Sortino ratio is not yet available for DVXP. This metric requires at least 12 months of historical daily returns to calculate. Check back once this data is available.
How it compares to other similar ETFs
The table compares WEBs Consumer Staples XLP Defined Volatility ETF's Sortino Ratio with other ETFs in the Consumer Staples Equities category across multiple time periods, showing how DVXP's risk-adjusted performance compares to similar funds.
Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jun 4, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| XLP | State Street Consumer Staples Select Sector SPDR ETF | 0.31 | |||
| KXI | iShares Global Consumer Staples ETF | 0.28 | |||
| IYK | iShares U.S. Consumer Goods ETF | 0.27 | |||
| VDC | Vanguard Consumer Staples ETF | 0.23 | |||
| FSTA | Fidelity MSCI Consumer Staples Index ETF | 0.21 | |||
| PBJ | Invesco Dynamic Food & Beverage ETF | 0.13 | |||
| FTXG | First Trust Nasdaq Food & Beverage ETF | 0.13 | |||
| PSL | Invesco DWA Consumer Staples Momentum ETF | -0.02 | |||
| RSPS | Invesco S&P 500 Equal Weight Consumer Staples ETF | -0.07 | |||
| FXG | First Trust Consumer Staples AlphaDEX Fund | -0.17 | |||
| DVXP | WEBs Consumer Staples XLP Defined Volatility ETF | — |
Historical Sortino Ratio
The chart shows DVXP's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.
Identify market cycles by observing when DVXP consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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