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Performance
DVSP Performance Chart
WEBs SPY Defined Volatility ETF (DVSP) is down 1.7% since the beginning of the year. DVSP is currently trading at $27 per share.
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Returns By Period
WEBs SPY Defined Volatility ETF (DVSP) has returned -1.71% so far this year and 31.51% over the past 12 months.
WEBs SPY Defined Volatility ETF
- 1D
- 1.06%
- 1M
- 2.58%
- YTD
- -1.71%
- 6M
- 1.63%
- 1Y
- 31.51%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 0.26%
- 1M
- 4.84%
- YTD
- 2.86%
- 6M
- 6.22%
- 1Y
- 33.47%
- 3Y*
- 19.26%
- 5Y*
- 10.96%
- 10Y*
- 12.89%
DVSP Monthly Returns History
Based on dividend-adjusted daily data since Dec 17, 2024, DVSP's average daily return is +0.03%, while the average monthly return is +0.54%. At this rate, an investment would double in approximately 10.7 years.
Historically, 53% of months were positive and 47% were negative. The best month was Apr 2026 with a return of +8.1%, while the worst month was Mar 2026 at -8.9%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 3 months.
On a daily basis, DVSP closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +6.6%, while the worst single day was Dec 18, 2024 at -5.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.84% | -2.03% | -8.85% | 8.08% | -1.71% | ||||||||
| 2025 | 2.84% | -3.48% | -8.17% | -2.97% | 4.53% | 7.93% | 3.77% | 3.21% | 6.89% | 2.70% | -1.05% | -0.45% | 15.57% |
| 2024 | -5.59% | -5.59% |
Benchmark Metrics
WEBs SPY Defined Volatility ETF has an annualized alpha of -6.79%, beta of 1.13, and R² of 0.83 versus S&P 500 Index. Calculated based on daily prices since December 18, 2024.
- This ETF participated in 168.40% of S&P 500 Index downside but only 128.60% of its upside — more exposed to losses than it benefited from rallies.
- This ETF had an annualized alpha of -6.79% versus S&P 500 Index — delivering less than market exposure alone would predict.
- With beta of 1.13 and R² of 0.83, this ETF moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- -6.79%
- Beta
- 1.13
- R²
- 0.83
- Upside Capture
- 128.60%
- Downside Capture
- 168.40%
Expense Ratio
DVSP has an expense ratio of 0.89%, placing it in the medium range.
Return for Risk
Risk / Return Rank
DVSP ranks 33 for risk / return — below 33% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for WEBs SPY Defined Volatility ETF (DVSP) and compare them to a chosen benchmark (S&P 500 Index).
| DVSP | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.61 | 2.59 | -0.98 |
Sortino ratioReturn per unit of downside risk | 2.17 | 3.60 | -1.43 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.48 | -0.20 |
Calmar ratioReturn relative to maximum drawdown | 1.95 | 3.33 | -1.38 |
Martin ratioReturn relative to average drawdown | 7.80 | 15.04 | -7.24 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore DVSP risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
WEBs SPY Defined Volatility ETF provided a 0.28% dividend yield over the last twelve months, with an annual payout of $0.08 per share.
| Period | TTM | 2025 |
|---|---|---|
| Dividend | $0.08 | $0.08 |
Dividend yield | 0.28% | 0.28% |
Monthly Dividends
The table displays the monthly dividend distributions for WEBs SPY Defined Volatility ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | ||||||||
| 2025 | $0.08 | $0.08 |
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 SPY 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 SPY Defined Volatility ETF was 22.67%, occurring on Apr 8, 2025. Recovery took 86 trading sessions.
The current WEBs SPY Defined Volatility ETF drawdown is 5.12%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -22.67% | Dec 18, 2024 | 75 | Apr 8, 2025 | 86 | Aug 12, 2025 | 161 |
| -15.56% | Jan 13, 2026 | 53 | Mar 30, 2026 | — | — | — |
| -8.09% | Oct 29, 2025 | 17 | Nov 20, 2025 | 30 | Jan 6, 2026 | 47 |
| -5.79% | Oct 9, 2025 | 2 | Oct 10, 2025 | 11 | Oct 27, 2025 | 13 |
| -3.04% | Aug 15, 2025 | 5 | Aug 21, 2025 | 4 | Aug 27, 2025 | 9 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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