DVXF vs. EUFN
DVXF (WEBs Financial XLF Defined Volatility ETF) and EUFN (iShares MSCI Europe Financials ETF) are both Financials Equities funds - DVXF tracks the Syntax Defined Volatility XLF Index while EUFN tracks the MSCI Europe Financials Index (Net). Both are passively managed. A 0.57 correlation means they provide meaningful diversification when combined. DVXF charges 0.89%/yr vs 0.49%/yr for EUFN.
Performance
DVXF vs. EUFN - Performance Comparison
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Returns By Period
In the year-to-date period, DVXF achieves a -3.59% return, which is significantly lower than EUFN's 7.49% return.
DVXF
- 1D
- 0.75%
- 1M
- 7.59%
- YTD
- -3.59%
- 6M
- -6.04%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EUFN
- 1D
- -1.02%
- 1M
- 4.47%
- YTD
- 7.49%
- 6M
- 7.23%
- 1Y
- 32.41%
- 3Y*
- 33.90%
- 5Y*
- 19.66%
- 10Y*
- 14.20%
DVXF vs. EUFN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
DVXF WEBs Financial XLF Defined Volatility ETF | -3.59% | 5.63% |
EUFN iShares MSCI Europe Financials ETF | 7.49% | 16.98% |
Correlation
The correlation between DVXF and EUFN is 0.57, 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 23, 2025 | 0.57 |
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Return for Risk
DVXF vs. EUFN — Risk / Return Rank
DVXF
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
EUFN
DVXF vs. EUFN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WEBs Financial XLF Defined Volatility ETF (DVXF) and iShares MSCI Europe Financials ETF (EUFN). 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.
| DVXF | EUFN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.28 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.20 | — |
| Martin ratioReturn relative to average drawdown | — | 7.71 | — |
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Drawdowns
DVXF vs. EUFN - Drawdown Comparison
The maximum DVXF drawdown since its inception was -26.68%, smaller than the maximum EUFN drawdown of -53.25%. Use the drawdown chart below to compare losses from any high point for DVXF and EUFN.
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Drawdown Indicators
| DVXF | EUFN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -26.68% | -53.25% | +26.57% |
Max Drawdown (1Y)Largest decline over 1 year | — | -14.77% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -15.95% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -35.15% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -53.25% | — |
Current DrawdownCurrent decline from peak | -8.91% | -1.02% | -7.89% |
Average DrawdownAverage peak-to-trough decline | -9.43% | -14.51% | +5.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 4.22% | — |
Volatility
DVXF vs. EUFN - Volatility Comparison
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Volatility by Period
| DVXF | EUFN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 6.24% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 17.09% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 27.84% | 20.01% | +7.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.84% | 21.86% | +5.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.84% | 23.88% | +3.96% |
DVXF vs. EUFN - Expense Ratio Comparison
DVXF has a 0.89% expense ratio, which is higher than EUFN's 0.49% expense ratio.
Dividends
DVXF vs. EUFN - Dividend Comparison
DVXF has not paid dividends to shareholders, while EUFN's dividend yield for the trailing twelve months is around 4.27%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DVXF WEBs Financial XLF 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% |
EUFN iShares MSCI Europe Financials ETF | 4.27% | 3.57% | 5.36% | 5.00% | 4.24% | 4.15% | 1.38% | 4.55% | 6.48% | 3.04% | 4.03% | 3.65% |
Frequently Asked Questions
DVXF and EUFN have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, EUFN is cheaper at 0.49% per year. The better choice depends on whether you care most about return, fees, risk, or income.
EUFN is cheaper with a 0.49% expense ratio, compared with 0.89% for DVXF.
EUFN has the higher dividend yield at 4.27%, compared with 0.00% for DVXF.
DVXF tracks Syntax Defined Volatility XLF Index, while EUFN tracks MSCI Europe Financials Index (Net). They also come from different issuers: WEBs and iShares. Their fees differ too: 0.89% for DVXF and 0.49% for EUFN.
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