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DVXC vs. IYZ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DVXC vs. IYZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WEBs Communication Services XLC Defined Volatility ETF (DVXC) and iShares U.S. Telecommunications ETF (IYZ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DVXC achieves a -20.96% return, which is significantly lower than IYZ's 22.25% return.


DVXC

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

IYZ

1D
1.86%
1M
0.83%
6M
15.60%
YTD
22.25%
1Y
42.46%
3Y*
24.81%
5Y*
6.31%
10Y*
4.56%
ALL TIME*
1.34%
*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
$30.70M$39.07M$56.29M

DVXC vs. IYZ - Yearly Performance Comparison


Correlation

The correlation between DVXC and IYZ is 0.36, which is low. Their historical price movements had little consistent relationship.


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

0.36

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

0.37

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Return for Risk

DVXC vs. IYZ — 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

IYZ
IYZ Risk / Return Rank: 8383
Overall Rank
IYZ Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
IYZ Sortino Ratio Rank: 8585
Sortino Ratio Rank
IYZ Omega Ratio Rank: 8383
Omega Ratio Rank
IYZ Calmar Ratio Rank: 8383
Calmar Ratio Rank
IYZ Martin Ratio Rank: 7777
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.

DVXC vs. IYZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WEBs Communication Services XLC Defined Volatility ETF (DVXC) and iShares U.S. Telecommunications ETF (IYZ). 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.


DVXCIYZDifference
Sharpe ratioReturn per unit of total volatility

-2.32

Sortino ratioReturn per unit of downside risk

-2.98

Omega ratioGain probability vs. loss probability

0.98

1.36

-0.38

Calmar ratioReturn relative to maximum drawdown

-0.28

3.07

-3.35

Martin ratioReturn relative to average drawdown

-0.65

9.63

-10.28

DVXC vs. IYZ - Sharpe Ratio Comparison

The current DVXC Sharpe Ratio is -0.27, which is lower than the IYZ Sharpe Ratio of 2.05. The chart below compares the historical Sharpe Ratios of DVXC and IYZ, 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

DVXC vs. IYZ - Drawdown Comparison

The maximum DVXC drawdown since its inception was -26.47%, smaller than the maximum IYZ drawdown of -77.11%. Use the drawdown chart below to compare losses from any high point for DVXC and IYZ.


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Drawdown Indicators


DVXCIYZDifference

Max Drawdown

Largest peak-to-trough decline

-26.47%

-77.11%

+50.64%

Max Drawdown (1Y)

Largest decline over 1 year

-26.47%

-13.28%

-13.19%

Max Drawdown (3Y)

Largest decline over 3 years

-13.85%

Max Drawdown (5Y)

Largest decline over 5 years

-39.74%

Max Drawdown (10Y)

Largest decline over 10 years

-39.74%

Current Drawdown

Current decline from peak

-23.95%

-10.15%

-13.80%

Average Drawdown

Average peak-to-trough decline

-9.04%

-39.95%

+30.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.32%

4.22%

+7.10%

Volatility

DVXC vs. IYZ - Volatility Comparison

WEBs Communication Services XLC Defined Volatility ETF (DVXC) has a higher volatility of 10.08% compared to iShares U.S. Telecommunications ETF (IYZ) at 6.83%. This indicates that DVXC's price experiences larger fluctuations and is considered to be riskier than IYZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DVXCIYZDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.08%

6.83%

+3.25%

Volatility (6M)

Calculated over the trailing 6-month period

21.25%

16.83%

+4.42%

Volatility (1Y)

Calculated over the trailing 1-year period

27.73%

19.83%

+7.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.59%

19.15%

+8.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.59%

19.32%

+8.27%

DVXC vs. IYZ - Expense Ratio Comparison

DVXC has a 0.89% expense ratio, which is higher than IYZ's 0.42% expense ratio.


Dividends

DVXC vs. IYZ - Dividend Comparison

DVXC has not paid dividends to shareholders, while IYZ's dividend yield for the trailing twelve months is around 1.71%.


PositionTTM20252024202320222021202020192018201720162015
DVXC
WEBs Communication Services XLC 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%
IYZ
iShares U.S. Telecommunications ETF
1.71%2.04%1.94%2.27%2.55%2.51%2.60%2.36%2.15%3.54%2.27%1.98%

Frequently Asked Questions


DVXC and IYZ have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DVXC has higher volatility (10.08%) compared to IYZ (6.83%). In terms of maximum drawdown, DVXC dropped -26.47% vs IYZ's -77.11%.

On 1-year performance, IYZ leads with 42.46% vs -5.14% for DVXC. On fees, IYZ is cheaper at 0.42% per year. On volatility, IYZ has been the lower-risk option at 6.83%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, IYZ has performed better with a 42.46% return vs -5.14%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IYZ is cheaper with a 0.42% expense ratio, compared with 0.89% for DVXC.

IYZ has the higher dividend yield at 1.71%, compared with 0.00% for DVXC.

DVXC tracks Syntax Defined Volatility XLC Index, while IYZ tracks Dow Jones U.S. Select Telecommunications Index. They also come from different issuers: WEBs and iShares. Their fees differ too: 0.89% for DVXC and 0.42% for IYZ.

IYZ currently has the higher Sharpe Ratio (2.05 vs -0.27), 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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