WEBs Defined Volatility SPY ETF
Symbol: DVSP
Exchange: NASDAQ
Sector: Technology
Category: Large Blend
Inception date: 16/12/2024
Latest date: 03/06/2026
Current price: $29.78
Expense ratio: 0.89%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
8.92%
Ann. -60.81% (Sharpe / Sortino numerator)
Volatility
26.78%
Sharpe ratio
-2.406
VaR 95%
-2.59%
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
11.64%
Ann. -29.75% (Sharpe / Sortino numerator)
Volatility
24.10%
Sharpe ratio
-1.385
VaR 95%
-2.51%
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
9.35%
Ann. -15.21% (Sharpe / Sortino numerator)
Volatility
22.42%
Sharpe ratio
-0.840
VaR 95%
-2.43%
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
35.35%
Ann. 15.33% (Sharpe / Sortino numerator)
Volatility
21.82%
Sharpe ratio
0.536
VaR 95%
-2.18%
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.
Average daily return
0.129%
Best day
3.965%
Worst day
-5.149%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 03/06/2026 | $29.81 | $29.81 | $29.78 | $29.78 | 100 |
| 02/06/2026 | $30.19 | $30.19 | $30.19 | $30.19 | 500 |
| 01/06/2026 | $30.10 | $30.10 | $30.10 | $30.10 | 100 |
| 29/05/2026 | $30.01 | $30.01 | $29.97 | $29.97 | 2,100 |
| 28/05/2026 | $29.65 | $29.85 | $29.65 | $29.85 | 2,800 |
| 27/05/2026 | $29.52 | $29.52 | $29.52 | $29.52 | 100 |
| 26/05/2026 | $29.51 | $29.51 | $29.51 | $29.51 | 100 |
| 22/05/2026 | $29.21 | $29.21 | $29.21 | $29.21 | 100 |
| 21/05/2026 | $28.99 | $28.99 | $28.99 | $28.99 | 100 |
| 20/05/2026 | $28.88 | $28.88 | $28.88 | $28.88 | 100 |