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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 XLU Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Mid-Cap
Asset Class Style
Value

Share Price Chart


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Performance

DVUT Performance Chart

WEBs Utilities XLU Defined Volatility ETF (DVUT) is up 5.6% since the beginning of the year. DVUT is currently trading at $27 per share.


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S&P 500 Index

Returns By Period


WEBs Utilities XLU Defined Volatility ETF

1D
0.86%
1M
-2.73%
YTD
5.58%
6M
7.11%
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)

DVUT Monthly Returns History

Based on dividend-adjusted daily data since Jul 23, 2025, DVUT's average daily return is +0.05%, while the average monthly return is +0.89%. At this rate, an investment would double in approximately 6.5 years.

Historically, 67% of months were positive and 33% were negative. The best month was Feb 2026 with a return of +17.8%, while the worst month was Dec 2025 at -9.8%. The longest winning streak lasted 3 consecutive months, and the longest losing streak was 1 months.

On a daily basis, DVUT closed higher 55% of trading days. The best single day was Apr 23, 2026 with a return of +5.6%, while the worst single day was Mar 20, 2026 at -7.9%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.47%17.78%-8.39%4.39%-8.00%0.42%5.58%
20252.83%-3.48%7.43%3.37%2.73%-9.80%2.12%

Benchmark Metrics

WEBs Utilities XLU Defined Volatility ETF has an annualized alpha of 4.48%, beta of 0.39, and R2 of 0.04 versus S&P 500 Index. Calculated based on daily prices since July 23, 2025.

  • This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (35.74%) than losses (30.22%) - typical of diversified or defensive assets.
  • Beta of 0.39 may look defensive, but with R2 of 0.04 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R2 of 0.04 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
4.48%
Beta
0.39
0.04
Upside Capture
35.74%
Downside Capture
30.22%

Expense Ratio

DVUT 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 Utilities XLU Defined Volatility ETF (DVUT) 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.


DVUTBenchmarkDifference
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 Utilities XLU 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 Utilities XLU 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 Utilities XLU Defined Volatility ETF was 18.27%, occurring on Jan 7, 2026. Recovery took 32 trading sessions.

The current WEBs Utilities XLU Defined Volatility ETF drawdown is 11.65%.


Related event

Drawdown

Fall

Recovery

Underwater

2026 correction2026
-18.27%Jan 2026
2mo 23d1mo 18d
4mo 11dOct 2025 - Feb 2026
2026 correction2026
-15.84%Jun 2026
3mo 1d
3mo 22dMar 2026 - now
2025 correction2025
-10.98%Sep 2025
1mo 4d23d
1mo 27dAug 2025 - Oct 2025
2025 pullback2025
-2.37%Jul 2025
0s1d
1dJul 2025 - Jul 2025
2025 pullback2025
-1.58%Oct 2025
1d4d
5dOct 2025 - Oct 2025

Drawdown Indicators


DVUTBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-18.27%

-56.78%

+38.51%

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

-11.65%

-2.49%

-9.16%

Average Drawdown

Average peak-to-trough decline

-7.84%

-10.72%

+2.88%

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

Build a portfolio with DVUT

Add WEBs Utilities XLU 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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