DVQQ vs. BAMU

Last updated Jun 5, 2026

DVQQ (WEBs QQQ Defined Volatility ETF) and BAMU (Brookstone Ultra-Short Bond ETF) are both exchange-traded funds - DVQQ is a Large Cap Growth Equities fund tracking the Syntax Defined Volatility Triple Qs Index, while BAMU is a Ultrashort Bond fund actively managed by Brookstone. DVQQ is passively managed, while BAMU is actively managed. Over the past year, DVQQ returned 48.51% vs 2.95% for BAMU. At a correlation of -0.04, they often move in opposite directions. DVQQ charges 0.94%/yr vs 1.09%/yr for BAMU.

Performance

DVQQ vs. BAMU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WEBs QQQ Defined Volatility ETF (DVQQ) and Brookstone Ultra-Short Bond ETF (BAMU). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DVQQ achieves a 20.55% return, which is significantly higher than BAMU's 1.08% return.

DVQQ

• 1D: -0.69%
• 1M: 11.94%
• YTD: 20.55%
• 6M: 17.68%
• 1Y: 48.51%
• 3Y*: —
• 5Y*: —
• 10Y*: —

BAMU

• 1D: 0.02%
• 1M: 0.22%
• YTD: 1.08%
• 6M: 1.31%
• 1Y: 2.95%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

DVQQ vs. BAMU - Yearly Performance Comparison

	2026 (YTD)	2025	2024
DVQQ WEBs QQQ Defined Volatility ETF	20.55%	18.03%	-7.61%
BAMU Brookstone Ultra-Short Bond ETF	1.08%	3.21%	0.17%

Correlation

The correlation between DVQQ and BAMU is -0.15, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.15
Correlation (All Time) Calculated using the full available price history since Dec 18, 2024	-0.04

The correlation between DVQQ and BAMU shifts across timeframes, from -0.15 (1 year) to -0.04 (all time), reflecting how their relationship changes across market environments.

Return for Risk

DVQQ vs. BAMU — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DVQQ

DVQQ Risk / Return Rank: 58
DVQQ Sharpe Ratio Rank: 65
DVQQ Sortino Ratio Rank: 57
DVQQ Omega Ratio Rank: 59
DVQQ Calmar Ratio Rank: 56
DVQQ Martin Ratio Rank: 53

BAMU

BAMU Risk / Return Rank: 98
BAMU Sharpe Ratio Rank: 98
BAMU Sortino Ratio Rank: 98
BAMU Omega Ratio Rank: 98
BAMU Calmar Ratio Rank: 99
BAMU Martin Ratio Rank: 99

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DVQQ vs. BAMU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WEBs QQQ Defined Volatility ETF (DVQQ) and Brookstone Ultra-Short Bond ETF (BAMU). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

	DVQQ	BAMU	Difference
Sharpe ratio: Return per unit of total volatility	2.13	5.01	-2.88
Sortino ratio: Return per unit of downside risk	2.67	8.83	-6.15
Omega ratio: Gain probability vs. loss probability	1.35	2.42	-1.06
Calmar ratio: Return relative to maximum drawdown	2.73	25.06	-22.34
Martin ratio: Return relative to average drawdown	8.96	98.57	-89.61
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DVQQ vs. BAMU - Sharpe Ratio Comparison

The current DVQQ Sharpe Ratio is 2.13, which is lower than the BAMU Sharpe Ratio of 5.01. The chart below compares the historical Sharpe Ratios of DVQQ and BAMU, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	DVQQ	BAMU	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.13	5.01	-2.88
Sharpe Ratio (All Time) Calculated using the full available price history	0.86	4.15	-3.29

Drawdowns

DVQQ vs. BAMU - Drawdown Comparison

The maximum DVQQ drawdown since its inception was -25.09%, which is greater than BAMU's maximum drawdown of -0.36%. Use the drawdown chart below to compare losses from any high point for DVQQ and BAMU.

Drawdown Indicators

	DVQQ	BAMU	Difference
Max Drawdown Largest peak-to-trough decline	-25.09%	-0.36%	-24.73%
Max Drawdown (1Y) Largest decline over 1 year	-17.89%	-0.12%	-17.77%
Current Drawdown Current decline from peak	-1.05%	0.00%	-1.05%
Average Drawdown Average peak-to-trough decline	-7.14%	-0.02%	-7.12%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.43%	0.03%	+5.40%

Volatility

DVQQ vs. BAMU - Volatility Comparison

WEBs QQQ Defined Volatility ETF (DVQQ) has a higher volatility of 6.30% compared to Brookstone Ultra-Short Bond ETF (BAMU) at 0.07%. This indicates that DVQQ's price experiences larger fluctuations and is considered to be riskier than BAMU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DVQQ	BAMU	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.30%	0.07%	+6.23%
Volatility (6M) Calculated over the trailing 6-month period	16.08%	0.43%	+15.65%
Volatility (1Y) Calculated over the trailing 1-year period	22.86%	0.59%	+22.27%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.34%	0.87%	+23.47%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.34%	0.87%	+23.47%

DVQQ vs. BAMU - Expense Ratio Comparison

DVQQ has a 0.94% expense ratio, which is lower than BAMU's 1.09% expense ratio.

Dividends

DVQQ vs. BAMU - Dividend Comparison

DVQQ's dividend yield for the trailing twelve months is around 0.03%, less than BAMU's 3.06% yield.

Position	TTM	2025	2024	2023
BAMU Brookstone Ultra-Short Bond ETF	3.06%	3.20%	3.97%	0.84%
DVQQ WEBs QQQ Defined Volatility ETF	0.03%	0.04%	0.00%	0.00%

Frequently Asked Questions

Can I hold both DVQQ and BAMU in my portfolio?

DVQQ and BAMU have a correlation of -0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DVQQ or BAMU?

DVQQ has higher volatility (6.30%) compared to BAMU (0.07%). In terms of maximum drawdown, DVQQ dropped -25.09% vs BAMU's -0.36%.

Which ETF is better, DVQQ or BAMU?

On 1-year performance, DVQQ leads with 48.51% vs 2.95% for BAMU. On fees, DVQQ is cheaper at 0.94% per year. On volatility, BAMU has been the lower-risk option at 0.07%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DVQQ or BAMU?

Over the 1-year period, DVQQ has performed better with a 48.51% return vs 2.95%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DVQQ or BAMU?

DVQQ is cheaper with a 0.94% expense ratio, compared with 1.09% for BAMU.

Which ETF pays a higher dividend yield, DVQQ or BAMU?

BAMU has the higher dividend yield at 3.06%, compared with 0.03% for DVQQ.

What is the main difference between DVQQ and BAMU?

DVQQ is categorized as Large Cap Growth Equities, while BAMU is Ultrashort Bond. They also come from different issuers: WEBs and Brookstone. Their fees differ too: 0.94% for DVQQ and 1.09% for BAMU.

Which has better risk-adjusted returns?

BAMU currently has the higher Sharpe Ratio (5.01 vs 2.13), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.