IYK vs. DVXP

Last updated Jul 17, 2026

IYK (iShares U.S. Consumer Staples ETF) and DVXP (WEBs Consumer Staples XLP Defined Volatility ETF) are both Consumer Staples Equities funds - IYK tracks the Russell 1000 Consumer Staples RIC 22.5/45 Capped Index while DVXP tracks the Syntax Defined Volatility XLP Index. Both are passively managed. Their correlation of 0.92 suggests significant overlap in exposure. IYK charges 0.38%/yr vs 0.89%/yr for DVXP.

Performance

IYK vs. DVXP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares U.S. Consumer Staples ETF (IYK) 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, IYK achieves a 13.61% return, which is significantly lower than DVXP's 15.78% return.

IYK

• 1D: 2.93%
• 1M: 2.60%
• 6M: 9.16%
• YTD: 13.61%
• 1Y: 10.64%
• 3Y*: 6.99%
• 5Y*: 6.96%
• 10Y*: 9.18%

DVXP

• 1D: 3.21%
• 1M: 0.54%
• 6M: 5.24%
• YTD: 15.78%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

IYK vs. DVXP - Yearly Performance Comparison

	2026 (YTD)	2025
IYK iShares U.S. Consumer Staples ETF	13.61%	-3.45%
DVXP WEBs Consumer Staples XLP Defined Volatility ETF	15.78%	-10.24%

Correlation

The correlation between IYK and DVXP is 0.92, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jul 23, 2025	0.92

Return for Risk

IYK vs. DVXP — Risk / Return Rank

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

IYK

IYK Risk / Return Rank: 25
IYK Sharpe Ratio Rank: 26
IYK Sortino Ratio Rank: 27
IYK Omega Ratio Rank: 24
IYK Calmar Ratio Rank: 25
IYK Martin Ratio Rank: 21

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.

IYK vs. DVXP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Consumer Staples ETF (IYK) 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.

	IYK	DVXP	Difference
Sharpe ratio: Return per unit of total volatility	0.79	—	—
Sortino ratio: Return per unit of downside risk	1.23	—	—
Omega ratio: Gain probability vs. loss probability	1.14	—	—
Calmar ratio: Return relative to maximum drawdown	1.00	—	—
Martin ratio: Return relative to average drawdown	2.02	—	—

Drawdowns

IYK vs. DVXP - Drawdown Comparison

The maximum IYK drawdown since its inception was -42.64%, which is greater than DVXP's maximum drawdown of -16.36%. Use the drawdown chart below to compare losses from any high point for IYK and DVXP.

Drawdown Indicators

	IYK	DVXP	Difference
Max Drawdown Largest peak-to-trough decline	-42.64%	-16.36%	-26.28%
Max Drawdown (1Y) Largest decline over 1 year	-10.68%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-12.14%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-15.05%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-33.19%	—	—
Current Drawdown Current decline from peak	-2.08%	-6.89%	+4.81%
Average Drawdown Average peak-to-trough decline	-5.07%	-8.32%	+3.25%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.29%	—	—

Volatility

Volatility by Period

	IYK	DVXP	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.83%	—	—
Volatility (6M) Calculated over the trailing 6-month period	10.80%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	13.52%	21.26%	-7.74%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.24%	21.26%	-8.02%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.56%	21.26%	-5.70%

IYK vs. DVXP - Expense Ratio Comparison

IYK has a 0.38% expense ratio, which is lower than DVXP's 0.89% expense ratio.

Dividends

IYK vs. DVXP - Dividend Comparison

IYK's dividend yield for the trailing twelve months is around 2.52%, 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%
IYK iShares U.S. Consumer Staples ETF	2.52%	2.75%	2.63%	2.74%	2.16%	1.49%	1.42%	2.21%	2.81%	1.74%	2.63%	2.11%

Frequently Asked Questions

Can I hold both IYK and DVXP in my portfolio?

With a correlation of 0.92, IYK 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, IYK or DVXP?

On fees, IYK is cheaper at 0.38% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, IYK or DVXP?

IYK is cheaper with a 0.38% expense ratio, compared with 0.89% for DVXP.

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

IYK has the higher dividend yield at 2.52%, compared with 0.16% for DVXP.

What is the main difference between IYK and DVXP?

IYK tracks Russell 1000 Consumer Staples RIC 22.5/45 Capped Index, while DVXP tracks Syntax Defined Volatility XLP Index. They also come from different issuers: iShares and WEBs. Their fees differ too: 0.38% for IYK and 0.89% for DVXP.