DVXP vs. VDC

Last updated Jun 3, 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. With a 0.97 correlation, they move nearly in lockstep. DVXP charges 0.89%/yr vs 0.10%/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 8.35% return, which is significantly higher than VDC's 5.11% return.

DVXP

• 1D: -0.30%
• 1M: -4.03%
• YTD: 8.35%
• 6M: 6.63%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

VDC

• 1D: -0.29%
• 1M: -4.65%
• YTD: 5.11%
• 6M: 3.93%
• 1Y: 0.46%
• 3Y*: 7.21%
• 5Y*: 5.99%
• 10Y*: 7.53%

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

DVXP vs. VDC - Yearly Performance Comparison

	2026 (YTD)	2025
DVXP WEBs Consumer Staples XLP Defined Volatility ETF	8.35%	-10.24%
VDC Vanguard Consumer Staples ETF	5.11%	-3.23%

Correlation

The correlation between DVXP and VDC is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jul 24, 2025	0.97

Return for Risk

DVXP vs. VDC — Risk / Return Rank

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

VDC

VDC Risk / Return Rank: 9
VDC Sharpe Ratio Rank: 9
VDC Sortino Ratio Rank: 9
VDC Omega Ratio Rank: 9
VDC Calmar Ratio Rank: 9
VDC Martin Ratio Rank: 9

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. 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.

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

Sharpe Ratios by Period

	DVXP	VDC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.04	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.46	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.52	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.15	0.66	-0.81

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	—	-9.28%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-11.78%	—
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	-12.86%	-9.07%	-3.79%
Average Drawdown Average peak-to-trough decline	-8.24%	-3.73%	-4.51%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	4.47%	—

Volatility

Volatility by Period

	DVXP	VDC	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	4.06%	—
Volatility (6M) Calculated over the trailing 6-month period	—	9.74%	—
Volatility (1Y) Calculated over the trailing 1-year period	21.07%	12.35%	+8.72%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.07%	13.13%	+7.94%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.07%	14.64%	+6.43%

DVXP vs. VDC - Expense Ratio Comparison

DVXP has a 0.89% expense ratio, which is higher than VDC's 0.10% expense ratio.

Dividends

DVXP vs. VDC - Dividend Comparison

DVXP's dividend yield for the trailing twelve months is around 0.17%, less than VDC's 2.18% 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%
VDC Vanguard Consumer Staples ETF	2.18%	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 ETF is better, DVXP or VDC?

On fees, VDC is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, DVXP or VDC?

VDC is cheaper with a 0.10% 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 2.18%, compared with 0.17% 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 0.10% for VDC.