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Issuer
WEBs
Inception Date
Dec 16, 2024
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
Syntax Defined Volatility Triple Qs Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Growth
Assets Under Management
$3M

Share Price Chart


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Performance

DVQQ Performance Chart

WEBs QQQ Defined Volatility ETF (DVQQ) is up 17.3% since the beginning of the year. DVQQ is currently trading at $32 per share.


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S&P 500 Index

Returns By Period

WEBs QQQ Defined Volatility ETF (DVQQ) has returned 17.26% so far this year and 46.21% over the past 12 months.


WEBs QQQ Defined Volatility ETF

1D
-0.28%
1M
1.35%
YTD
17.26%
6M
15.36%
1Y
46.21%
3Y*
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DVQQ Monthly Returns History

Based on dividend-adjusted daily data since Dec 17, 2024, DVQQ's average daily return is +0.08%, while the average monthly return is +1.52%. At this rate, an investment would double in approximately 3.8 years.

Historically, 53% of months were positive and 47% were negative. The best month was Apr 2026 with a return of +15.1%, while the worst month was Mar 2025 at -8.4%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 3 months.

On a daily basis, DVQQ closed higher 58% of trading days. The best single day was Apr 9, 2025 with a return of +8.0%, while the worst single day was Oct 10, 2025 at -6.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.59%-4.07%-6.90%15.13%14.95%-2.35%17.26%
20251.65%-4.75%-8.39%-0.64%6.53%8.66%4.15%1.35%10.10%4.44%-2.88%-1.87%18.03%
2024-7.84%-7.84%

Benchmark Metrics

WEBs QQQ Defined Volatility ETF has an annualized alpha of 0.23%, beta of 1.25, and R2 of 0.76 versus S&P 500 Index. Calculated based on daily prices since December 17, 2024.

  • This ETF captured 179.98% of S&P 500 Index gains and 175.83% of its losses - amplifying both gains and losses, but participating more in upside than downside.

Alpha
0.23%
Beta
1.25
0.76
Upside Capture
179.98%
Downside Capture
175.83%

Expense Ratio

DVQQ has a high expense ratio of 0.94%, indicating above-average management fees.


Return for Risk

Risk / Return Rank

DVQQ ranks 54 for risk / return — on par with similar ETFs. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


DVQQ Risk / Return Rank: 5454
Overall Rank
DVQQ Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
DVQQ Sortino Ratio Rank: 5151
Sortino Ratio Rank
DVQQ Omega Ratio Rank: 5454
Omega Ratio Rank
DVQQ Calmar Ratio Rank: 5555
Calmar Ratio Rank
DVQQ Martin Ratio Rank: 5050
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for WEBs QQQ Defined Volatility ETF (DVQQ) 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.


DVQQBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-0.09

Sortino ratioReturn per unit of downside risk

-0.35

Omega ratioGain probability vs. loss probability

1.33

1.37

-0.04

Calmar ratioReturn relative to maximum drawdown

2.60

2.78

-0.19

Martin ratioReturn relative to average drawdown

8.34

12.44

-4.10

Dividends

Dividend History

WEBs QQQ Defined Volatility ETF provided a 0.03% dividend yield over the last twelve months, with an annual payout of $0.01 per share.


0.04%$0.00$0.00$0.00$0.01$0.01$0.012025
Dividends
Dividend Yield
PeriodTTM2025
Dividend$0.01$0.01

Dividend yield

0.03%0.04%

Monthly Dividends

The table displays the monthly dividend distributions for WEBs QQQ Defined Volatility ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.00$0.00$0.00$0.00$0.00
2025$0.01$0.01

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 QQQ 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 QQQ Defined Volatility ETF was 25.28%, occurring on Apr 8, 2025. Recovery took 84 trading sessions.

The current WEBs QQQ Defined Volatility ETF drawdown is 3.76%.


Related event

Drawdown

Fall

Recovery

Underwater

2025 selloff2025
-25.28%Apr 2025
3mo 22d4mo 2d
7mo 24dDec 2024 - Aug 2025
2026 correction2026
-17.89%Mar 2026
5mo 1d1mo 6d
6mo 7dOct 2025 - May 2026
2026 pullback2026
-8.86%Jun 2026
7d
20d 9hJun 2026 - now
2025 pullback2025
-7.17%Oct 2025
1d17d
18dOct 2025 - Oct 2025
2025 pullback2025
-5.02%Aug 2025
7d21d
28dAug 2025 - Sep 2025

Drawdown Indicators


DVQQBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-25.28%

-56.78%

+31.50%

Max Drawdown (1Y)

Largest decline over 1 year

-17.89%

-9.10%

-8.79%

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

-3.76%

-1.80%

-1.96%

Average Drawdown

Average peak-to-trough decline

-7.17%

-10.71%

+3.54%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.56%

2.03%

+3.53%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

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Add WEBs QQQ Defined Volatility ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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