VCAR vs. DVXY
VCAR (Simplify Volt RoboCar Disruption and Tech ETF) and DVXY (WEBs Consumer Discretionary XLY Defined Volatility ETF) are both Consumer Discretionary Equities funds. VCAR is actively managed, while DVXY is passively managed. A 0.68 correlation means they provide meaningful diversification when combined. VCAR charges 0.95%/yr vs 0.89%/yr for DVXY.
Performance
VCAR vs. DVXY - Performance Comparison
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Returns By Period
In the year-to-date period, VCAR achieves a -6.00% return, which is significantly higher than DVXY's -10.04% return.
VCAR
- 1D
- 2.20%
- 1M
- -7.98%
- YTD
- -6.00%
- 6M
- -27.05%
- 1Y
- -17.34%
- 3Y*
- 27.58%
- 5Y*
- 11.96%
- 10Y*
- —
DVXY
- 1D
- 1.69%
- 1M
- -3.26%
- YTD
- -10.04%
- 6M
- -13.64%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
VCAR vs. DVXY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
VCAR Simplify Volt RoboCar Disruption and Tech ETF | -6.00% | -18.07% |
DVXY WEBs Consumer Discretionary XLY Defined Volatility ETF | -10.04% | 1.31% |
Correlation
The correlation between VCAR and DVXY is 0.68, 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 23, 2025 | 0.68 |
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Return for Risk
VCAR vs. DVXY — Risk / Return Rank
VCAR
DVXY
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
VCAR vs. DVXY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Simplify Volt RoboCar Disruption and Tech ETF (VCAR) and WEBs Consumer Discretionary XLY Defined Volatility ETF (DVXY). 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.
| VCAR | DVXY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 0.99 | — | — |
| Calmar ratioReturn relative to maximum drawdown | -0.33 | — | — |
| Martin ratioReturn relative to average drawdown | -0.57 | — | — |
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Drawdowns
VCAR vs. DVXY - Drawdown Comparison
The maximum VCAR drawdown since its inception was -69.11%, which is greater than DVXY's maximum drawdown of -23.09%. Use the drawdown chart below to compare losses from any high point for VCAR and DVXY.
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Drawdown Indicators
| VCAR | DVXY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.11% | -23.09% | -46.02% |
Max Drawdown (1Y)Largest decline over 1 year | -56.12% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -56.12% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -69.11% | — | — |
Current DrawdownCurrent decline from peak | -41.68% | -16.31% | -25.37% |
Average DrawdownAverage peak-to-trough decline | -37.70% | -8.21% | -29.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 32.40% | — | — |
Volatility
VCAR vs. DVXY - Volatility Comparison
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Volatility by Period
| VCAR | DVXY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.96% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 42.00% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 57.47% | 27.12% | +30.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 50.96% | 27.12% | +23.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 50.09% | 27.12% | +22.97% |
VCAR vs. DVXY - Expense Ratio Comparison
VCAR has a 0.95% expense ratio, which is higher than DVXY's 0.89% expense ratio.
Dividends
VCAR vs. DVXY - Dividend Comparison
VCAR's dividend yield for the trailing twelve months is around 24.47%, while DVXY has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
DVXY WEBs Consumer Discretionary XLY Defined Volatility ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VCAR Simplify Volt RoboCar Disruption and Tech ETF | 24.47% | 23.87% | 0.62% | 0.00% | 0.83% |
Frequently Asked Questions
VCAR and DVXY have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DVXY is cheaper at 0.89% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DVXY is cheaper with a 0.89% expense ratio, compared with 0.95% for VCAR.
VCAR has the higher dividend yield at 24.47%, compared with 0.00% for DVXY.
They also come from different issuers: Simplify and WEBs. Their fees differ too: 0.95% for VCAR and 0.89% for DVXY.
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