PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan

WEBs Real Estate XLRE Defined Volatility ETF (DVRE) Sharpe Ratio: 0.32

ETF · Currency in USD · Last updated Aug 1, 2026

DVRE is a passive ETF by WEBs tracking the investment results of the Syntax Defined Volatility XLRE Index. DVRE launched on Jul 22, 2025 and has a 0.89% expense ratio.

DVRE's Sharpe Ratio of 0.32 indicates that for each unit of volatility, it generates 0.32 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Aug 1, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

DVRE Sharpe Ratio Rank

DVRE Sharpe Ratio Rank: 18.218
Concerning

DVRE ranks above 18.2% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating weak returns relative to total risk taken. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Weak risk-adjusted returns relative to category peers
  • Evaluate whether this holding aligns with your risk-return objectives
  • Consider reducing exposure or re-evaluating position size
  • Review higher-ranked alternatives in the same category

DVRE Sharpe Ratio Market Positioning

The chart shows DVRE's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.55 or lower
  • Yellow zone (middle 50%): 0.55 to 1.73
  • Green zone (top 25%): 1.73 or higher
  • Top 1%: 6.33+
  • Median: 1.25 — half of all investments score higher

How it compares to other similar ETFs

The table compares WEBs Real Estate XLRE Defined Volatility ETF's Sharpe Ratio with other ETFs in the REIT category across multiple time periods, showing how DVRE's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Aug 1, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
VRAIVirtus Real Asset Income ETF2.30
KBWYInvesco KBW Premium Yield Equity REIT ETF1.94
JREJanus Henderson U.S. Real Estate ETF1.87
DTCRGlobal X Data Center & Digital Infrastructure ETF1.84
RWRSPDR Dow Jones REIT ETF1.84
USRTiShares Core U.S. REIT ETF1.80
REITALPS Active REIT ETF1.78
FRIFirst Trust S&P REIT Index Fund1.78
RDOGALPS REIT Dividend Dogs ETF1.74
BBREJPMorgan BetaBuilders MSCI US REIT ETF1.73
DVREWEBs Real Estate XLRE Defined Volatility ETF0.32
Benchmark

Compare this symbol against anything

Time Period

How much price history to include in the calculation

Historical Sharpe Ratio

The chart shows DVRE's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when DVRE consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

Loading charts...

Sharpe Ratio Calculator

How does DVRE fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

Analyze Your Portfolio