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DVXE vs. MDST
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DVXE vs. MDST - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WEBs Energy XLE Defined Volatility ETF (DVXE) and Westwood Salient Enhanced Midstream Income ETF (MDST). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DVXE achieves a 44.98% return, which is significantly higher than MDST's 14.94% return.


DVXE

1D
1.52%
1M
-1.50%
YTD
44.98%
6M
39.14%
1Y
3Y*
5Y*
10Y*

MDST

1D
0.14%
1M
-0.74%
YTD
14.94%
6M
14.77%
1Y
17.62%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DVXE vs. MDST - Yearly Performance Comparison


Correlation

The correlation between DVXE and MDST is 0.59, 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 Jul 24, 2025

0.59

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Return for Risk

DVXE vs. MDST — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DVXE

MDST
MDST Risk / Return Rank: 4444
Overall Rank
MDST Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
MDST Sortino Ratio Rank: 4242
Sortino Ratio Rank
MDST Omega Ratio Rank: 4141
Omega Ratio Rank
MDST Calmar Ratio Rank: 5353
Calmar Ratio Rank
MDST Martin Ratio Rank: 4545
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DVXE vs. MDST - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WEBs Energy XLE Defined Volatility ETF (DVXE) and Westwood Salient Enhanced Midstream Income ETF (MDST). 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.


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

DVXE vs. MDST - Sharpe Ratio Comparison


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Sharpe Ratios by Period


DVXEMDSTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.47

Sharpe Ratio (All Time)

Calculated using the full available price history

1.99

1.16

+0.83

Drawdowns

DVXE vs. MDST - Drawdown Comparison

The maximum DVXE drawdown since its inception was -17.96%, which is greater than MDST's maximum drawdown of -14.19%. Use the drawdown chart below to compare losses from any high point for DVXE and MDST.


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Drawdown Indicators


DVXEMDSTDifference

Max Drawdown

Largest peak-to-trough decline

-17.96%

-14.19%

-3.77%

Max Drawdown (1Y)

Largest decline over 1 year

-6.74%

Current Drawdown

Current decline from peak

-11.99%

-3.53%

-8.46%

Average Drawdown

Average peak-to-trough decline

-5.80%

-2.17%

-3.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.37%

Volatility

DVXE vs. MDST - Volatility Comparison


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Volatility by Period


DVXEMDSTDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.87%

Volatility (6M)

Calculated over the trailing 6-month period

8.36%

Volatility (1Y)

Calculated over the trailing 1-year period

31.23%

12.12%

+19.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

31.23%

16.11%

+15.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.23%

16.11%

+15.12%

DVXE vs. MDST - Expense Ratio Comparison

DVXE has a 0.89% expense ratio, which is higher than MDST's 0.80% expense ratio.


Dividends

DVXE vs. MDST - Dividend Comparison

DVXE has not paid dividends to shareholders, while MDST's dividend yield for the trailing twelve months is around 9.33%.


PositionTTM20252024
DVXE
WEBs Energy XLE Defined Volatility ETF
0.00%0.00%0.00%
MDST
Westwood Salient Enhanced Midstream Income ETF
9.33%10.22%6.60%

Frequently Asked Questions


DVXE and MDST have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, MDST is cheaper at 0.80% per year. The better choice depends on whether you care most about return, fees, risk, or income.

MDST is cheaper with a 0.80% expense ratio, compared with 0.89% for DVXE.

MDST has the higher dividend yield at 9.33%, compared with 0.00% for DVXE.

They also come from different issuers: WEBs and Westwood. Their fees differ too: 0.89% for DVXE and 0.80% for MDST.

Portfolio Optimizer

Find the right allocation for DVXE and MDST

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