DVXP vs. KXI
DVXP (WEBs Consumer Staples XLP Defined Volatility ETF) and KXI (iShares Global Consumer Staples ETF) are both Consumer Staples Equities funds - DVXP tracks the Syntax Defined Volatility XLP Index while KXI tracks the S&P Global Consumer Staples Index. Both are passively managed. Their correlation of 0.92 suggests significant overlap in exposure. DVXP charges 0.89%/yr vs 0.46%/yr for KXI.
Performance
DVXP vs. KXI - Performance Comparison
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Returns By Period
In the year-to-date period, DVXP achieves a 13.94% return, which is significantly higher than KXI's 6.80% return.
DVXP
- 1D
- 0.90%
- 1M
- -0.52%
- YTD
- 13.94%
- 6M
- 12.53%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
KXI
- 1D
- 0.93%
- 1M
- 0.04%
- YTD
- 6.80%
- 6M
- 6.55%
- 1Y
- 6.56%
- 3Y*
- 6.73%
- 5Y*
- 4.68%
- 10Y*
- 6.14%
DVXP vs. KXI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
DVXP WEBs Consumer Staples XLP Defined Volatility ETF | 13.94% | -10.24% |
KXI iShares Global Consumer Staples ETF | 6.80% | -0.05% |
Correlation
The correlation between DVXP and KXI is 0.92, 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 | 0.92 |
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Return for Risk
DVXP vs. KXI — Risk / Return Rank
DVXP
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
KXI
DVXP vs. KXI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WEBs Consumer Staples XLP Defined Volatility ETF (DVXP) and iShares Global Consumer Staples ETF (KXI). 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 | KXI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.10 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 0.64 | — |
| Martin ratioReturn relative to average drawdown | — | 1.35 | — |
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Drawdowns
DVXP vs. KXI - Drawdown Comparison
The maximum DVXP drawdown since its inception was -16.36%, smaller than the maximum KXI drawdown of -42.27%. Use the drawdown chart below to compare losses from any high point for DVXP and KXI.
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Drawdown Indicators
| DVXP | KXI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -16.36% | -42.27% | +25.91% |
Max Drawdown (1Y)Largest decline over 1 year | — | -10.24% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -11.92% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -17.45% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -24.59% | — |
Current DrawdownCurrent decline from peak | -8.36% | -6.14% | -2.22% |
Average DrawdownAverage peak-to-trough decline | -8.29% | -5.37% | -2.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 4.88% | — |
Volatility
DVXP vs. KXI - Volatility Comparison
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Volatility by Period
| DVXP | KXI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 4.67% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 9.89% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 21.13% | 12.13% | +9.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.13% | 12.51% | +8.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.13% | 13.72% | +7.41% |
DVXP vs. KXI - Expense Ratio Comparison
DVXP has a 0.89% expense ratio, which is higher than KXI's 0.46% expense ratio.
Dividends
DVXP vs. KXI - Dividend Comparison
DVXP's dividend yield for the trailing twelve months is around 0.17%, less than KXI's 2.35% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DVXP WEBs Consumer Staples XLP Defined Volatility ETF | 0.17% | 0.19% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
KXI iShares Global Consumer Staples ETF | 2.35% | 2.29% | 2.51% | 2.99% | 1.98% | 2.26% | 2.34% | 2.17% | 2.97% | 2.17% | 2.34% | 2.20% |
Frequently Asked Questions
With a correlation of 0.92, DVXP and KXI move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
On fees, KXI is cheaper at 0.46% per year. The better choice depends on whether you care most about return, fees, risk, or income.
KXI is cheaper with a 0.46% expense ratio, compared with 0.89% for DVXP.
KXI has the higher dividend yield at 2.35%, compared with 0.17% for DVXP.
DVXP tracks Syntax Defined Volatility XLP Index, while KXI tracks S&P Global Consumer Staples Index. They also come from different issuers: WEBs and iShares. Their fees differ too: 0.89% for DVXP and 0.46% for KXI.
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