025 - Dec 2025
2025 pullback2025
-7.39%Sep 2025
1mo 7d1mo 5d
2mo 12dJul 2025 - Oct 2025
2025 pullback2025
-4.53%Dec 2025
5d16d
21dDec 2025 - Jan 2026
2026 pullback2026
-3.47%Jan 2026
0s13d
13dJan 2026 - Feb 2026

Drawdown Indicators


DVINBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-18.47%

-56.78%

+38.31%

Max Drawdown (1Y)

Largest decline over 1 year

-9.10%

Max Drawdown (3Y)

Largest decline over 3 years

-18.90%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-4.29%

-2.49%

-1.80%

Average Drawdown

Average peak-to-trough decline

-5.07%

-10.72%

+5.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.03%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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