DVXP vs. DVQQ

Last updated Jun 25, 2026

DVXP (WEBs Consumer Staples XLP Defined Volatility ETF) and DVQQ (WEBs QQQ Defined Volatility ETF) are both exchange-traded funds - DVXP is a Consumer Staples Equities fund tracking the Syntax Defined Volatility XLP Index, while DVQQ is a Large Cap Growth Equities fund tracking the Syntax Defined Volatility Triple Qs Index. Both are passively managed. At a correlation of -0.17, they often move in opposite directions. DVXP charges 0.89%/yr vs 0.94%/yr for DVQQ.

Performance

DVXP vs. DVQQ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WEBs Consumer Staples XLP Defined Volatility ETF (DVXP) and WEBs QQQ Defined Volatility ETF (DVQQ). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both stocks are quite close, with DVXP having a 13.94% return and DVQQ slightly lower at 13.85%.

DVXP

• 1D: 0.90%
• 1M: -0.52%
• YTD: 13.94%
• 6M: 12.53%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

DVQQ

• 1D: -0.47%
• 1M: -1.60%
• YTD: 13.85%
• 6M: 10.89%
• 1Y: 36.18%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

DVXP vs. DVQQ - Yearly Performance Comparison

	2026 (YTD)	2025
DVXP WEBs Consumer Staples XLP Defined Volatility ETF	13.94%	-10.24%
DVQQ WEBs QQQ Defined Volatility ETF	13.85%	12.16%

Correlation

The correlation between DVXP and DVQQ is -0.17, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jul 23, 2025	-0.17

Return for Risk

DVXP vs. DVQQ — Risk / Return Rank

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

DVXP

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

DVQQ

DVQQ Risk / Return Rank: 47
DVQQ Sharpe Ratio Rank: 50
DVQQ Sortino Ratio Rank: 44
DVQQ Omega Ratio Rank: 47
DVQQ Calmar Ratio Rank: 47
DVQQ Martin Ratio Rank: 45

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.

DVXP vs. DVQQ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WEBs Consumer Staples XLP Defined Volatility ETF (DVXP) and WEBs QQQ Defined Volatility ETF (DVQQ). 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.

	DVXP	DVQQ	Difference
Sharpe ratio: Return per unit of total volatility	—	1.52	—
Sortino ratio: Return per unit of downside risk	—	1.97	—
Omega ratio: Gain probability vs. loss probability	—	1.26	—
Calmar ratio: Return relative to maximum drawdown	—	2.03	—
Martin ratio: Return relative to average drawdown	—	6.49	—

Drawdowns

DVXP vs. DVQQ - Drawdown Comparison

The maximum DVXP drawdown since its inception was -16.36%, smaller than the maximum DVQQ drawdown of -25.28%. Use the drawdown chart below to compare losses from any high point for DVXP and DVQQ.

Drawdown Indicators

	DVXP	DVQQ	Difference
Max Drawdown Largest peak-to-trough decline	-16.36%	-25.28%	+8.92%
Max Drawdown (1Y) Largest decline over 1 year	—	-17.89%	—
Current Drawdown Current decline from peak	-8.36%	-6.55%	-1.81%
Average Drawdown Average peak-to-trough decline	-8.29%	-7.17%	-1.12%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	5.59%	—

Volatility

Volatility by Period

	DVXP	DVQQ	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	9.56%	—
Volatility (6M) Calculated over the trailing 6-month period	—	17.87%	—
Volatility (1Y) Calculated over the trailing 1-year period	21.13%	24.10%	-2.97%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.13%	24.95%	-3.82%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.13%	24.95%	-3.82%

DVXP vs. DVQQ - Expense Ratio Comparison

DVXP has a 0.89% expense ratio, which is lower than DVQQ's 0.94% expense ratio.

Dividends

DVXP vs. DVQQ - Dividend Comparison

DVXP's dividend yield for the trailing twelve months is around 0.17%, more than DVQQ's 0.03% yield.

Position	TTM	2025
DVQQ WEBs QQQ Defined Volatility ETF	0.03%	0.04%
DVXP WEBs Consumer Staples XLP Defined Volatility ETF	0.17%	0.19%

Frequently Asked Questions

Can I hold both DVXP and DVQQ in my portfolio?

DVXP and DVQQ have a correlation of -0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, DVXP or DVQQ?

On fees, DVXP is cheaper at 0.89% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, DVXP or DVQQ?

DVXP is cheaper with a 0.89% expense ratio, compared with 0.94% for DVQQ.

Which ETF pays a higher dividend yield, DVXP or DVQQ?

DVXP has the higher dividend yield at 0.17%, compared with 0.03% for DVQQ.

What is the main difference between DVXP and DVQQ?

DVXP is categorized as Consumer Staples Equities, while DVQQ is Large Cap Growth Equities. DVXP tracks Syntax Defined Volatility XLP Index, while DVQQ tracks Syntax Defined Volatility Triple Qs Index. Their fees differ too: 0.89% for DVXP and 0.94% for DVQQ.