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DVXB vs. WOOD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DVXB vs. WOOD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WEBs Materials XLB Defined Volatility ETF (DVXB) and iShares Global Timber & Forestry ETF (WOOD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DVXB achieves a 15.12% return, which is significantly higher than WOOD's 0.84% return.


DVXB

1D
-3.82%
1M
-4.08%
6M
-0.84%
YTD
15.12%
1Y
20.35%
3Y*
5Y*
10Y*
ALL TIME*
7.74%

WOOD

1D
-0.18%
1M
7.81%
6M
-2.77%
YTD
0.84%
1Y
3.37%
3Y*
0.18%
5Y*
-2.02%
10Y*
6.04%
ALL TIME*
4.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$1.05K$1.06K$4.38K
$922.15K$727.96K$1.06M

DVXB vs. WOOD - Yearly Performance Comparison


Correlation

The correlation between DVXB and WOOD is 0.70, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.70

Correlation (All Time)
Calculated using the full available price history since Jul 23, 2025

0.70

The correlation between DVXB and WOOD has been stable across timeframes, ranging from 0.70 to 0.70 - a consistent structural relationship.

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Return for Risk

DVXB vs. WOOD — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

DVXB
DVXB Risk / Return Rank: 2727
Overall Rank
DVXB Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
DVXB Sortino Ratio Rank: 2727
Sortino Ratio Rank
DVXB Omega Ratio Rank: 2626
Omega Ratio Rank
DVXB Calmar Ratio Rank: 2828
Calmar Ratio Rank
DVXB Martin Ratio Rank: 2626
Martin Ratio Rank

WOOD
WOOD Risk / Return Rank: 1515
Overall Rank
WOOD Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
WOOD Sortino Ratio Rank: 1515
Sortino Ratio Rank
WOOD Omega Ratio Rank: 1515
Omega Ratio Rank
WOOD Calmar Ratio Rank: 1414
Calmar Ratio Rank
WOOD Martin Ratio Rank: 1313
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

DVXB vs. WOOD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WEBs Materials XLB Defined Volatility ETF (DVXB) and iShares Global Timber & Forestry ETF (WOOD). 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.


DVXBWOODDifference
Sharpe ratioReturn per unit of total volatility

+0.38

Sortino ratioReturn per unit of downside risk

+0.58

Omega ratioGain probability vs. loss probability

1.12

1.05

+0.07

Calmar ratioReturn relative to maximum drawdown

0.91

0.18

+0.73

Martin ratioReturn relative to average drawdown

2.08

0.34

+1.74

DVXB vs. WOOD - Sharpe Ratio Comparison

The current DVXB Sharpe Ratio is 0.59, which is higher than the WOOD Sharpe Ratio of 0.21. The chart below compares the historical Sharpe Ratios of DVXB and WOOD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

DVXB vs. WOOD - Drawdown Comparison

The maximum DVXB drawdown since its inception was -19.77%, smaller than the maximum WOOD drawdown of -63.25%. Use the drawdown chart below to compare losses from any high point for DVXB and WOOD.


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Drawdown Indicators


DVXBWOODDifference

Max Drawdown

Largest peak-to-trough decline

-19.77%

-63.25%

+43.48%

Max Drawdown (1Y)

Largest decline over 1 year

-19.77%

-21.64%

+1.87%

Max Drawdown (3Y)

Largest decline over 3 years

-22.79%

Max Drawdown (5Y)

Largest decline over 5 years

-30.71%

Max Drawdown (10Y)

Largest decline over 10 years

-50.20%

Current Drawdown

Current decline from peak

-12.78%

-17.97%

+5.19%

Average Drawdown

Average peak-to-trough decline

-7.54%

-14.83%

+7.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.63%

11.43%

-2.80%

Volatility

DVXB vs. WOOD - Volatility Comparison

WEBs Materials XLB Defined Volatility ETF (DVXB) has a higher volatility of 8.95% compared to iShares Global Timber & Forestry ETF (WOOD) at 5.30%. This indicates that DVXB's price experiences larger fluctuations and is considered to be riskier than WOOD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DVXBWOODDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.95%

5.30%

+3.65%

Volatility (6M)

Calculated over the trailing 6-month period

22.87%

14.61%

+8.26%

Volatility (1Y)

Calculated over the trailing 1-year period

30.49%

18.65%

+11.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.60%

19.74%

+10.86%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.60%

21.74%

+8.86%

DVXB vs. WOOD - Expense Ratio Comparison

DVXB has a 0.89% expense ratio, which is higher than WOOD's 0.46% expense ratio.


Dividends

DVXB vs. WOOD - Dividend Comparison

DVXB has not paid dividends to shareholders, while WOOD's dividend yield for the trailing twelve months is around 2.34%.


PositionTTM20252024202320222021202020192018201720162015
DVXB
WEBs Materials XLB Defined Volatility ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
WOOD
iShares Global Timber & Forestry ETF
2.34%2.51%2.09%1.64%2.26%1.24%0.98%1.85%2.82%1.19%1.65%2.04%

Frequently Asked Questions


DVXB and WOOD have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DVXB has higher volatility (8.95%) compared to WOOD (5.30%). In terms of maximum drawdown, DVXB dropped -19.77% vs WOOD's -63.25%.

On 1-year performance, DVXB leads with 20.35% vs 3.37% for WOOD. On fees, WOOD is cheaper at 0.46% per year. On volatility, WOOD has been the lower-risk option at 5.30%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, DVXB has performed better with a 20.35% return vs 3.37%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

WOOD is cheaper with a 0.46% expense ratio, compared with 0.89% for DVXB.

WOOD has the higher dividend yield at 2.34%, compared with 0.00% for DVXB.

DVXB tracks Syntax Defined Volatility XLB Index, while WOOD tracks S&P Global Timber & Forestry Index. They also come from different issuers: WEBs and iShares. Their fees differ too: 0.89% for DVXB and 0.46% for WOOD.

DVXB currently has the higher Sharpe Ratio (0.59 vs 0.21), 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.

Portfolio Optimizer

Find the right allocation for DVXB and WOOD

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