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Performance analysis of DVSP (WEBs Defined Volatility SPY ETF)

Annual Return

Since Dec 17, 2024, DVSP has had an average annual return of +8.94%, underperforming the benchmark SPY, which returned +15.26% annual.

202620252024
+5%+15.57%-5.59%

Monthly Return

YearJanFebMarAprMayJunJulAugSepOctNovDecAnnually Total
2026+1.84%-2.02%-8.85%+11.25%+9.30%-3.60%-1.50%+5%
2025+2.85%-3.48%-8.16%-2.97%+4.53%+7.93%+3.77%+3.21%+6.90%+2.69%-1.04%-0.46%+15.57%
2024-5.59%-5.59%

Drawdown analysis of DVSP (WEBs Defined Volatility SPY ETF)

The maximum drawdown for the DVSP was -22.67%, occurring on Apr 8, 2025. Recovery took 86 trading sessions.

The current DVSP drawdown is -5.72%.

Since Dec 17, 2024 DVSP has experienced the following drawdowns:

  • 20% or more: 1 time
  • 10% or more: 2 times
DepthStartTo BottomBottomTo RecoverEndTotal
-22.67%Dec 17, 202475Apr 8, 202586Aug 12, 2025161
-15.56%Jan 12, 202653Mar 30, 202626May 6, 202679
-8.11%Jun 2, 20266Jun 10, 2026OngoingOngoingOngoing
-8.09%Oct 28, 202517Nov 20, 202530Jan 6, 202647
-5.79%Oct 8, 20252Oct 10, 202511Oct 27, 202513
-3.04%Aug 14, 20255Aug 21, 20254Aug 27, 20259
-2.87%May 14, 20263May 19, 20264May 26, 20267
-2.81%Sep 22, 20253Sep 25, 20254Oct 1, 20257
-2.33%Aug 28, 20252Sep 2, 20252Sep 4, 20254
-0.92%Oct 6, 20251Oct 7, 20251Oct 8, 20252
-0.74%Sep 4, 20251Sep 5, 20252Sep 9, 20253
-0.70%Jan 6, 20261Jan 7, 20262Jan 9, 20263
-0.67%May 6, 20261May 7, 20261May 8, 20262
-0.62%Sep 15, 20252Sep 17, 20251Sep 18, 20253
-0.24%May 11, 20261May 12, 20261May 13, 20262
-0.10%Sep 11, 20251Sep 12, 20251Sep 15, 20252
-0.04%Oct 2, 20251Oct 3, 20251Oct 6, 20252