CAOS vs. SVIX

In the year-to-date period, CAOS achieves a 1.01% return, which is significantly higher than SVIX's -40.52% return.

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CAOS has a 0.63% expense ratio, which is lower than SVIX's 1.47% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Alpha Architect Tail Risk ETF (CAOS) and Volatility Shares -1x Short VIX Futures ETF (SVIX). 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 CAOS Sharpe Ratio is 0.92, which is higher than the SVIX Sharpe Ratio of -0.73. The chart below compares the historical Sharpe Ratios of CAOS and SVIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Neither CAOS nor SVIX has paid dividends to shareholders.

The maximum CAOS drawdown since its inception was -3.60%, smaller than the maximum SVIX drawdown of -79.30%. Use the drawdown chart below to compare losses from any high point for CAOS and SVIX. For additional features, visit the drawdowns tool.

The current volatility for Alpha Architect Tail Risk ETF (CAOS) is 0.75%, while Volatility Shares -1x Short VIX Futures ETF (SVIX) has a volatility of 17.81%. This indicates that CAOS experiences smaller price fluctuations and is considered to be less risky than SVIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.