WEBs Defined Volatility SPY ETF
Symbol: DVSP
Exchange: NASDAQ
Sector: Technology
Category: Large Blend
Inception date: 16/12/2024
Latest date: 15/10/2026
Current price: $30.09
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
3.87%
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
2.92%
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
14.14%
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
13.58%
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.
Period total return
21.12%
Ann. 8.84% (Sharpe / Sortino numerator)
Volatility
21.93%
Sharpe ratio
0.239
VaR 95%
-2.28%
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: 15/10/2025 - 15/10/2026.
Average daily return
0.059%
Best day
3.965%
Worst day
-5.099%
Days with data
251
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 15/10/2026 | $29.92 | $30.22 | $29.92 | $30.09 | 600 |
| 14/10/2026 | $29.97 | $29.97 | $29.87 | $29.87 | 1,200 |
| 13/10/2026 | $30.57 | $30.57 | $30.57 | $30.57 | 100 |
| 12/10/2026 | $30.59 | $30.59 | $30.59 | $30.59 | 200 |
| 09/10/2026 | $30.58 | $30.64 | $30.46 | $30.64 | 6,700 |
| 08/10/2026 | $30.17 | $30.29 | $30.06 | $30.29 | 700 |
| 07/10/2026 | $30.57 | $30.57 | $30.57 | $30.57 | 100 |
| 06/10/2026 | $30.88 | $30.88 | $30.70 | $30.70 | 300 |
| 05/10/2026 | $30.37 | $30.37 | $30.37 | $30.37 | 100 |
| 02/10/2026 | $29.98 | $30.02 | $29.98 | $30.02 | 1,500 |