IYK vs. DVXP
IYK (iShares U.S. Consumer Goods ETF) and DVXP (WEBs Consumer Staples XLP Defined Volatility ETF) are both Consumer Staples Equities funds - IYK tracks the Dow Jones U.S. Consumer Goods Index while DVXP tracks the Syntax Defined Volatility XLP Index. Both are passively managed. Their correlation of 0.91 suggests significant overlap in exposure. IYK charges 0.42%/yr vs 0.89%/yr for DVXP.
Performance
IYK vs. DVXP - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, IYK achieves a 5.46% return, which is significantly lower than DVXP's 8.71% return.
IYK
- 1D
- -0.20%
- 1M
- -1.64%
- YTD
- 5.46%
- 6M
- 5.91%
- 1Y
- 1.90%
- 3Y*
- 4.78%
- 5Y*
- 5.51%
- 10Y*
- 8.83%
DVXP
- 1D
- -0.22%
- 1M
- -4.00%
- YTD
- 8.71%
- 6M
- 7.88%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
IYK vs. DVXP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
IYK iShares U.S. Consumer Goods ETF | 5.46% | -3.49% |
DVXP WEBs Consumer Staples XLP Defined Volatility ETF | 8.71% | -10.24% |
Correlation
The correlation between IYK and DVXP is 0.91, 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 24, 2025 | 0.91 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
IYK vs. DVXP — Risk / Return Rank
IYK
DVXP
IYK vs. DVXP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares U.S. Consumer Goods 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.
| IYK | DVXP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.04 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 0.18 | — | — |
| Martin ratioReturn relative to average drawdown | 0.38 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| IYK | DVXP | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.16 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.43 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.57 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | -0.13 | +0.70 |
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.
Loading charts...
Drawdown Indicators
| IYK | DVXP | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -9.10% | -12.57% | +3.47% |
Average DrawdownAverage peak-to-trough decline | -5.07% | -8.28% | +3.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.05% | — | — |
Volatility
IYK vs. DVXP - Volatility Comparison
Loading charts...
Volatility by Period
| IYK | DVXP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.51% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 9.29% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 12.15% | 20.99% | -8.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.98% | 20.99% | -8.01% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.50% | 20.99% | -5.49% |
IYK vs. DVXP - Expense Ratio Comparison
IYK has a 0.42% 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 2.69%, 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% |
IYK iShares U.S. Consumer Goods ETF | 2.69% | 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
With a correlation of 0.91, 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.
On fees, IYK is cheaper at 0.42% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IYK is cheaper with a 0.42% expense ratio, compared with 0.89% for DVXP.
IYK has the higher dividend yield at 2.69%, compared with 0.17% for DVXP.
IYK tracks Dow Jones U.S. Consumer Goods Index, while DVXP tracks Syntax Defined Volatility XLP Index. They also come from different issuers: iShares and WEBs. Their fees differ too: 0.42% for IYK and 0.89% for DVXP.
Find the right allocation for IYK and DVXP
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer