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XLP vs. DVXP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XLP vs. DVXP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in State Street Consumer Staples Select Sector SPDR ETF (XLP) and WEBs Consumer Staples XLP Defined Volatility ETF (DVXP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, XLP achieves a 6.21% return, which is significantly lower than DVXP's 8.71% return.


XLP

1D
-0.15%
1M
-2.40%
YTD
6.21%
6M
6.01%
1Y
2.54%
3Y*
6.67%
5Y*
5.52%
10Y*
7.17%

DVXP

1D
-0.22%
1M
-4.00%
YTD
8.71%
6M
7.88%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XLP vs. DVXP - Yearly Performance Comparison


Correlation

The correlation between XLP and DVXP is 0.99 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jul 24, 2025

0.99

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Return for Risk

XLP vs. DVXP — Risk / Return Rank

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

XLP
XLP Risk / Return Rank: 1212
Overall Rank
XLP Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
XLP Sortino Ratio Rank: 1212
Sortino Ratio Rank
XLP Omega Ratio Rank: 1111
Omega Ratio Rank
XLP Calmar Ratio Rank: 1212
Calmar Ratio Rank
XLP Martin Ratio Rank: 1212
Martin Ratio Rank

DVXP
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.

XLP vs. DVXP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for State Street Consumer Staples Select Sector SPDR ETF (XLP) 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.


XLPDVXPDifference
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

0.26

Martin ratioReturn relative to average drawdown

0.52

XLP vs. DVXP - Sharpe Ratio Comparison


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Sharpe Ratios by Period


XLPDVXPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

0.43

-0.13

+0.57

Drawdowns

XLP vs. DVXP - Drawdown Comparison

The maximum XLP drawdown since its inception was -35.90%, which is greater than DVXP's maximum drawdown of -16.36%. Use the drawdown chart below to compare losses from any high point for XLP and DVXP.


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Drawdown Indicators


XLPDVXPDifference

Max Drawdown

Largest peak-to-trough decline

-35.90%

-16.36%

-19.54%

Max Drawdown (1Y)

Largest decline over 1 year

-9.69%

Max Drawdown (3Y)

Largest decline over 3 years

-12.39%

Max Drawdown (5Y)

Largest decline over 5 years

-16.30%

Max Drawdown (10Y)

Largest decline over 10 years

-24.51%

Current Drawdown

Current decline from peak

-8.34%

-12.57%

+4.23%

Average Drawdown

Average peak-to-trough decline

-7.06%

-8.28%

+1.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.94%

Volatility

XLP vs. DVXP - Volatility Comparison


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Volatility by Period


XLPDVXPDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.90%

Volatility (6M)

Calculated over the trailing 6-month period

9.84%

Volatility (1Y)

Calculated over the trailing 1-year period

12.66%

20.99%

-8.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.29%

20.99%

-7.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.73%

20.99%

-6.26%

XLP vs. DVXP - Expense Ratio Comparison

XLP has a 0.08% expense ratio, which is lower than DVXP's 0.89% expense ratio.


Dividends

XLP vs. DVXP - Dividend Comparison

XLP's dividend yield for the trailing twelve months is around 2.65%, more than DVXP's 0.17% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
XLP
State Street Consumer Staples Select Sector SPDR ETF
2.65%2.75%2.77%2.63%2.47%2.28%2.50%2.57%3.04%2.62%2.53%2.52%

Frequently Asked Questions


With a correlation of 0.99, XLP 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, XLP is cheaper at 0.08% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XLP is cheaper with a 0.08% expense ratio, compared with 0.89% for DVXP.

XLP has the higher dividend yield at 2.65%, compared with 0.17% for DVXP.

XLP tracks Consumer Staples Select Sector Index, while DVXP tracks Syntax Defined Volatility XLP Index. They also come from different issuers: State Street and WEBs. Their fees differ too: 0.08% for XLP and 0.89% for DVXP.

Portfolio Optimizer

Find the right allocation for XLP and DVXP

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