APLY vs. SVOL

In the year-to-date period, APLY achieves a -22.13% return, which is significantly lower than SVOL's -16.62% return.

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APLY has a 0.99% expense ratio, which is higher than SVOL's 0.50% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for YieldMax AAPL Option Income Strategy ETF (APLY) and Simplify Volatility Premium ETF (SVOL). 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.

The current APLY Sharpe Ratio is -0.13, which is higher than the SVOL Sharpe Ratio of -0.45. The chart below compares the historical Sharpe Ratios of APLY and SVOL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

APLY's dividend yield for the trailing twelve months is around 30.36%, more than SVOL's 20.56% yield.

The maximum APLY drawdown since its inception was -31.09%, smaller than the maximum SVOL drawdown of -33.50%. Use the drawdown chart below to compare losses from any high point for APLY and SVOL. For additional features, visit the drawdowns tool.

The current volatility for YieldMax AAPL Option Income Strategy ETF (APLY) is 16.04%, while Simplify Volatility Premium ETF (SVOL) has a volatility of 23.61%. This indicates that APLY experiences smaller price fluctuations and is considered to be less risky than SVOL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.