DVXV vs. GERM

Last updated Jun 4, 2026

DVXV (WEBs Health Care XLV Defined Volatility ETF) and GERM (Amplify Treatments, Testing and Advancements ETF) are both Health & Biotech Equities funds - DVXV tracks the Syntax Defined Volatility XLV Index while GERM tracks the Prime Treatments, Testing and Advancements Index. Both are passively managed. DVXV charges 0.89%/yr vs 0.68%/yr for GERM.

Performance

DVXV vs. GERM - Performance Comparison

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

Returns By Period

DVXV

• 1D: 1.22%
• 1M: 2.40%
• YTD: -6.26%
• 6M: -6.57%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

GERM

• 1D: 0.00%
• 1M: 0.00%
• YTD: 0.00%
• 6M: 0.00%
• 1Y: 0.00%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

DVXV vs. GERM - Yearly Performance Comparison

	2026 (YTD)	2025
DVXV WEBs Health Care XLV Defined Volatility ETF	-6.26%	21.27%
GERM Amplify Treatments, Testing and Advancements ETF	0.00%	0.00%

Return for Risk

DVXV vs. GERM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WEBs Health Care XLV Defined Volatility ETF (DVXV) and Amplify Treatments, Testing and Advancements ETF (GERM). 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

	DVXV	GERM	Difference
Sharpe Ratio (All Time) Calculated using the full available price history	0.75	—	—

Drawdowns

DVXV vs. GERM - Drawdown Comparison

The maximum DVXV drawdown since its inception was -14.36%, which is greater than GERM's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for DVXV and GERM.

Drawdown Indicators

	DVXV	GERM	Difference
Max Drawdown Largest peak-to-trough decline	-14.36%	0.00%	-14.36%
Max Drawdown (1Y) Largest decline over 1 year	—	0.00%	—
Current Drawdown Current decline from peak	-10.72%	0.00%	-10.72%
Average Drawdown Average peak-to-trough decline	-4.79%	0.00%	-4.79%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	0.00%	—

Volatility

Volatility by Period

	DVXV	GERM	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	0.00%	—
Volatility (6M) Calculated over the trailing 6-month period	—	0.00%	—
Volatility (1Y) Calculated over the trailing 1-year period	21.33%	0.00%	+21.33%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.33%	0.00%	+21.33%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.33%	0.00%	+21.33%

DVXV vs. GERM - Expense Ratio Comparison

DVXV has a 0.89% expense ratio, which is higher than GERM's 0.68% expense ratio.

Dividends

DVXV vs. GERM - Dividend Comparison

Neither DVXV nor GERM has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Which ETF is better, DVXV or GERM?

On fees, GERM is cheaper at 0.68% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, DVXV or GERM?

GERM is cheaper with a 0.68% expense ratio, compared with 0.89% for DVXV.

Which ETF pays a higher dividend yield, DVXV or GERM?

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

What is the main difference between DVXV and GERM?

DVXV tracks Syntax Defined Volatility XLV Index, while GERM tracks Prime Treatments, Testing and Advancements Index. They also come from different issuers: WEBs and Amplify. Their fees differ too: 0.89% for DVXV and 0.68% for GERM.