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DVXV vs. DVXE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DVXV vs. DVXE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WEBs Health Care XLV Defined Volatility ETF (DVXV) and WEBs Energy XLE Defined Volatility ETF (DVXE). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DVXV achieves a 4.89% return, which is significantly lower than DVXE's 50.61% return.


DVXV

1D
-0.50%
1M
-1.06%
6M
5.03%
YTD
4.89%
1Y
33.47%
3Y*
5Y*
10Y*
ALL TIME*
26.57%

DVXE

1D
1.38%
1M
15.67%
6M
26.93%
YTD
50.61%
1Y
61.29%
3Y*
5Y*
10Y*
ALL TIME*
55.89%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$14.59K$12.40K$16.43K
$1.42K$1.10K$2.54K

DVXV vs. DVXE - Yearly Performance Comparison


Correlation

The correlation between DVXV and DVXE is -0.03, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.03

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

-0.03

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Return for Risk

DVXV vs. DVXE — Risk / Return Rank

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

DVXV
DVXV Risk / Return Rank: 6666
Overall Rank
DVXV Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
DVXV Sortino Ratio Rank: 7979
Sortino Ratio Rank
DVXV Omega Ratio Rank: 6666
Omega Ratio Rank
DVXV Calmar Ratio Rank: 6868
Calmar Ratio Rank
DVXV Martin Ratio Rank: 4949
Martin Ratio Rank

DVXE
DVXE Risk / Return Rank: 6868
Overall Rank
DVXE Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
DVXE Sortino Ratio Rank: 7070
Sortino Ratio Rank
DVXE Omega Ratio Rank: 6868
Omega Ratio Rank
DVXE Calmar Ratio Rank: 7373
Calmar Ratio Rank
DVXE Martin Ratio Rank: 5151
Martin Ratio Rank
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.

DVXV vs. DVXE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WEBs Health Care XLV Defined Volatility ETF (DVXV) and WEBs Energy XLE Defined Volatility ETF (DVXE). 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.


DVXVDVXEDifference
Sharpe ratioReturn per unit of total volatility

-0.21

Sortino ratioReturn per unit of downside risk

+0.26

Omega ratioGain probability vs. loss probability

1.28

1.29

0.00

Calmar ratioReturn relative to maximum drawdown

2.41

2.59

-0.19

Martin ratioReturn relative to average drawdown

5.60

6.05

-0.46

DVXV vs. DVXE - Sharpe Ratio Comparison

The current DVXV Sharpe Ratio is 1.62, which is comparable to the DVXE Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of DVXV and DVXE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

DVXV vs. DVXE - Drawdown Comparison

The maximum DVXV drawdown since its inception was -14.36%, smaller than the maximum DVXE drawdown of -21.83%. Use the drawdown chart below to compare losses from any high point for DVXV and DVXE.


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Drawdown Indicators


DVXVDVXEDifference

Max Drawdown

Largest peak-to-trough decline

-14.36%

-21.83%

+7.47%

Max Drawdown (1Y)

Largest decline over 1 year

-14.36%

-21.83%

+7.47%

Current Drawdown

Current decline from peak

-2.61%

-8.57%

+5.96%

Average Drawdown

Average peak-to-trough decline

-4.58%

-7.25%

+2.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.16%

9.37%

-3.21%

Volatility

DVXV vs. DVXE - Volatility Comparison

The current volatility for WEBs Health Care XLV Defined Volatility ETF (DVXV) is 5.81%, while WEBs Energy XLE Defined Volatility ETF (DVXE) has a volatility of 8.29%. This indicates that DVXV experiences smaller price fluctuations and is considered to be less risky than DVXE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DVXVDVXEDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.81%

8.29%

-2.48%

Volatility (6M)

Calculated over the trailing 6-month period

15.13%

22.36%

-7.23%

Volatility (1Y)

Calculated over the trailing 1-year period

21.61%

30.92%

-9.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.42%

30.78%

-9.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.42%

30.78%

-9.36%

DVXV vs. DVXE - Expense Ratio Comparison

Both DVXV and DVXE have an expense ratio of 0.89%.


Dividends

DVXV vs. DVXE - Dividend Comparison

Neither DVXV nor DVXE has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


DVXV and DVXE have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DVXE has higher volatility (8.29%) compared to DVXV (5.81%). In terms of maximum drawdown, DVXV dropped -14.36% vs DVXE's -21.83%.

On 1-year performance, DVXE leads with 61.29% vs 33.47% for DVXV. Both ETFs have the same 0.89% expense ratio. On volatility, DVXV has been the lower-risk option at 5.81%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, DVXE has performed better with a 61.29% return vs 33.47%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DVXV and DVXE have the same expense ratio: 0.89% per year.

DVXV and DVXE have nearly identical dividend yields, around 0.00%.

DVXV is categorized as Health & Biotech Equities, while DVXE is Energy Equities. DVXV tracks Syntax Defined Volatility XLV Index, while DVXE tracks Syntax Defined Volatility XLE Index.

DVXE currently has the higher Sharpe Ratio (1.83 vs 1.62), 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.

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