BBLU vs. SVOL
Compare and contrast key facts about Ea Bridgeway Blue Chip ETF (BBLU) and Simplify Volatility Premium ETF (SVOL).
BBLU and SVOL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BBLU is an actively managed fund by Alpha Architect. It was launched on Nov 17, 2022. SVOL is an actively managed fund by Simplify Asset Management Inc.. It was launched on May 12, 2021.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BBLU or SVOL.
Key characteristics
| BBLU | SVOL | |
|---|---|---|
| YTD Return | 22.54% | 4.70% |
| 1Y Return | 32.40% | 8.87% |
| Sharpe Ratio | 3.10 | 0.86 |
| Sortino Ratio | 4.17 | 1.17 |
| Omega Ratio | 1.56 | 1.21 |
| Calmar Ratio | 3.94 | 0.93 |
| Martin Ratio | 17.59 | 6.19 |
| Ulcer Index | 2.03% | 1.64% |
| Daily Std Dev | 11.53% | 11.79% |
| Max Drawdown | -9.07% | -15.68% |
| Current Drawdown | -2.00% | -4.60% |
Correlation
The correlation between BBLU and SVOL is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
BBLU vs. SVOL - Performance Comparison
In the year-to-date period, BBLU achieves a 22.54% return, which is significantly higher than SVOL's 4.70% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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BBLU vs. SVOL - Expense Ratio Comparison
BBLU has a 0.15% expense ratio, which is lower than SVOL's 0.50% expense ratio.
Risk-Adjusted Performance
BBLU vs. SVOL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Ea Bridgeway Blue Chip ETF (BBLU) 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.
Dividends
BBLU vs. SVOL - Dividend Comparison
BBLU's dividend yield for the trailing twelve months is around 1.37%, less than SVOL's 17.07% yield.
| TTM | 2023 | 2022 | 2021 | |
|---|---|---|---|---|
BBLU Ea Bridgeway Blue Chip ETF | 1.37% | 1.68% | 32.08% | 0.00% |
SVOL Simplify Volatility Premium ETF | 17.07% | 16.36% | 18.21% | 4.65% |
Drawdowns
BBLU vs. SVOL - Drawdown Comparison
The maximum BBLU drawdown since its inception was -9.07%, smaller than the maximum SVOL drawdown of -15.68%. Use the drawdown chart below to compare losses from any high point for BBLU and SVOL. For additional features, visit the drawdowns tool.
Volatility
BBLU vs. SVOL - Volatility Comparison
The current volatility for Ea Bridgeway Blue Chip ETF (BBLU) is 3.11%, while Simplify Volatility Premium ETF (SVOL) has a volatility of 3.32%. This indicates that BBLU 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.