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DYLD vs. SVOL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DYLD and SVOL is 0.25, 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.


-0.50.00.51.00.2

Performance

DYLD vs. SVOL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in LeaderShares Dynamic Yield ETF (DYLD) and Simplify Volatility Premium ETF (SVOL). The values are adjusted to include any dividend payments, if applicable.

-4.00%-2.00%0.00%2.00%4.00%SeptemberOctoberNovemberDecember2025February
1.23%
4.24%
DYLD
SVOL

Key characteristics

Sharpe Ratio

DYLD:

1.69

SVOL:

0.71

Sortino Ratio

DYLD:

2.48

SVOL:

1.02

Omega Ratio

DYLD:

1.32

SVOL:

1.17

Calmar Ratio

DYLD:

0.72

SVOL:

0.94

Martin Ratio

DYLD:

9.07

SVOL:

5.06

Ulcer Index

DYLD:

0.57%

SVOL:

2.03%

Daily Std Dev

DYLD:

3.07%

SVOL:

14.56%

Max Drawdown

DYLD:

-15.03%

SVOL:

-15.62%

Current Drawdown

DYLD:

-1.91%

SVOL:

-0.14%

Returns By Period

In the year-to-date period, DYLD achieves a 0.86% return, which is significantly lower than SVOL's 4.98% return.


DYLD

YTD

0.86%

1M

0.48%

6M

1.23%

1Y

5.10%

5Y*

N/A

10Y*

N/A

SVOL

YTD

4.98%

1M

1.56%

6M

4.24%

1Y

10.77%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


DYLD vs. SVOL - Expense Ratio Comparison

DYLD has a 0.75% expense ratio, which is higher than SVOL's 0.50% expense ratio.


DYLD
LeaderShares Dynamic Yield ETF
Expense ratio chart for DYLD: current value at 0.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.75%
Expense ratio chart for SVOL: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%

Risk-Adjusted Performance

DYLD vs. SVOL — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DYLD
The Risk-Adjusted Performance Rank of DYLD is 6464
Overall Rank
The Sharpe Ratio Rank of DYLD is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of DYLD is 7373
Sortino Ratio Rank
The Omega Ratio Rank of DYLD is 7373
Omega Ratio Rank
The Calmar Ratio Rank of DYLD is 3333
Calmar Ratio Rank
The Martin Ratio Rank of DYLD is 7171
Martin Ratio Rank

SVOL
The Risk-Adjusted Performance Rank of SVOL is 3535
Overall Rank
The Sharpe Ratio Rank of SVOL is 2626
Sharpe Ratio Rank
The Sortino Ratio Rank of SVOL is 2424
Sortino Ratio Rank
The Omega Ratio Rank of SVOL is 3636
Omega Ratio Rank
The Calmar Ratio Rank of SVOL is 4040
Calmar Ratio Rank
The Martin Ratio Rank of SVOL is 5050
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DYLD vs. SVOL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for LeaderShares Dynamic Yield ETF (DYLD) 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.


Sharpe ratio
The chart of Sharpe ratio for DYLD, currently valued at 1.69, compared to the broader market0.002.004.001.690.71
The chart of Sortino ratio for DYLD, currently valued at 2.48, compared to the broader market-2.000.002.004.006.008.0010.0012.002.481.02
The chart of Omega ratio for DYLD, currently valued at 1.32, compared to the broader market0.501.001.502.002.503.001.321.17
The chart of Calmar ratio for DYLD, currently valued at 0.72, compared to the broader market0.005.0010.0015.000.720.94
The chart of Martin ratio for DYLD, currently valued at 9.07, compared to the broader market0.0020.0040.0060.0080.00100.009.075.06
DYLD
SVOL

The current DYLD Sharpe Ratio is 1.69, which is higher than the SVOL Sharpe Ratio of 0.71. The chart below compares the historical Sharpe Ratios of DYLD and SVOL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
1.69
0.71
DYLD
SVOL

Dividends

DYLD vs. SVOL - Dividend Comparison

DYLD's dividend yield for the trailing twelve months is around 4.66%, less than SVOL's 16.06% yield.


TTM2024202320222021
DYLD
LeaderShares Dynamic Yield ETF
4.66%4.58%3.43%1.54%1.02%
SVOL
Simplify Volatility Premium ETF
16.06%16.79%16.37%18.32%4.65%

Drawdowns

DYLD vs. SVOL - Drawdown Comparison

The maximum DYLD drawdown since its inception was -15.03%, roughly equal to the maximum SVOL drawdown of -15.62%. Use the drawdown chart below to compare losses from any high point for DYLD and SVOL. For additional features, visit the drawdowns tool.


-7.00%-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%SeptemberOctoberNovemberDecember2025February
-1.91%
-0.14%
DYLD
SVOL

Volatility

DYLD vs. SVOL - Volatility Comparison

The current volatility for LeaderShares Dynamic Yield ETF (DYLD) is 0.74%, while Simplify Volatility Premium ETF (SVOL) has a volatility of 3.03%. This indicates that DYLD experiences smaller price fluctuations and is considered to be less risky than SVOL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February
0.74%
3.03%
DYLD
SVOL
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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