FSTA vs. DVXP

Last updated Jun 24, 2026

FSTA (Fidelity MSCI Consumer Staples Index ETF) and DVXP (WEBs Consumer Staples XLP Defined Volatility ETF) are both Consumer Staples Equities funds - FSTA tracks the MSCI USA IMI Consumer Staples Index while DVXP tracks the Syntax Defined Volatility XLP Index. Both are passively managed. With a 0.96 correlation, they move nearly in lockstep. FSTA charges 0.08%/yr vs 0.89%/yr for DVXP.

Performance

FSTA vs. DVXP - Performance Comparison

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

Returns By Period

In the year-to-date period, FSTA achieves a 8.86% return, which is significantly lower than DVXP's 10.51% return.

FSTA

• 1D: 1.73%
• 1M: -0.47%
• YTD: 8.86%
• 6M: 8.88%
• 1Y: 5.28%
• 3Y*: 8.04%
• 5Y*: 7.17%
• 10Y*: 7.91%

DVXP

• 1D: -0.81%
• 1M: -3.52%
• YTD: 10.51%
• 6M: 9.85%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

FSTA vs. DVXP - Yearly Performance Comparison

	2026 (YTD)	2025
FSTA Fidelity MSCI Consumer Staples Index ETF	8.86%	-3.29%
DVXP WEBs Consumer Staples XLP Defined Volatility ETF	10.51%	-10.24%

Correlation

The correlation between FSTA and DVXP is 0.96 - 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 23, 2025	0.96

Return for Risk

FSTA vs. DVXP — Risk / Return Rank

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

FSTA

FSTA Risk / Return Rank: 14
FSTA Sharpe Ratio Rank: 15
FSTA Sortino Ratio Rank: 14
FSTA Omega Ratio Rank: 13
FSTA Calmar Ratio Rank: 15
FSTA Martin Ratio Rank: 14

DVXP

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

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.

FSTA vs. DVXP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity MSCI Consumer Staples Index ETF (FSTA) and WEBs Consumer Staples XLP Defined Volatility ETF (DVXP). 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.

	FSTA	DVXP	Difference
Sharpe ratio: Return per unit of total volatility	0.42	—	—
Sortino ratio: Return per unit of downside risk	0.69	—	—
Omega ratio: Gain probability vs. loss probability	1.08	—	—
Calmar ratio: Return relative to maximum drawdown	0.57	—	—
Martin ratio: Return relative to average drawdown	1.12	—	—

Drawdowns

FSTA vs. DVXP - Drawdown Comparison

The maximum FSTA drawdown since its inception was -25.13%, which is greater than DVXP's maximum drawdown of -16.36%. Use the drawdown chart below to compare losses from any high point for FSTA and DVXP.

Drawdown Indicators

	FSTA	DVXP	Difference
Max Drawdown Largest peak-to-trough decline	-25.13%	-16.36%	-8.77%
Max Drawdown (1Y) Largest decline over 1 year	-9.29%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-11.76%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-16.58%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-25.13%	—	—
Current Drawdown Current decline from peak	-5.90%	-11.12%	+5.22%
Average Drawdown Average peak-to-trough decline	-3.56%	-8.28%	+4.72%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.71%	—	—

Volatility

Volatility by Period

	FSTA	DVXP	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.99%	—	—
Volatility (6M) Calculated over the trailing 6-month period	10.34%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	12.79%	21.08%	-8.29%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.17%	21.08%	-7.91%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.59%	21.08%	-6.49%

FSTA vs. DVXP - Expense Ratio Comparison

FSTA has a 0.08% expense ratio, which is lower than DVXP's 0.89% expense ratio.

Dividends

FSTA vs. DVXP - Dividend Comparison

FSTA's dividend yield for the trailing twelve months is around 2.20%, more than DVXP's 0.17% 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%
FSTA Fidelity MSCI Consumer Staples Index ETF	2.20%	2.34%	2.25%	2.66%	2.26%	2.15%	2.47%	2.46%	3.01%	2.42%	2.53%	2.86%

Frequently Asked Questions

Can I hold both FSTA and DVXP in my portfolio?

With a correlation of 0.96, FSTA and DVXP 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, FSTA or DVXP?

On fees, FSTA is cheaper at 0.08% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, FSTA or DVXP?

FSTA is cheaper with a 0.08% expense ratio, compared with 0.89% for DVXP.

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

FSTA has the higher dividend yield at 2.20%, compared with 0.17% for DVXP.

What is the main difference between FSTA and DVXP?

FSTA tracks MSCI USA IMI Consumer Staples Index, while DVXP tracks Syntax Defined Volatility XLP Index. They also come from different issuers: Fidelity and WEBs. Their fees differ too: 0.08% for FSTA and 0.89% for DVXP.