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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
1.99%
1M
-3.90%
6M
-23.46%
YTD
-20.96%
1Y
-5.14%
3Y*
5Y*
10Y*
ALL TIME*
-8.15%

GOLS

1D
-1.18%
1M
-1.57%
6M
6.08%
YTD
1Y
3Y*
5Y*
10Y*
ALL TIME*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$148.16$1.77K$1.90K
$118.16K$131.19K$97.70K

DVXC vs. GOLS - Yearly Performance Comparison


Correlation

The correlation between DVXC and GOLS is 0.65, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


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

0.65

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Return for Risk

DVXC vs. GOLS — Risk / Return Rank

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

DVXC
DVXC Risk / Return Rank: 77
Overall Rank
DVXC Sharpe Ratio Rank: 77
Sharpe Ratio Rank
DVXC Sortino Ratio Rank: 88
Sortino Ratio Rank
DVXC Omega Ratio Rank: 88
Omega Ratio Rank
DVXC Calmar Ratio Rank: 77
Calmar Ratio Rank
DVXC Martin Ratio Rank: 77
Martin Ratio Rank

GOLS

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

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.

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.


DVXCGOLSDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.98

Calmar ratioReturn relative to maximum drawdown

-0.28

Martin ratioReturn relative to average drawdown

-0.65

DVXC vs. GOLS - Sharpe Ratio Comparison


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Drawdowns

DVXC vs. GOLS - Drawdown Comparison

The maximum DVXC drawdown since its inception was -26.47%, 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

-26.47%

-7.85%

-18.62%

Max Drawdown (1Y)

Largest decline over 1 year

-26.47%

Current Drawdown

Current decline from peak

-23.95%

-1.71%

-22.24%

Average Drawdown

Average peak-to-trough decline

-9.04%

-1.98%

-7.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.32%

Volatility

DVXC vs. GOLS - Volatility Comparison


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Volatility by Period


DVXCGOLSDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.08%

Volatility (6M)

Calculated over the trailing 6-month period

21.25%

Volatility (1Y)

Calculated over the trailing 1-year period

27.73%

13.82%

+13.91%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.59%

13.82%

+13.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.59%

13.82%

+13.77%

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 0.65, 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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