Summary
DVQQ
Prices · period metrics · 12M
NAV as of 03/06/2026
02/04/2025 → 02/04/2026
Return 49.84% Volatility 24.33% Sharpe 0.70
Official loaded data — not a live quote.

WEBs Defined Volatility QQQ ETF

Symbol: DVQQ

Exchange: NASDAQ

Sector: Technology

Category: Large Growth

Inception date: 16/12/2024

Latest date: 03/06/2026

Current price: $33.16

Expense ratio: 0.94%

Assets under management
$2.9M
0.00% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

14.84%

Ann. -49.62% (Sharpe / Sortino numerator)

Volatility

27.67%

Sharpe ratio

-1.924

VaR 95%

-2.57%

CVaR 95%: -2.81%
Max drawdown: -11.12%
Sortino ratio: -3.620
Calmar ratio: -4.46

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

26.03%

Ann. -28.16% (Sharpe / Sortino numerator)

Volatility

25.55%

Sharpe ratio

-1.244

VaR 95%

-2.65%

CVaR 95%: -3.06%
Max drawdown: -16.88%
Sortino ratio: -2.037
Calmar ratio: -1.67

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

18.25%

Ann. -19.38% (Sharpe / Sortino numerator)

Volatility

25.37%

Sharpe ratio

-0.907

VaR 95%

-2.60%

CVaR 95%: -3.54%
Max drawdown: -17.89%
Sortino ratio: -1.189
Calmar ratio: -1.08

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

49.84%

Ann. 20.68% (Sharpe / Sortino numerator)

Volatility

24.33%

Sharpe ratio

0.701

VaR 95%

-2.55%

CVaR 95%: -3.46%
Max drawdown: -17.89%
Sortino ratio: 0.931
Calmar ratio: 1.16

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 03/06/2025 - 03/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.172%

Best day

3.969%

31/03/2026
Worst day

-6.868%

10/10/2025
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
03/06/2026 $33.16 $33.16 $33.16 $33.16 100
02/06/2026 $33.16 $33.28 $33.16 $33.28 700
01/06/2026 $33.08 $33.08 $33.04 $33.04 1,100
29/05/2026 $32.80 $32.80 $32.80 $32.80 100
28/05/2026 $32.52 $32.63 $32.52 $32.63 600
27/05/2026 $32.27 $32.27 $32.27 $32.27 100
26/05/2026 $32.30 $32.30 $32.30 $32.30 100
22/05/2026 $31.66 $31.66 $31.60 $31.60 100
21/05/2026 $31.35 $31.43 $31.35 $31.43 700
20/05/2026 $31.30 $31.30 $31.30 $31.30 100