- Issuer
- WEBs
- Inception Date
- Jul 22, 2025
- Region
- North America (U.S.)
- Category
- Financials Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- Syntax Defined Volatility XLF Index
- Distribution Policy
- Accumulating
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Value
Highlights
- Avg. Volume (1M)
- 1K
- Avg. Volume Value (1M)
- $29.28K
Share Price Chart
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Performance
DVXF Performance Chart
WEBs Financial XLF Defined Volatility ETF (DVXF) is up 6.5% since the beginning of the year. DVXF is currently trading at $28 per share.
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Returns By Period
WEBs Financial XLF Defined Volatility ETF (DVXF) has returned 6.49% so far this year and 18.04% over the past 12 months.
WEBs Financial XLF Defined Volatility ETF
- 1D
- -0.15%
- 1M
- 4.19%
- 6M
- 12.72%
- YTD
- 6.49%
- 1Y
- 18.04%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 12.20%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
DVXF Monthly Returns History
Based on dividend-adjusted daily data since Jul 23, 2025, DVXF's average daily return is +0.06%, while the average monthly return is +1.10%. At this rate, an investment would double in approximately 5.3 years.
Historically, 46% of months were positive and 54% were negative. The best month was Jul 2026 with a return of +11.8%, while the worst month was Feb 2026 at -7.7%. The longest winning streak lasted 2 consecutive months, and the longest losing streak was 3 months.
On a daily basis, DVXF closed higher 53% of trading days. The best single day was Jun 4, 2026 with a return of +5.1%, while the worst single day was Feb 23, 2026 at -6.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -5.53% | -7.65% | -5.39% | 9.93% | -2.74% | 7.93% | 11.80% | 6.49% | |||||
| 2025 | -1.15% | 5.51% | -0.37% | -6.15% | 2.77% | 5.40% | 5.63% |
Benchmark Metrics
WEBs Financial XLF Defined Volatility ETF has an annualized alpha of -5.83%, beta of 1.22, and R2 of 0.31 versus S&P 500 Index. Calculated based on daily prices since July 23, 2025.
- This ETF captured 4.13% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -178.12%) - a profile typical of hedging or uncorrelated assets.
- R2 of 0.31 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
- -5.83%
- Beta
- 1.22
- R²
- 0.31
- Upside Capture
- 4.13%
- Downside Capture
- -178.12%
Expense Ratio
DVXF has an expense ratio of 0.89%, placing it in the medium range.
Return for Risk
Risk / Return Rank
DVXF ranks 22 for risk / return — above 22% of ETFs peers on PortfoliosLab. Its historical combined result is below the peer median.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for WEBs Financial XLF Defined Volatility ETF (DVXF) 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.
| DVXF | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.92 | ||
| Sortino ratioReturn per unit of downside risk | -1.13 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.25 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 0.52 | 2.00 | -1.48 |
| Martin ratioReturn relative to average drawdown | 1.22 | 8.49 | -7.27 |
Dividends
Dividend History
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 Financial XLF 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 Financial XLF Defined Volatility ETF was 26.68%, occurring on Mar 27, 2026. Recovery took 75 trading sessions.
The current WEBs Financial XLF Defined Volatility ETF drawdown is 2.17%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-26.68%Mar 2026 | 2mo 19d | 3mo 21d | 6mo 10dJan 2026 - Jul 2026 | — |
-11.91%Nov 2025 | 1mo 29d | 21d | 2mo 20dSep 2025 - Dec 2025 | — |
-7.88%Aug 2025 | 10d | 20d | 1moJul 2025 - Aug 2025 | — |
-3.53%Dec 2025 | 5d | 5d | 10dDec 2025 - Jan 2026 | — |
-3.50%Sep 2025 | 0s | 13d | 13dSep 2025 - Sep 2025 | — |
Drawdown Indicators
| DVXF | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.68% | -56.78% | +30.10% |
Max Drawdown (1Y)Largest decline over 1 year | -26.68% | -9.10% | -17.58% |
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 | -2.17% | -1.58% | -0.59% |
Average DrawdownAverage peak-to-trough decline | -8.83% | -10.70% | +1.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.35% | 2.14% | +9.21% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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