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. A 0.78 correlation means they provide meaningful diversification when combined. 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 0.49% return, which is significantly lower than DVXP's 8.71% return.
FXG
- 1D
- 0.67%
- 1M
- -4.29%
- YTD
- 0.49%
- 6M
- -0.50%
- 1Y
- -1.06%
- 3Y*
- 1.23%
- 5Y*
- 2.01%
- 10Y*
- 4.33%
DVXP
- 1D
- -0.22%
- 1M
- -4.00%
- YTD
- 8.71%
- 6M
- 7.88%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
FXG vs. DVXP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
FXG First Trust Consumer Staples AlphaDEX Fund | 0.49% | -5.25% |
DVXP WEBs Consumer Staples XLP Defined Volatility ETF | 8.71% | -10.24% |
Correlation
The correlation between FXG and DVXP is 0.78, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jul 24, 2025 | 0.78 |
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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.
| FXG | DVXP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.00 | — | — |
| Calmar ratioReturn relative to maximum drawdown | -0.08 | — | — |
| Martin ratioReturn relative to average drawdown | -0.19 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FXG | DVXP | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.08 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.15 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.29 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | -0.13 | +0.61 |
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% | — | — |
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 | -12.11% | -12.57% | +0.46% |
Average DrawdownAverage peak-to-trough decline | -6.03% | -8.28% | +2.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.46% | — | — |
Volatility
FXG vs. DVXP - Volatility Comparison
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Volatility by Period
| FXG | DVXP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.32% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 9.06% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 12.72% | 20.99% | -8.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.48% | 20.99% | -7.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.92% | 20.99% | -6.07% |
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 2.88%, 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% |
FXG First Trust Consumer Staples AlphaDEX Fund | 2.88% | 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 0.78, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, FXG is cheaper at 0.63% per year. The better choice depends on whether you care most about return, fees, risk, or income.
FXG is cheaper with a 0.63% expense ratio, compared with 0.89% for DVXP.
FXG has the higher dividend yield at 2.88%, compared with 0.17% 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.
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