DVQQ vs. VV
DVQQ (WEBs QQQ Defined Volatility ETF) and VV (Vanguard Large-Cap ETF) are both exchange-traded funds - DVQQ is a Large Cap Growth Equities fund tracking the Syntax Defined Volatility Triple Qs Index, while VV is a Large Cap Blend Equities fund tracking the CRSP US Large Cap Index. Both are passively managed. Over the past year, DVQQ returned 48.51% vs 28.29% for VV. Their correlation of 0.91 suggests significant overlap in exposure. DVQQ charges 0.94%/yr vs 0.04%/yr for VV.
Performance
DVQQ vs. VV - Performance Comparison
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Returns By Period
In the year-to-date period, DVQQ achieves a 20.55% return, which is significantly higher than VV's 11.16% return.
DVQQ
- 1D
- -0.69%
- 1M
- 11.94%
- YTD
- 20.55%
- 6M
- 17.68%
- 1Y
- 48.51%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VV
- 1D
- 0.42%
- 1M
- 4.83%
- YTD
- 11.16%
- 6M
- 10.98%
- 1Y
- 28.29%
- 3Y*
- 22.94%
- 5Y*
- 13.64%
- 10Y*
- 15.57%
DVQQ vs. VV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
DVQQ WEBs QQQ Defined Volatility ETF | 20.55% | 18.03% | -7.61% |
VV Vanguard Large-Cap ETF | 11.16% | 18.11% | -2.84% |
Correlation
The correlation between DVQQ and VV is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since Dec 18, 2024 | 0.91 |
The correlation between DVQQ and VV has been stable across timeframes, ranging from 0.91 to 0.92 - a consistent structural relationship.
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Return for Risk
DVQQ vs. VV — Risk / Return Rank
DVQQ
VV
DVQQ vs. VV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WEBs QQQ Defined Volatility ETF (DVQQ) and Vanguard Large-Cap ETF (VV). 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 | VV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.24 | ||
| Sortino ratioReturn per unit of downside risk | -0.56 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.43 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 2.73 | 3.09 | -0.36 |
| Martin ratioReturn relative to average drawdown | 8.96 | 14.11 | -5.15 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DVQQ | VV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.13 | 2.37 | -0.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.80 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.86 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.86 | 0.60 | +0.26 |
Drawdowns
DVQQ vs. VV - Drawdown Comparison
The maximum DVQQ drawdown since its inception was -25.09%, smaller than the maximum VV drawdown of -54.81%. Use the drawdown chart below to compare losses from any high point for DVQQ and VV.
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Drawdown Indicators
| DVQQ | VV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.09% | -54.81% | +29.72% |
Max Drawdown (1Y)Largest decline over 1 year | -17.89% | -9.21% | -8.68% |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.97% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.66% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.28% | — |
Current DrawdownCurrent decline from peak | -1.05% | -0.30% | -0.75% |
Average DrawdownAverage peak-to-trough decline | -7.14% | -6.84% | -0.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.43% | 2.01% | +3.42% |
Volatility
DVQQ vs. VV - Volatility Comparison
WEBs QQQ Defined Volatility ETF (DVQQ) has a higher volatility of 6.30% compared to Vanguard Large-Cap ETF (VV) at 2.79%. This indicates that DVQQ's price experiences larger fluctuations and is considered to be riskier than VV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DVQQ | VV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.30% | 2.79% | +3.51% |
Volatility (6M)Calculated over the trailing 6-month period | 16.08% | 8.99% | +7.09% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.86% | 11.99% | +10.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.34% | 17.22% | +7.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.34% | 18.19% | +6.15% |
DVQQ vs. VV - Expense Ratio Comparison
DVQQ has a 0.94% expense ratio, which is higher than VV's 0.04% expense ratio.
Dividends
DVQQ vs. VV - Dividend Comparison
DVQQ's dividend yield for the trailing twelve months is around 0.03%, less than VV's 0.97% 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% |
VV Vanguard Large-Cap ETF | 0.97% | 1.08% | 1.24% | 1.41% | 1.66% | 1.19% | 1.46% | 1.81% | 2.09% | 1.75% | 1.98% | 1.96% |
Frequently Asked Questions
With a correlation of 0.92, DVQQ and VV move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
DVQQ has higher volatility (6.30%) compared to VV (2.79%). In terms of maximum drawdown, DVQQ dropped -25.09% vs VV's -54.81%.
On 1-year performance, DVQQ leads with 48.51% vs 28.29% for VV. On fees, VV is cheaper at 0.04% per year. On volatility, VV has been the lower-risk option at 2.79%. 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 48.51% return vs 28.29%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VV is cheaper with a 0.04% expense ratio, compared with 0.94% for DVQQ.
VV has the higher dividend yield at 0.97%, compared with 0.03% for DVQQ.
DVQQ is categorized as Large Cap Growth Equities, while VV is Large Cap Blend Equities. DVQQ tracks Syntax Defined Volatility Triple Qs Index, while VV tracks CRSP US Large Cap Index. They also come from different issuers: WEBs and Vanguard. Their fees differ too: 0.94% for DVQQ and 0.04% for VV.
VV currently has the higher Sharpe Ratio (2.37 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.
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