DVXK vs. IDGT
DVXK (WEBs Technology XLK Defined Volatility ETF) and IDGT (iShares U.S. Digital Infrastructure and Real Estate ETF) are both Technology Equities funds - DVXK tracks the Syntax Defined Volatility XLK Index while IDGT tracks the S&P Data Center, Tower REIT and Communications Equipment Index - Benchmark TR Gross. Both are passively managed. A 0.69 correlation means they provide meaningful diversification when combined. DVXK charges 0.89%/yr vs 0.41%/yr for IDGT.
Performance
DVXK vs. IDGT - Performance Comparison
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Returns By Period
In the year-to-date period, DVXK achieves a 30.18% return, which is significantly lower than IDGT's 43.60% return.
DVXK
- 1D
- -0.62%
- 1M
- 1.58%
- YTD
- 30.18%
- 6M
- 26.55%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IDGT
- 1D
- -1.55%
- 1M
- -2.30%
- YTD
- 43.60%
- 6M
- 42.11%
- 1Y
- 48.50%
- 3Y*
- 23.42%
- 5Y*
- 11.46%
- 10Y*
- 14.21%
DVXK vs. IDGT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
DVXK WEBs Technology XLK Defined Volatility ETF | 30.18% | 16.30% |
IDGT iShares U.S. Digital Infrastructure and Real Estate ETF | 43.60% | 1.14% |
Correlation
The correlation between DVXK and IDGT is 0.69, 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 | 0.69 |
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Return for Risk
DVXK vs. IDGT — Risk / Return Rank
DVXK
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
IDGT
DVXK vs. IDGT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WEBs Technology XLK Defined Volatility ETF (DVXK) and iShares U.S. Digital Infrastructure and Real Estate ETF (IDGT). 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.
| DVXK | IDGT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.39 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 5.40 | — |
| Martin ratioReturn relative to average drawdown | — | 15.27 | — |
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Drawdowns
DVXK vs. IDGT - Drawdown Comparison
The maximum DVXK drawdown since its inception was -24.08%, smaller than the maximum IDGT drawdown of -77.95%. Use the drawdown chart below to compare losses from any high point for DVXK and IDGT.
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Drawdown Indicators
| DVXK | IDGT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.08% | -77.95% | +53.87% |
Max Drawdown (1Y)Largest decline over 1 year | — | -9.02% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -23.74% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -35.83% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.88% | — |
Current DrawdownCurrent decline from peak | -9.98% | -8.16% | -1.82% |
Average DrawdownAverage peak-to-trough decline | -6.82% | -19.88% | +13.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 3.19% | — |
Volatility
DVXK vs. IDGT - Volatility Comparison
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Volatility by Period
| DVXK | IDGT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 8.63% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 17.70% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 33.30% | 21.47% | +11.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.30% | 23.36% | +9.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.30% | 23.32% | +9.98% |
DVXK vs. IDGT - Expense Ratio Comparison
DVXK has a 0.89% expense ratio, which is higher than IDGT's 0.41% expense ratio.
Dividends
DVXK vs. IDGT - Dividend Comparison
DVXK's dividend yield for the trailing twelve months is around 2.55%, more than IDGT's 0.75% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DVXK WEBs Technology XLK Defined Volatility ETF | 2.55% | 3.32% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IDGT iShares U.S. Digital Infrastructure and Real Estate ETF | 0.75% | 1.17% | 1.64% | 0.37% | 0.30% | 0.28% | 0.60% | 0.42% | 0.65% | 0.57% | 0.75% | 0.72% |
Frequently Asked Questions
DVXK and IDGT have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, IDGT is cheaper at 0.41% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IDGT is cheaper with a 0.41% expense ratio, compared with 0.89% for DVXK.
DVXK has the higher dividend yield at 2.55%, compared with 0.75% for IDGT.
DVXK tracks Syntax Defined Volatility XLK Index, while IDGT tracks S&P Data Center, Tower REIT and Communications Equipment Index - Benchmark TR Gross. They also come from different issuers: WEBs and iShares. Their fees differ too: 0.89% for DVXK and 0.41% for IDGT.
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