DVXP vs. VDC

Last updated Aug 1, 2026

DVXP (WEBs Consumer Staples XLP Defined Volatility ETF) and VDC (Vanguard Consumer Staples ETF) are both Consumer Staples Equities funds - DVXP tracks the Syntax Defined Volatility XLP Index while VDC tracks the MSCI US Investable Market Consumer Staples 25/50 Index. Both are passively managed. Over the past year, DVXP returned 7.24% vs 8.60% for VDC. Their 0.97 correlation means they have historically moved very closely together. DVXP charges 0.89%/yr vs 0.09%/yr for VDC.

Performance

DVXP vs. VDC - Performance Comparison

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

Returns By Period

In the year-to-date period, DVXP achieves a 15.21% return, which is significantly higher than VDC's 10.27% return.

DVXP

• 1D: -0.45%
• 1M: 0.32%
• 6M: 2.88%
• YTD: 15.21%
• 1Y: 7.24%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 3.34%

VDC

• 1D: -0.41%
• 1M: -0.01%
• 6M: 2.65%
• YTD: 10.27%
• 1Y: 8.60%
• 3Y*: 7.73%
• 5Y*: 6.96%
• 10Y*: 7.72%
• ALL TIME*: 9.44%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
DVXP WEBs Consumer Staples XLP Defined Volatility ETF	$45.59K	$42.24K	$40.71K
VDC Vanguard Consumer Staples ETF	$33.48M	$33.44M	$37.93M

DVXP vs. VDC - Yearly Performance Comparison

	2026 (YTD)	2025
DVXP WEBs Consumer Staples XLP Defined Volatility ETF	15.21%	-10.24%
VDC Vanguard Consumer Staples ETF	10.27%	-3.06%

Correlation

The correlation between DVXP and VDC is 0.97 - they have historically moved very closely together. At this level, their price movements offset little of one another.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.97
Correlation (All Time) Calculated using the full available price history since Jul 23, 2025	0.97

The correlation between DVXP and VDC has been stable across timeframes, ranging from 0.97 to 0.97 - a consistent structural relationship.

Return for Risk

DVXP vs. VDC — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

DVXP

DVXP Risk / Return Rank: 20
DVXP Sharpe Ratio Rank: 21
DVXP Sortino Ratio Rank: 21
DVXP Omega Ratio Rank: 20
DVXP Calmar Ratio Rank: 20
DVXP Martin Ratio Rank: 17

VDC

VDC Risk / Return Rank: 27
VDC Sharpe Ratio Rank: 28
VDC Sortino Ratio Rank: 28
VDC Omega Ratio Rank: 26
VDC Calmar Ratio Rank: 30
VDC Martin Ratio Rank: 24

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

DVXP vs. VDC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WEBs Consumer Staples XLP Defined Volatility ETF (DVXP) and Vanguard Consumer Staples ETF (VDC). 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	VDC	Difference
Sharpe ratio: Return per unit of total volatility	0.40	0.65	-0.25
Sortino ratio: Return per unit of downside risk	0.72	1.04	-0.32
Omega ratio: Gain probability vs. loss probability	1.08	1.12	-0.04
Calmar ratio: Return relative to maximum drawdown	0.52	0.97	-0.45
Martin ratio: Return relative to average drawdown	0.90	1.82	-0.92

DVXP vs. VDC - Sharpe Ratio Comparison

The current DVXP Sharpe Ratio is 0.40, which is lower than the VDC Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of DVXP and VDC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

DVXP vs. VDC - Drawdown Comparison

The maximum DVXP drawdown since its inception was -16.36%, smaller than the maximum VDC drawdown of -34.24%. Use the drawdown chart below to compare losses from any high point for DVXP and VDC.

Drawdown Indicators

	DVXP	VDC	Difference
Max Drawdown Largest peak-to-trough decline	-16.36%	-34.24%	+17.88%
Max Drawdown (1Y) Largest decline over 1 year	-16.36%	-9.28%	-7.08%
Max Drawdown (3Y) Largest decline over 3 years	—	-11.06%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-16.55%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-25.31%	—
Current Drawdown Current decline from peak	-7.34%	-4.61%	-2.73%
Average Drawdown Average peak-to-trough decline	-8.28%	-3.74%	-4.54%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.37%	4.95%	+4.42%

Volatility

DVXP vs. VDC - Volatility Comparison

WEBs Consumer Staples XLP Defined Volatility ETF (DVXP) has a higher volatility of 6.69% compared to Vanguard Consumer Staples ETF (VDC) at 5.87%. This indicates that DVXP's price experiences larger fluctuations and is considered to be riskier than VDC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DVXP	VDC	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.69%	5.87%	+0.82%
Volatility (6M) Calculated over the trailing 6-month period	15.43%	11.43%	+4.00%
Volatility (1Y) Calculated over the trailing 1-year period	21.19%	13.79%	+7.40%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.20%	13.44%	+7.76%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.20%	14.76%	+6.44%

DVXP vs. VDC - Expense Ratio Comparison

DVXP has a 0.89% expense ratio, which is higher than VDC's 0.09% expense ratio.

Dividends

DVXP vs. VDC - Dividend Comparison

DVXP's dividend yield for the trailing twelve months is around 0.16%, less than VDC's 2.08% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DVXP WEBs Consumer Staples XLP Defined Volatility ETF	0.16%	0.19%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VDC Vanguard Consumer Staples ETF	2.08%	2.26%	2.33%	2.65%	2.37%	2.14%	2.50%	2.44%	2.78%	2.52%	2.39%	2.55%

Frequently Asked Questions

Can I hold both DVXP and VDC in my portfolio?

With a correlation of 0.97, DVXP and VDC 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.

Which is riskier, DVXP or VDC?

DVXP has higher volatility (6.69%) compared to VDC (5.87%). In terms of maximum drawdown, DVXP dropped -16.36% vs VDC's -34.24%.

Which ETF is better, DVXP or VDC?

On 1-year performance, VDC leads with 8.60% vs 7.24% for DVXP. On fees, VDC is cheaper at 0.09% per year. On volatility, VDC has been the lower-risk option at 5.87%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DVXP or VDC?

Over the 1-year period, VDC has performed better with a 8.60% return vs 7.24%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DVXP or VDC?

VDC is cheaper with a 0.09% expense ratio, compared with 0.89% for DVXP.

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

VDC has the higher dividend yield at 2.08%, compared with 0.16% for DVXP.

What is the main difference between DVXP and VDC?

DVXP tracks Syntax Defined Volatility XLP Index, while VDC tracks MSCI US Investable Market Consumer Staples 25/50 Index. They also come from different issuers: WEBs and Vanguard. Their fees differ too: 0.89% for DVXP and 0.09% for VDC.

Which has better risk-adjusted returns?

VDC currently has the higher Sharpe Ratio (0.65 vs 0.40), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.