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Performance
DVSP Performance Chart
WEBs SPY Defined Volatility ETF (DVSP) is up 6.1% since the beginning of the year. DVSP is currently trading at $29 per share.
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Returns By Period
WEBs SPY Defined Volatility ETF (DVSP) has returned 6.10% so far this year and 31.58% over the past 12 months.
WEBs SPY Defined Volatility ETF
- 1D
- -0.66%
- 1M
- -1.54%
- YTD
- 6.10%
- 6M
- 5.07%
- 1Y
- 31.58%
- 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%
DVSP Monthly Returns History
Based on dividend-adjusted daily data since Dec 17, 2024, DVSP's average daily return is +0.05%, while the average monthly return is +0.92%. At this rate, an investment would double in approximately 6.3 years.
Historically, 53% of months were positive and 47% were negative. The best month was Apr 2026 with a return of +11.3%, 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% | 11.25% | 9.30% | -4.06% | 6.10% | ||||||
| 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 | -5.64% | -5.64% |
Benchmark Metrics
WEBs SPY Defined Volatility ETF has an annualized alpha of -5.45%, beta of 1.16, and R2 of 0.83 versus S&P 500 Index. Calculated based on daily prices since December 17, 2024.
- This ETF participated in 171.64% of S&P 500 Index downside but only 138.89% of its upside - more exposed to losses than it benefited from rallies.
- This ETF had an annualized alpha of -5.45% versus S&P 500 Index - delivering less than market exposure alone would predict.
- Alpha
- -5.45%
- Beta
- 1.16
- R²
- 0.83
- Upside Capture
- 138.89%
- Downside Capture
- 171.64%
Expense Ratio
DVSP has an expense ratio of 0.89%, placing it in the medium range.
Return for Risk
Risk / Return Rank
DVSP ranks 43 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.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for WEBs SPY Defined Volatility ETF (DVSP) 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.
| DVSP | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.51 | ||
| Sortino ratioReturn per unit of downside risk | -0.74 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.37 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 2.04 | 2.78 | -0.75 |
| Martin ratioReturn relative to average drawdown | 7.70 | 12.44 | -4.74 |
Dividends
Dividend History
WEBs SPY Defined Volatility ETF provided a 0.26% 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 | 0.26% | 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 | $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 22.71%, occurring on Apr 8, 2025. Recovery took 86 trading sessions.
The current WEBs SPY Defined Volatility ETF drawdown is 4.74%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2025 selloff2025 | -22.71%Apr 2025 | 3mo 22d | 4mo 6d | 7mo 28dDec 2024 - Aug 2025 |
2026 correction2026 | -15.56%Mar 2026 | 2mo 16d | 1mo 7d | 3mo 23dJan 2026 - May 2026 |
2026 pullback2026 | -8.12%Jun 2026 | 7d | — | 20d 4hJun 2026 - now |
2025 pullback2025 | -8.09%Nov 2025 | 22d | 1mo 17d | 2mo 9dOct 2025 - Jan 2026 |
2025 pullback2025 | -5.79%Oct 2025 | 1d | 17d | 18dOct 2025 - Oct 2025 |
Drawdown Indicators
| DVSP | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -22.71% | -56.78% | +34.07% |
Max Drawdown (1Y)Largest decline over 1 year | -15.56% | -9.10% | -6.46% |
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 DrawdownCurrent decline from peak | -4.74% | -1.80% | -2.94% |
Average DrawdownAverage peak-to-trough decline | -5.52% | -10.71% | +5.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.11% | 2.03% | +2.08% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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