CORD vs. SVIX
CORD (T-Rex 2X Inverse CRWV Daily Target ETF) and SVIX (Volatility Shares -1x Short VIX Futures ETF) are both Inverse Equities funds. At a correlation of -0.29, they often move in opposite directions. CORD charges 1.50%/yr vs 1.47%/yr for SVIX.
Performance
CORD vs. SVIX - Performance Comparison
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Returns By Period
In the year-to-date period, CORD achieves a -87.59% return, which is significantly lower than SVIX's -5.20% return.
CORD
- 1D
- 14.09%
- 1M
- 3.13%
- YTD
- -87.59%
- 6M
- -88.97%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SVIX
- 1D
- 3.24%
- 1M
- 20.39%
- YTD
- -5.20%
- 6M
- 9.90%
- 1Y
- 56.79%
- 3Y*
- -0.23%
- 5Y*
- —
- 10Y*
- —
CORD vs. SVIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
CORD T-Rex 2X Inverse CRWV Daily Target ETF | -87.59% | 44.68% |
SVIX Volatility Shares -1x Short VIX Futures ETF | -5.20% | 12.54% |
Correlation
The correlation between CORD and SVIX is -0.29, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Sep 29, 2025 | -0.29 |
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Return for Risk
CORD vs. SVIX — Risk / Return Rank
CORD
SVIX
CORD vs. SVIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for T-Rex 2X Inverse CRWV Daily Target ETF (CORD) 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.
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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Sharpe Ratios by Period
| CORD | SVIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | 1.04 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.49 | 0.17 | -0.66 |
Drawdowns
CORD vs. SVIX - Drawdown Comparison
The maximum CORD drawdown since its inception was -93.69%, which is greater than SVIX's maximum drawdown of -79.30%. Use the drawdown chart below to compare losses from any high point for CORD and SVIX.
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Drawdown Indicators
| CORD | SVIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -93.69% | -79.30% | -14.39% |
Max Drawdown (1Y)Largest decline over 1 year | — | -42.69% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -79.30% | — |
Current DrawdownCurrent decline from peak | -91.90% | -54.72% | -37.18% |
Average DrawdownAverage peak-to-trough decline | -56.33% | -31.62% | -24.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 14.76% | — |
Volatility
CORD vs. SVIX - Volatility Comparison
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Volatility by Period
| CORD | SVIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 7.75% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 41.14% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 187.84% | 54.79% | +133.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 187.84% | 66.26% | +121.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 187.84% | 66.26% | +121.58% |
CORD vs. SVIX - Expense Ratio Comparison
CORD has a 1.50% expense ratio, which is higher than SVIX's 1.47% expense ratio.
Dividends
CORD vs. SVIX - Dividend Comparison
Neither CORD nor SVIX has paid dividends to shareholders.
Frequently Asked Questions
CORD and SVIX have a correlation of -0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SVIX is cheaper at 1.47% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SVIX is cheaper with a 1.47% expense ratio, compared with 1.50% for CORD.
CORD and SVIX have nearly identical dividend yields, around 0.00%.
They also come from different issuers: Tuttle Capital Management and Volatility Shares. Their fees differ too: 1.50% for CORD and 1.47% for SVIX.
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