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DVXC vs. XLC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DVXC vs. XLC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WEBs Communication Services XLC Defined Volatility ETF (DVXC) and Communication Services Select Sector SPDR Fund (XLC). 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 XLC's -7.52% return.


DVXC

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

XLC

1D
1.56%
1M
-1.24%
6M
-9.34%
YTD
-7.52%
1Y
3.28%
3Y*
17.68%
5Y*
6.70%
10Y*
ALL TIME*
11.13%
*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
$698.01M$724.28M$715.77M

DVXC vs. XLC - Yearly Performance Comparison


Correlation

The correlation between DVXC and XLC is 1.00 - they have historically moved very closely together. At this level, their price movements offset little of one another.


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

1.00

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

1.00

The correlation between DVXC and XLC has been stable across timeframes, ranging from 1.00 to 1.00 - a consistent structural relationship.

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Return for Risk

DVXC vs. XLC — 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

XLC
XLC Risk / Return Rank: 1313
Overall Rank
XLC Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
XLC Sortino Ratio Rank: 1313
Sortino Ratio Rank
XLC Omega Ratio Rank: 1313
Omega Ratio Rank
XLC Calmar Ratio Rank: 1414
Calmar Ratio Rank
XLC Martin Ratio Rank: 1414
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. XLC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WEBs Communication Services XLC Defined Volatility ETF (DVXC) and Communication Services Select Sector SPDR Fund (XLC). 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.


DVXCXLCDifference
Sharpe ratioReturn per unit of total volatility

-0.41

Sortino ratioReturn per unit of downside risk

-0.49

Omega ratioGain probability vs. loss probability

0.98

1.04

-0.06

Calmar ratioReturn relative to maximum drawdown

-0.28

0.17

-0.45

Martin ratioReturn relative to average drawdown

-0.65

0.45

-1.10

DVXC vs. XLC - Sharpe Ratio Comparison

The current DVXC Sharpe Ratio is -0.27, which is lower than the XLC Sharpe Ratio of 0.14. The chart below compares the historical Sharpe Ratios of DVXC and XLC, 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. XLC - Drawdown Comparison

The maximum DVXC drawdown since its inception was -26.47%, smaller than the maximum XLC drawdown of -46.65%. Use the drawdown chart below to compare losses from any high point for DVXC and XLC.


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Drawdown Indicators


DVXCXLCDifference

Max Drawdown

Largest peak-to-trough decline

-26.47%

-46.65%

+20.18%

Max Drawdown (1Y)

Largest decline over 1 year

-26.47%

-11.73%

-14.74%

Max Drawdown (3Y)

Largest decline over 3 years

-17.97%

Max Drawdown (5Y)

Largest decline over 5 years

-46.65%

Current Drawdown

Current decline from peak

-23.95%

-9.34%

-14.61%

Average Drawdown

Average peak-to-trough decline

-9.04%

-10.54%

+1.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.32%

4.55%

+6.77%

Volatility

DVXC vs. XLC - Volatility Comparison

WEBs Communication Services XLC Defined Volatility ETF (DVXC) has a higher volatility of 10.08% compared to Communication Services Select Sector SPDR Fund (XLC) at 6.53%. This indicates that DVXC's price experiences larger fluctuations and is considered to be riskier than XLC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DVXCXLCDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.08%

6.53%

+3.55%

Volatility (6M)

Calculated over the trailing 6-month period

21.25%

11.77%

+9.48%

Volatility (1Y)

Calculated over the trailing 1-year period

27.73%

14.79%

+12.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.59%

20.87%

+6.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.59%

22.17%

+5.42%

DVXC vs. XLC - Expense Ratio Comparison

DVXC has a 0.89% expense ratio, which is higher than XLC's 0.13% expense ratio.


Dividends

DVXC vs. XLC - Dividend Comparison

DVXC has not paid dividends to shareholders, while XLC's dividend yield for the trailing twelve months is around 1.32%.


PositionTTM20252024202320222021202020192018
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%
XLC
Communication Services Select Sector SPDR Fund
1.32%1.13%0.99%0.82%1.10%0.74%0.68%0.82%0.64%

Frequently Asked Questions


With a correlation of 1.00, DVXC and XLC 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.

DVXC has higher volatility (10.08%) compared to XLC (6.53%). In terms of maximum drawdown, DVXC dropped -26.47% vs XLC's -46.65%.

On 1-year performance, XLC leads with 3.28% vs -5.14% for DVXC. On fees, XLC is cheaper at 0.13% per year. On volatility, XLC has been the lower-risk option at 6.53%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, XLC has performed better with a 3.28% return vs -5.14%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

XLC is cheaper with a 0.13% expense ratio, compared with 0.89% for DVXC.

XLC has the higher dividend yield at 1.32%, compared with 0.00% for DVXC.

DVXC tracks Syntax Defined Volatility XLC Index, while XLC tracks S&P Communication Services Select Sector Index. They also come from different issuers: WEBs and State Street. Their fees differ too: 0.89% for DVXC and 0.13% for XLC.

XLC currently has the higher Sharpe Ratio (0.14 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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