BBLU vs. SVOL

Last updated Jun 4, 2026

BBLU (Ea Bridgeway Blue Chip ETF) and SVOL (Simplify Volatility Premium ETF) are both exchange-traded funds - BBLU is a Large Cap Growth Equities fund actively managed by Alpha Architect, while SVOL is a Volatility fund actively managed by Simplify. Both are actively managed. Over the past 3 years, BBLU returned 23.09%/yr vs 6.58%/yr for SVOL. A 0.66 correlation means they provide meaningful diversification when combined. BBLU charges 0.15%/yr vs 0.50%/yr for SVOL.

Performance

BBLU vs. SVOL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ea Bridgeway Blue Chip ETF (BBLU) and Simplify Volatility Premium ETF (SVOL). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, BBLU achieves a 10.22% return, which is significantly higher than SVOL's -0.40% return.

BBLU

• 1D: -0.83%
• 1M: 5.85%
• YTD: 10.22%
• 6M: 10.38%
• 1Y: 29.32%
• 3Y*: 23.09%
• 5Y*: —
• 10Y*: —

SVOL

• 1D: -0.12%
• 1M: 2.98%
• YTD: -0.40%
• 6M: 1.29%
• 1Y: 10.62%
• 3Y*: 6.58%
• 5Y*: 6.70%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

BBLU vs. SVOL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
BBLU Ea Bridgeway Blue Chip ETF	10.22%	18.40%	27.47%	31.11%	6.20%
SVOL Simplify Volatility Premium ETF	-0.40%	2.41%	6.77%	22.88%	10.47%

Correlation

The correlation between BBLU and SVOL is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.66
Correlation (3Y) Calculated over the trailing 3-year period	0.66
Correlation (All Time) Calculated using the full available price history since Oct 18, 2022	0.66

The correlation between BBLU and SVOL has been stable across timeframes, ranging from 0.66 to 0.66 - a consistent structural relationship.

BBLU vs. SVOL - Sectors Allocation Comparison

Sectors	BBLU	SVOL
Technology	29.3%	31.9%
Financial Services	15.9%	11.4%
Communication Services	14.6%	7.4%
Healthcare	12.5%	11.0%
Consumer Cyclical	9.8%	9.4%
Consumer Defensive	9.6%	5.1%
Energy	6.1%	4.8%
Industrials	2.1%	11.4%
Basic Materials	-	2.5%
Real Estate	-	2.8%
Utilities	-	2.3%

Return for Risk

BBLU vs. SVOL — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BBLU

BBLU Risk / Return Rank: 79
BBLU Sharpe Ratio Rank: 80
BBLU Sortino Ratio Rank: 82
BBLU Omega Ratio Rank: 77
BBLU Calmar Ratio Rank: 79
BBLU Martin Ratio Rank: 81

SVOL

SVOL Risk / Return Rank: 18
SVOL Sharpe Ratio Rank: 16
SVOL Sortino Ratio Rank: 16
SVOL Omega Ratio Rank: 18
SVOL Calmar Ratio Rank: 19
SVOL Martin Ratio Rank: 18

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BBLU vs. SVOL - Risk-Adjusted Trends 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.

	BBLU	SVOL	Difference
Sharpe ratio: Return per unit of total volatility	2.63	0.51	+2.12
Sortino ratio: Return per unit of downside risk	3.72	0.85	+2.87
Omega ratio: Gain probability vs. loss probability	1.46	1.12	+0.35
Calmar ratio: Return relative to maximum drawdown	4.08	0.82	+3.26
Martin ratio: Return relative to average drawdown	16.28	1.94	+14.34
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BBLU vs. SVOL - Sharpe Ratio Comparison

The current BBLU Sharpe Ratio is 2.63, which is higher than the SVOL Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of BBLU and SVOL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	BBLU	SVOL	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.63	0.51	+2.12
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.31	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.81	0.35	+1.45

Drawdowns

BBLU vs. SVOL - Drawdown Comparison

The maximum BBLU drawdown since its inception was -17.20%, smaller than the maximum SVOL drawdown of -33.50%. Use the drawdown chart below to compare losses from any high point for BBLU and SVOL.

Drawdown Indicators

	BBLU	SVOL	Difference
Max Drawdown Largest peak-to-trough decline	-17.20%	-33.50%	+16.30%
Max Drawdown (1Y) Largest decline over 1 year	-7.22%	-13.01%	+5.79%
Max Drawdown (3Y) Largest decline over 3 years	-17.20%	-33.50%	+16.30%
Max Drawdown (5Y) Largest decline over 5 years	—	-33.50%	—
Current Drawdown Current decline from peak	-0.83%	-2.98%	+2.15%
Average Drawdown Average peak-to-trough decline	-1.98%	-4.77%	+2.79%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.81%	5.49%	-3.68%

Volatility

BBLU vs. SVOL - Volatility Comparison

Ea Bridgeway Blue Chip ETF (BBLU) has a higher volatility of 2.82% compared to Simplify Volatility Premium ETF (SVOL) at 1.41%. This indicates that BBLU's price experiences larger fluctuations and is considered to be riskier than SVOL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BBLU	SVOL	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.82%	1.41%	+1.41%
Volatility (6M) Calculated over the trailing 6-month period	7.88%	9.57%	-1.69%
Volatility (1Y) Calculated over the trailing 1-year period	11.20%	20.90%	-9.70%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.53%	21.99%	-7.46%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.53%	21.92%	-7.39%

BBLU vs. SVOL - Expense Ratio Comparison

BBLU has a 0.15% expense ratio, which is lower than SVOL's 0.50% expense ratio.

Dividends

BBLU vs. SVOL - Dividend Comparison

BBLU's dividend yield for the trailing twelve months is around 1.14%, less than SVOL's 22.10% yield.

Position	TTM	2025	2024	2023	2022	2021
BBLU Ea Bridgeway Blue Chip ETF	1.14%	1.25%	1.39%	1.68%	32.08%	0.00%
SVOL Simplify Volatility Premium ETF	22.10%	19.82%	16.79%	16.36%	18.32%	4.65%

Frequently Asked Questions

Can I hold both BBLU and SVOL in my portfolio?

BBLU and SVOL have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, BBLU or SVOL?

BBLU has higher volatility (2.82%) compared to SVOL (1.41%). In terms of maximum drawdown, BBLU dropped -17.20% vs SVOL's -33.50%.

Which ETF is better, BBLU or SVOL?

On 3-year performance, BBLU leads with 23.09% vs 6.58% for SVOL. On fees, BBLU is cheaper at 0.15% per year. On volatility, SVOL has been the lower-risk option at 1.41%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, BBLU or SVOL?

Over the 3-year period, BBLU has performed better with a 23.09% return vs 6.58%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, BBLU or SVOL?

BBLU is cheaper with a 0.15% expense ratio, compared with 0.50% for SVOL.

Which ETF pays a higher dividend yield, BBLU or SVOL?

SVOL has the higher dividend yield at 22.10%, compared with 1.14% for BBLU.

What is the main difference between BBLU and SVOL?

BBLU is categorized as Large Cap Growth Equities, while SVOL is Volatility. They also come from different issuers: Alpha Architect and Simplify. Their fees differ too: 0.15% for BBLU and 0.50% for SVOL.

Which has better risk-adjusted returns?

BBLU currently has the higher Sharpe Ratio (2.63 vs 0.51), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.