DVXE vs. PWRZ
DVXE (WEBs Energy XLE Defined Volatility ETF) and PWRZ (TrueShares Eagle Global Next Gen Power Infrastructure ETF) are both Energy Equities funds. DVXE is passively managed, while PWRZ is actively managed. At a 0.00 correlation, their price movements are largely independent. DVXE charges 0.89%/yr vs 0.75%/yr for PWRZ.
Performance
DVXE vs. PWRZ - Performance Comparison
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Returns By Period
DVXE
- 1D
- 1.00%
- 1M
- 5.23%
- 6M
- 30.60%
- YTD
- 42.03%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
PWRZ
- 1D
- -0.93%
- 1M
- —
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DVXE vs. PWRZ - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
DVXE WEBs Energy XLE Defined Volatility ETF | 4.94% |
PWRZ TrueShares Eagle Global Next Gen Power Infrastructure ETF | -0.37% |
Correlation
The correlation between DVXE and PWRZ is 0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jul 10, 2026 | 0.00 |
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Return for Risk
DVXE vs. PWRZ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WEBs Energy XLE Defined Volatility ETF (DVXE) and TrueShares Eagle Global Next Gen Power Infrastructure ETF (PWRZ). 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.
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Drawdowns
DVXE vs. PWRZ - Drawdown Comparison
The maximum DVXE drawdown since its inception was -21.83%, which is greater than PWRZ's maximum drawdown of -1.21%. Use the drawdown chart below to compare losses from any high point for DVXE and PWRZ.
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Drawdown Indicators
| DVXE | PWRZ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -21.83% | -1.21% | -20.62% |
Current DrawdownCurrent decline from peak | -13.78% | -1.21% | -12.57% |
Average DrawdownAverage peak-to-trough decline | -7.11% | -0.42% | -6.69% |
Volatility
DVXE vs. PWRZ - Volatility Comparison
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Volatility by Period
| DVXE | PWRZ | Difference | |
|---|---|---|---|
Volatility (1Y)Calculated over the trailing 1-year period | 30.89% | 12.75% | +18.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.89% | 12.75% | +18.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.89% | 12.75% | +18.14% |
DVXE vs. PWRZ - Expense Ratio Comparison
DVXE has a 0.89% expense ratio, which is higher than PWRZ's 0.75% expense ratio.
Dividends
DVXE vs. PWRZ - Dividend Comparison
Neither DVXE nor PWRZ has paid dividends to shareholders.
Frequently Asked Questions
DVXE and PWRZ have a correlation of 0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, PWRZ is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.
PWRZ is cheaper with a 0.75% expense ratio, compared with 0.89% for DVXE.
DVXE and PWRZ have nearly identical dividend yields, around 0.00%.
They also come from different issuers: WEBs and TrueShares. Their fees differ too: 0.89% for DVXE and 0.75% for PWRZ.
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