FXG vs. DVXP
FXG (First Trust Consumer Staples AlphaDEX Fund) and DVXP (WEBs Consumer Staples XLP Defined Volatility ETF) are both Consumer Staples Equities funds - FXG tracks the StrataQuant Consumer Staples Index while DVXP tracks the Syntax Defined Volatility XLP Index. Both are passively managed. Over the past year, FXG returned 5.04% vs 6.92% for DVXP. Their correlation of 0.80 means they have usually moved in the same direction. FXG charges 0.63%/yr vs 0.89%/yr for DVXP.
Performance
FXG vs. DVXP - Performance Comparison
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Returns By Period
In the year-to-date period, FXG achieves a 8.56% return, which is significantly lower than DVXP's 15.55% return.
FXG
- 1D
- 0.56%
- 1M
- 2.45%
- 6M
- -1.21%
- YTD
- 8.56%
- 1Y
- 5.04%
- 3Y*
- 2.63%
- 5Y*
- 5.20%
- 10Y*
- 4.76%
- ALL TIME*
- 8.12%
DVXP
- 1D
- 0.08%
- 1M
- 1.96%
- 6M
- -2.55%
- YTD
- 15.55%
- 1Y
- 6.92%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 3.59%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.15K | $38.17K | $41.27K | |
| $695.75K | $660.92K | $780.49K |
FXG vs. DVXP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
FXG First Trust Consumer Staples AlphaDEX Fund | 8.56% | -4.33% |
DVXP WEBs Consumer Staples XLP Defined Volatility ETF | 15.55% | -10.24% |
Correlation
The correlation between FXG and DVXP is 0.81, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.81 |
Correlation (All Time) Calculated using the full available price history since Jul 23, 2025 | 0.80 |
The correlation between FXG and DVXP has been stable across timeframes, ranging from 0.80 to 0.81 - a consistent structural relationship.
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Return for Risk
FXG vs. DVXP — Risk / Return Rank
FXG
DVXP
FXG vs. DVXP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for First Trust Consumer Staples AlphaDEX Fund (FXG) 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.
| FXG | DVXP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.03 | ||
| Sortino ratioReturn per unit of downside risk | -0.01 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.07 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 0.40 | 0.42 | -0.03 |
| Martin ratioReturn relative to average drawdown | 0.80 | 0.74 | +0.06 |
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Drawdowns
FXG vs. DVXP - Drawdown Comparison
The maximum FXG drawdown since its inception was -38.69%, which is greater than DVXP's maximum drawdown of -16.36%. Use the drawdown chart below to compare losses from any high point for FXG and DVXP.
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Drawdown Indicators
| FXG | DVXP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.69% | -16.36% | -22.33% |
Max Drawdown (1Y)Largest decline over 1 year | -12.75% | -16.36% | +3.61% |
Max Drawdown (3Y)Largest decline over 3 years | -12.75% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -15.70% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -27.54% | — | — |
Current DrawdownCurrent decline from peak | -5.05% | -7.07% | +2.02% |
Average DrawdownAverage peak-to-trough decline | -6.04% | -8.27% | +2.23% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.30% | 9.40% | -3.10% |
Volatility
FXG vs. DVXP - Volatility Comparison
The current volatility for First Trust Consumer Staples AlphaDEX Fund (FXG) is 5.00%, while WEBs Consumer Staples XLP Defined Volatility ETF (DVXP) has a volatility of 6.02%. This indicates that FXG experiences smaller price fluctuations and is considered to be less risky than DVXP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FXG | DVXP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.00% | 6.02% | -1.02% |
Volatility (6M)Calculated over the trailing 6-month period | 10.69% | 15.01% | -4.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.90% | 21.07% | -7.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.75% | 21.08% | -7.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.02% | 21.08% | -6.06% |
FXG vs. DVXP - Expense Ratio Comparison
FXG has a 0.63% expense ratio, which is lower than DVXP's 0.89% expense ratio.
Dividends
FXG vs. DVXP - Dividend Comparison
FXG's dividend yield for the trailing twelve months is around 2.35%, more than DVXP's 0.16% 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% |
FXG First Trust Consumer Staples AlphaDEX Fund | 2.35% | 2.83% | 1.70% | 1.41% | 1.83% | 1.38% | 1.41% | 1.63% | 2.31% | 1.34% | 1.72% | 1.67% |
Frequently Asked Questions
FXG and DVXP have a correlation of 0.81, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DVXP has higher volatility (6.02%) compared to FXG (5.00%). In terms of maximum drawdown, FXG dropped -38.69% vs DVXP's -16.36%.
On 1-year performance, DVXP leads with 6.92% vs 5.04% for FXG. On fees, FXG is cheaper at 0.63% per year. On volatility, FXG has been the lower-risk option at 5.00%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, DVXP has performed better with a 6.92% return vs 5.04%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
FXG is cheaper with a 0.63% expense ratio, compared with 0.89% for DVXP.
FXG has the higher dividend yield at 2.35%, compared with 0.16% for DVXP.
FXG tracks StrataQuant Consumer Staples Index, while DVXP tracks Syntax Defined Volatility XLP Index. They also come from different issuers: First Trust and WEBs. Their fees differ too: 0.63% for FXG and 0.89% for DVXP.
FXG currently has the higher Sharpe Ratio (0.36 vs 0.33), 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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