CAOS vs. SVXY

In the year-to-date period, CAOS achieves a 1.01% return, which is significantly higher than SVXY's -17.14% return.

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CAOS has a 0.63% expense ratio, which is lower than SVXY's 1.38% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Alpha Architect Tail Risk ETF (CAOS) and ProShares Short VIX Short-Term Futures ETF (SVXY). 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 SVXY Sharpe Ratio of -0.63. The chart below compares the historical Sharpe Ratios of CAOS and SVXY, 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 SVXY has paid dividends to shareholders.

The maximum CAOS drawdown since its inception was -3.60%, smaller than the maximum SVXY drawdown of -95.25%. Use the drawdown chart below to compare losses from any high point for CAOS and SVXY. For additional features, visit the drawdowns tool.

The current volatility for Alpha Architect Tail Risk ETF (CAOS) is 0.75%, while ProShares Short VIX Short-Term Futures ETF (SVXY) has a volatility of 9.19%. This indicates that CAOS experiences smaller price fluctuations and is considered to be less risky than SVXY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.