- Issuer
- WEBs
- Inception Date
- Jul 22, 2025
- Region
- North America (U.S.)
- Category
- Consumer Discretionary Equities
- Leveraged
- 1x (No leverage)
- Index Tracked
- Syntax Defined Volatility XLY Index
- Distribution Policy
- Accumulating
- Asset Class
- Equity
- Asset Class Size
- Large-Cap
- Asset Class Style
- Blend
Highlights
- Avg. Volume (1M)
- 27
- Avg. Volume Value (1M)
- $603.38
Share Price Chart
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Performance
DVXY Performance Chart
WEBs Consumer Discretionary XLY Defined Volatility ETF (DVXY) is down 12.7% since the beginning of the year. DVXY is currently trading at $22 per share.
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Returns By Period
WEBs Consumer Discretionary XLY Defined Volatility ETF (DVXY) has returned -12.70% so far this year and -3.16% over the past 12 months.
WEBs Consumer Discretionary XLY Defined Volatility ETF
- 1D
- 3.83%
- 1M
- -3.09%
- 6M
- -14.07%
- YTD
- -12.70%
- 1Y
- -3.16%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- -11.33%
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%
DVXY Monthly Returns History
Based on dividend-adjusted daily data since Jul 23, 2025, DVXY's average daily return is -0.03%, while the average monthly return is -0.81%.
Historically, 38% of months were positive and 62% were negative. The best month was Apr 2026 with a return of +8.3%, while the worst month was Mar 2026 at -10.5%. The longest winning streak lasted 2 consecutive months, and the longest losing streak was 3 months.
On a daily basis, DVXY closed higher 51% of trading days. The best single day was May 20, 2026 with a return of +4.9%, while the worst single day was Jul 23, 2026 at -6.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.60% | -5.92% | -10.49% | 8.30% | 2.65% | -5.14% | -3.24% | -12.70% | |||||
| 2025 | -4.47% | 5.92% | 5.28% | -1.66% | -2.76% | -0.55% | 1.31% |
Benchmark Metrics
WEBs Consumer Discretionary XLY Defined Volatility ETF has an annualized alpha of -30.82%, beta of 1.63, and R2 of 0.58 versus S&P 500 Index. Calculated based on daily prices since July 23, 2025.
- This ETF participated in 289.53% of S&P 500 Index downside but only 52.77% of its upside - more exposed to losses than it benefited from rallies.
- This ETF had an annualized alpha of -30.82% versus S&P 500 Index - delivering less than market exposure alone would predict.
- Beta of 1.63 means this ETF moves significantly more than S&P 500 Index - expect amplified gains in rallies and amplified losses in downturns.
- Alpha
- -30.82%
- Beta
- 1.63
- R²
- 0.58
- Upside Capture
- 52.77%
- Downside Capture
- 289.53%
Expense Ratio
DVXY has an expense ratio of 0.89%, placing it in the medium range.
Return for Risk
Risk / Return Rank
DVXY ranks 7 for risk / return — above 7% of ETFs peers on PortfoliosLab. Its historical combined result is below most peers; review the five component ranks for context.
Risk / Return Metrics
The table below present risk-adjusted performance metrics for WEBs Consumer Discretionary XLY Defined Volatility ETF (DVXY) 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.
| DVXY | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.69 | ||
| Sortino ratioReturn per unit of downside risk | -2.18 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.25 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | -0.31 | 2.00 | -2.31 |
| Martin ratioReturn relative to average drawdown | -0.64 | 8.49 | -9.13 |
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 Consumer Discretionary XLY 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 Consumer Discretionary XLY Defined Volatility ETF was 24.30%, occurring on Jul 23, 2026. The portfolio has not yet recovered.
The current WEBs Consumer Discretionary XLY Defined Volatility ETF drawdown is 18.78%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-24.30%Jul 2026 | 6mo 11d | — | 6mo 21dJan 2026 - now | — |
-12.44%Nov 2025 | 2mo 4d | 1mo 20d | 3mo 24dSep 2025 - Jan 2026 | — |
-8.71%Aug 2025 | 8d | 12d | 20dJul 2025 - Aug 2025 | — |
-2.54%Sep 2025 | 4d | 2d | 6dAug 2025 - Sep 2025 | — |
-2.54%Aug 2025 | 7d | 1d | 8dAug 2025 - Aug 2025 | — |
Drawdown Indicators
| DVXY | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.30% | -56.78% | +32.48% |
Max Drawdown (1Y)Largest decline over 1 year | -24.30% | -9.10% | -15.20% |
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 | -18.78% | -1.58% | -17.20% |
Average DrawdownAverage peak-to-trough decline | -9.36% | -10.70% | +1.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.68% | 2.14% | +9.54% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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