DVXK vs. XT
DVXK (WEBs Technology XLK Defined Volatility ETF) and XT (iShares Future Exponential Technologies ETF) are both Technology Equities funds - DVXK tracks the Syntax Defined Volatility XLK Index while XT tracks the Morningstar Exponential Technologies Index (Net). Both are passively managed. Their correlation of 0.81 suggests significant overlap in exposure. DVXK charges 0.89%/yr vs 0.46%/yr for XT.
Performance
DVXK vs. XT - Performance Comparison
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Returns By Period
In the year-to-date period, DVXK achieves a 30.18% return, which is significantly higher than XT's 15.24% return.
DVXK
- 1D
- -0.62%
- 1M
- 1.58%
- YTD
- 30.18%
- 6M
- 26.55%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
XT
- 1D
- -0.42%
- 1M
- -0.76%
- YTD
- 15.24%
- 6M
- 13.65%
- 1Y
- 34.32%
- 3Y*
- 17.57%
- 5Y*
- 7.05%
- 10Y*
- 14.83%
DVXK vs. XT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
DVXK WEBs Technology XLK Defined Volatility ETF | 30.18% | 16.30% |
XT iShares Future Exponential Technologies ETF | 15.24% | 12.19% |
Correlation
The correlation between DVXK and XT is 0.81, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jul 23, 2025 | 0.81 |
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Return for Risk
DVXK vs. XT — Risk / Return Rank
DVXK
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
XT
DVXK vs. XT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WEBs Technology XLK Defined Volatility ETF (DVXK) and iShares Future Exponential Technologies ETF (XT). 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 | XT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.35 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 3.30 | — |
| Martin ratioReturn relative to average drawdown | — | 13.05 | — |
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Drawdowns
DVXK vs. XT - Drawdown Comparison
The maximum DVXK drawdown since its inception was -24.08%, smaller than the maximum XT drawdown of -34.41%. Use the drawdown chart below to compare losses from any high point for DVXK and XT.
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Drawdown Indicators
| DVXK | XT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.08% | -34.41% | +10.33% |
Max Drawdown (1Y)Largest decline over 1 year | — | -10.45% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -22.09% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -34.41% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.41% | — |
Current DrawdownCurrent decline from peak | -9.98% | -4.59% | -5.39% |
Average DrawdownAverage peak-to-trough decline | -6.82% | -7.39% | +0.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.64% | — |
Volatility
DVXK vs. XT - Volatility Comparison
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Volatility by Period
| DVXK | XT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 8.06% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 13.76% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 33.30% | 17.30% | +16.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.30% | 21.00% | +12.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.30% | 20.12% | +13.18% |
DVXK vs. XT - Expense Ratio Comparison
DVXK has a 0.89% expense ratio, which is higher than XT's 0.46% expense ratio.
Dividends
DVXK vs. XT - Dividend Comparison
DVXK's dividend yield for the trailing twelve months is around 2.55%, less than XT's 7.11% 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% |
XT iShares Future Exponential Technologies ETF | 7.11% | 7.95% | 0.66% | 0.41% | 0.78% | 0.84% | 0.77% | 1.55% | 1.40% | 0.97% | 1.37% | 1.34% |
Frequently Asked Questions
DVXK and XT have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XT is cheaper at 0.46% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XT is cheaper with a 0.46% expense ratio, compared with 0.89% for DVXK.
XT has the higher dividend yield at 7.11%, compared with 2.55% for DVXK.
DVXK tracks Syntax Defined Volatility XLK Index, while XT tracks Morningstar Exponential Technologies Index (Net). They also come from different issuers: WEBs and iShares. Their fees differ too: 0.89% for DVXK and 0.46% for XT.
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