DVQQ vs. ENFR
DVQQ (WEBs QQQ Defined Volatility ETF) and ENFR (Alerian Energy Infrastructure ETF) are both exchange-traded funds - DVQQ is a Large Cap Growth Equities fund tracking the Syntax Defined Volatility Triple Qs Index, while ENFR is a Energy Equities fund tracking the Alerian Midstream Energy Select Index. Both are passively managed. Over the past year, DVQQ returned 46.21% vs 24.84% for ENFR. At a 0.07 correlation, their price movements are largely independent. DVQQ charges 0.94%/yr vs 0.35%/yr for ENFR.
Performance
DVQQ vs. ENFR - Performance Comparison
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Returns By Period
In the year-to-date period, DVQQ achieves a 17.26% return, which is significantly lower than ENFR's 23.07% return.
DVQQ
- 1D
- -0.28%
- 1M
- 1.35%
- YTD
- 17.26%
- 6M
- 15.36%
- 1Y
- 46.21%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ENFR
- 1D
- 1.01%
- 1M
- -5.94%
- YTD
- 23.07%
- 6M
- 24.76%
- 1Y
- 24.84%
- 3Y*
- 28.26%
- 5Y*
- 19.69%
- 10Y*
- 11.81%
DVQQ vs. ENFR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
DVQQ WEBs QQQ Defined Volatility ETF | 17.26% | 18.03% | -7.84% |
ENFR Alerian Energy Infrastructure ETF | 23.07% | 5.88% | 0.81% |
Correlation
The correlation between DVQQ and ENFR is -0.14, 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 | -0.14 |
Correlation (All Time) Calculated using the full available price history since Dec 17, 2024 | 0.07 |
The correlation between DVQQ and ENFR shifts across timeframes, from -0.14 (1 year) to 0.07 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
DVQQ vs. ENFR — Risk / Return Rank
DVQQ
ENFR
DVQQ vs. ENFR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WEBs QQQ Defined Volatility ETF (DVQQ) and Alerian Energy Infrastructure ETF (ENFR). 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.
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.
| DVQQ | ENFR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.25 | ||
| Sortino ratioReturn per unit of downside risk | +0.06 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.29 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.60 | 2.89 | -0.29 |
| Martin ratioReturn relative to average drawdown | 8.34 | 7.40 | +0.93 |
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Drawdowns
DVQQ vs. ENFR - Drawdown Comparison
The maximum DVQQ drawdown since its inception was -25.28%, smaller than the maximum ENFR drawdown of -68.28%. Use the drawdown chart below to compare losses from any high point for DVQQ and ENFR.
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Drawdown Indicators
| DVQQ | ENFR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.28% | -68.28% | +43.00% |
Max Drawdown (1Y)Largest decline over 1 year | -17.89% | -8.64% | -9.25% |
Max Drawdown (3Y)Largest decline over 3 years | — | -15.58% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -20.29% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -62.64% | — |
Current DrawdownCurrent decline from peak | -3.76% | -6.12% | +2.36% |
Average DrawdownAverage peak-to-trough decline | -7.17% | -15.94% | +8.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.56% | 3.36% | +2.20% |
Volatility
DVQQ vs. ENFR - Volatility Comparison
WEBs QQQ Defined Volatility ETF (DVQQ) has a higher volatility of 9.22% compared to Alerian Energy Infrastructure ETF (ENFR) at 5.42%. This indicates that DVQQ's price experiences larger fluctuations and is considered to be riskier than ENFR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DVQQ | ENFR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.22% | 5.42% | +3.80% |
Volatility (6M)Calculated over the trailing 6-month period | 17.81% | 11.57% | +6.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.05% | 14.82% | +9.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.92% | 19.24% | +5.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.92% | 24.68% | +0.24% |
DVQQ vs. ENFR - Expense Ratio Comparison
DVQQ has a 0.94% expense ratio, which is higher than ENFR's 0.35% expense ratio.
Dividends
DVQQ vs. ENFR - Dividend Comparison
DVQQ's dividend yield for the trailing twelve months is around 0.03%, less than ENFR's 4.08% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DVQQ WEBs QQQ Defined Volatility ETF | 0.03% | 0.04% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ENFR Alerian Energy Infrastructure ETF | 4.08% | 4.77% | 4.41% | 5.48% | 5.23% | 7.86% | 7.57% | 5.81% | 3.98% | 2.98% | 3.31% | 3.34% |
Frequently Asked Questions
DVQQ and ENFR have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DVQQ has higher volatility (9.22%) compared to ENFR (5.42%). In terms of maximum drawdown, DVQQ dropped -25.28% vs ENFR's -68.28%.
On 1-year performance, DVQQ leads with 46.21% vs 24.84% for ENFR. On fees, ENFR is cheaper at 0.35% per year. On volatility, ENFR has been the lower-risk option at 5.42%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, DVQQ has performed better with a 46.21% return vs 24.84%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
ENFR is cheaper with a 0.35% expense ratio, compared with 0.94% for DVQQ.
ENFR has the higher dividend yield at 4.08%, compared with 0.03% for DVQQ.
DVQQ is categorized as Large Cap Growth Equities, while ENFR is Energy Equities. DVQQ tracks Syntax Defined Volatility Triple Qs Index, while ENFR tracks Alerian Midstream Energy Select Index. They also come from different issuers: WEBs and SS&C. Their fees differ too: 0.94% for DVQQ and 0.35% for ENFR.
DVQQ currently has the higher Sharpe Ratio (1.93 vs 1.69), 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.
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