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DVXC vs. GOLS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DVXC vs. GOLS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WEBs Communication Services XLC Defined Volatility ETF (DVXC) and Gabelli Opportunities in Live and Sports ETF (GOLS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


DVXC

1D
-4.33%
1M
-14.49%
YTD
-21.18%
6M
-19.88%
1Y
3Y*
5Y*
10Y*

GOLS

1D
-1.04%
1M
-0.14%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DVXC vs. GOLS - Yearly Performance Comparison


Correlation

The correlation between DVXC and GOLS is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jan 2, 2026

0.70

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Return for Risk

DVXC vs. GOLS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WEBs Communication Services XLC Defined Volatility ETF (DVXC) and Gabelli Opportunities in Live and Sports ETF (GOLS). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

DVXC vs. GOLS - Sharpe Ratio Comparison


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Drawdowns

DVXC vs. GOLS - Drawdown Comparison

The maximum DVXC drawdown since its inception was -24.16%, which is greater than GOLS's maximum drawdown of -7.85%. Use the drawdown chart below to compare losses from any high point for DVXC and GOLS.


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Drawdown Indicators


DVXCGOLSDifference

Max Drawdown

Largest peak-to-trough decline

-24.16%

-7.85%

-16.31%

Current Drawdown

Current decline from peak

-24.16%

-3.99%

-20.17%

Average Drawdown

Average peak-to-trough decline

-7.47%

-1.94%

-5.53%

Volatility

DVXC vs. GOLS - Volatility Comparison


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Volatility by Period


DVXCGOLSDifference

Volatility (1Y)

Calculated over the trailing 1-year period

26.75%

13.79%

+12.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.75%

13.79%

+12.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.75%

13.79%

+12.96%

DVXC vs. GOLS - Expense Ratio Comparison

DVXC has a 0.89% expense ratio, which is lower than GOLS's 0.90% expense ratio.


Dividends

DVXC vs. GOLS - Dividend Comparison

Neither DVXC nor GOLS has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


DVXC and GOLS 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.

On fees, DVXC is cheaper at 0.89% per year. The better choice depends on whether you care most about return, fees, risk, or income.

DVXC is cheaper with a 0.89% expense ratio, compared with 0.90% for GOLS.

DVXC and GOLS have nearly identical dividend yields, around 0.00%.

They also come from different issuers: WEBs and Gabelli. Their fees differ too: 0.89% for DVXC and 0.90% for GOLS.

Portfolio Optimizer

Find the right allocation for DVXC and GOLS

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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