BCI vs. SVOL
Compare and contrast key facts about abrdn Bloomberg All Commodity Strategy K-1 Free ETF (BCI) and Simplify Volatility Premium ETF (SVOL).
BCI and SVOL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BCI is an actively managed fund by Abrdn Plc. It was launched on Mar 30, 2017. 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: BCI or SVOL.
Performance
BCI vs. SVOL - Performance Comparison
Returns By Period
In the year-to-date period, BCI achieves a 4.49% return, which is significantly lower than SVOL's 8.76% return.
BCI
4.49%
0.25%
-4.76%
0.65%
6.78%
N/A
SVOL
8.76%
1.37%
2.39%
10.87%
N/A
N/A
Key characteristics
| BCI | SVOL | |
|---|---|---|
| Sharpe Ratio | 0.08 | 0.92 |
| Sortino Ratio | 0.20 | 1.26 |
| Omega Ratio | 1.02 | 1.23 |
| Calmar Ratio | 0.04 | 1.01 |
| Martin Ratio | 0.19 | 6.57 |
| Ulcer Index | 5.39% | 1.68% |
| Daily Std Dev | 12.64% | 12.01% |
| Max Drawdown | -32.69% | -15.68% |
| Current Drawdown | -20.35% | -1.00% |
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BCI vs. SVOL - Expense Ratio Comparison
BCI has a 0.25% expense ratio, which is lower than SVOL's 0.50% expense ratio.
Correlation
The correlation between BCI and SVOL is 0.21, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
BCI vs. SVOL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for abrdn Bloomberg All Commodity Strategy K-1 Free ETF (BCI) 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
BCI vs. SVOL - Dividend Comparison
BCI's dividend yield for the trailing twelve months is around 3.76%, less than SVOL's 16.43% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|
BCI abrdn Bloomberg All Commodity Strategy K-1 Free ETF | 3.76% | 3.93% | 19.98% | 19.43% | 0.68% | 1.47% | 1.13% | 5.02% |
SVOL Simplify Volatility Premium ETF | 16.43% | 16.37% | 18.31% | 4.65% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
BCI vs. SVOL - Drawdown Comparison
The maximum BCI drawdown since its inception was -32.69%, which is greater than SVOL's maximum drawdown of -15.68%. Use the drawdown chart below to compare losses from any high point for BCI and SVOL. For additional features, visit the drawdowns tool.
Volatility
BCI vs. SVOL - Volatility Comparison
abrdn Bloomberg All Commodity Strategy K-1 Free ETF (BCI) has a higher volatility of 3.79% compared to Simplify Volatility Premium ETF (SVOL) at 3.52%. This indicates that BCI'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.