CGDV vs. SVOL
Compare and contrast key facts about Capital Group Dividend Value ETF (CGDV) and Simplify Volatility Premium ETF (SVOL).
CGDV and SVOL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CGDV is an actively managed fund by Capital Group. It was launched on Feb 22, 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: CGDV or SVOL.
Key characteristics
| CGDV | SVOL | |
|---|---|---|
| YTD Return | 25.55% | 9.56% |
| 1Y Return | 40.88% | 13.47% |
| Sharpe Ratio | 3.45 | 1.06 |
| Sortino Ratio | 4.76 | 1.44 |
| Omega Ratio | 1.63 | 1.26 |
| Calmar Ratio | 7.67 | 1.17 |
| Martin Ratio | 30.15 | 7.61 |
| Ulcer Index | 1.32% | 1.67% |
| Daily Std Dev | 11.55% | 11.96% |
| Max Drawdown | -21.82% | -15.68% |
| Current Drawdown | -0.19% | -0.18% |
Correlation
The correlation between CGDV and SVOL is 0.63, 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
CGDV vs. SVOL - Performance Comparison
In the year-to-date period, CGDV achieves a 25.55% return, which is significantly higher than SVOL's 9.56% 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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CGDV vs. SVOL - Expense Ratio Comparison
CGDV has a 0.33% expense ratio, which is lower than SVOL's 0.50% expense ratio.
Risk-Adjusted Performance
CGDV vs. SVOL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Capital Group Dividend Value ETF (CGDV) 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
CGDV vs. SVOL - Dividend Comparison
CGDV's dividend yield for the trailing twelve months is around 1.47%, less than SVOL's 16.31% yield.
| TTM | 2023 | 2022 | 2021 | |
|---|---|---|---|---|
CGDV Capital Group Dividend Value ETF | 1.47% | 1.66% | 1.36% | 0.00% |
SVOL Simplify Volatility Premium ETF | 16.31% | 16.37% | 18.31% | 4.65% |
Drawdowns
CGDV vs. SVOL - Drawdown Comparison
The maximum CGDV drawdown since its inception was -21.82%, which is greater than SVOL's maximum drawdown of -15.68%. Use the drawdown chart below to compare losses from any high point for CGDV and SVOL. For additional features, visit the drawdowns tool.
Volatility
CGDV vs. SVOL - Volatility Comparison
Capital Group Dividend Value ETF (CGDV) and Simplify Volatility Premium ETF (SVOL) have volatilities of 3.39% and 3.43%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.