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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 XLC Index
Distribution Policy
Distributing
Asset Class
Equity
Asset Class Size
Large-Cap
Asset Class Style
Value

Share Price Chart


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Performance

DVXC Performance Chart

WEBs Communication Services XLC Defined Volatility ETF (DVXC) is down 21.2% since the beginning of the year. DVXC is currently trading at $23 per share.


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S&P 500 Index

Returns By Period


WEBs Communication Services XLC Defined Volatility ETF

1D
-4.33%
1M
-14.49%
YTD
-21.18%
6M
-19.88%
1Y
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)

DVXC Monthly Returns History

Based on dividend-adjusted daily data since Jul 23, 2025, DVXC's average daily return is -0.02%, while the average monthly return is -0.44%.

Historically, 50% of months were positive and 50% were negative. The best month was Sep 2025 with a return of +12.9%, while the worst month was Jun 2026 at -14.7%. The longest winning streak lasted 3 consecutive months, and the longest losing streak was 2 months.

On a daily basis, DVXC closed higher 51% of trading days. The best single day was Mar 31, 2026 with a return of +5.4%, while the worst single day was Jun 17, 2026 at -5.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20263.27%-4.11%-11.94%7.97%-1.87%-14.69%-21.18%
2025-1.02%6.51%12.87%-6.60%0.13%4.23%16.00%

Benchmark Metrics

WEBs Communication Services XLC Defined Volatility ETF has an annualized alpha of -28.14%, beta of 1.38, and R2 of 0.44 versus S&P 500 Index. Calculated based on daily prices since July 23, 2025.

  • This ETF participated in 283.64% of S&P 500 Index downside but only 77.38% of its upside - more exposed to losses than it benefited from rallies.
  • R2 of 0.44 means the benchmark explains less than half of this ETF's behavior - treat beta with caution or consider switching to a more representative benchmark.

Alpha
-28.14%
Beta
1.38
0.44
Upside Capture
77.38%
Downside Capture
283.64%

Expense Ratio

DVXC 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 Communication Services XLC Defined Volatility ETF (DVXC) 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.


DVXCBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.37

Calmar ratioReturn relative to maximum drawdown

2.78

Martin ratioReturn relative to average drawdown

12.44

Dividends

Dividend History


WEBs Communication Services XLC 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 Communication Services XLC 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 Communication Services XLC Defined Volatility ETF was 24.16%, occurring on Jun 22, 2026. The portfolio has not yet recovered.

The current WEBs Communication Services XLC Defined Volatility ETF drawdown is 24.16%.


Related event

Drawdown

Fall

Recovery

Underwater

2026 bear market2026
-24.16%Jun 2026
9mo 3d
9mo 4dSep 2025 - now
2025 pullback2025
-4.88%Jul 2025
4d14d
18dJul 2025 - Aug 2025
2025 pullback2025
-3.28%Aug 2025
3d13d
16dAug 2025 - Sep 2025
2025 pullback2025
-1.46%Sep 2025
0s1d
1dSep 2025 - Sep 2025
2025 pullback2025
-0.75%Sep 2025
0s3d
3dSep 2025 - Sep 2025

Drawdown Indicators


DVXCBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-24.16%

-56.78%

+32.62%

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

-24.16%

-1.80%

-22.36%

Average Drawdown

Average peak-to-trough decline

-7.47%

-10.71%

+3.24%

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 DVXC

Add WEBs Communication Services XLC 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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