EGGY vs. SVOL

Last updated Jun 5, 2026

EGGY (NestYield Dynamic Income ETF) and SVOL (Simplify Volatility Premium ETF) are both exchange-traded funds - EGGY is a Derivative Income fund actively managed by NestYield, while SVOL is a Volatility fund actively managed by Simplify. Both are actively managed. Over the past year, EGGY returned 47.78% vs 11.29% for SVOL. A 0.60 correlation means they provide meaningful diversification when combined. EGGY charges 0.95%/yr vs 0.50%/yr for SVOL.

Performance

EGGY vs. SVOL - Performance Comparison

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

Returns By Period

In the year-to-date period, EGGY achieves a 36.97% return, which is significantly higher than SVOL's 0.65% return.

EGGY

• 1D: -1.16%
• 1M: 8.97%
• YTD: 36.97%
• 6M: 34.02%
• 1Y: 47.78%
• 3Y*: —
• 5Y*: —
• 10Y*: —

SVOL

• 1D: 1.06%
• 1M: 3.88%
• YTD: 0.65%
• 6M: 2.31%
• 1Y: 11.29%
• 3Y*: 6.99%
• 5Y*: 6.92%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

EGGY vs. SVOL - Yearly Performance Comparison

	2026 (YTD)	2025	2024
EGGY NestYield Dynamic Income ETF	36.97%	16.46%	-1.22%
SVOL Simplify Volatility Premium ETF	0.65%	2.41%	-1.28%

Correlation

The correlation between EGGY and SVOL is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.51
Correlation (All Time) Calculated using the full available price history since Dec 30, 2024	0.60

The correlation between EGGY and SVOL has been stable across timeframes, ranging from 0.51 to 0.60 - a consistent structural relationship.

Return for Risk

EGGY vs. SVOL — Risk / Return Rank

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

EGGY

EGGY Risk / Return Rank: 47
EGGY Sharpe Ratio Rank: 49
EGGY Sortino Ratio Rank: 42
EGGY Omega Ratio Rank: 49
EGGY Calmar Ratio Rank: 54
EGGY Martin Ratio Rank: 42

SVOL

SVOL Risk / Return Rank: 19
SVOL Sharpe Ratio Rank: 18
SVOL Sortino Ratio Rank: 18
SVOL Omega Ratio Rank: 20
SVOL Calmar Ratio Rank: 21
SVOL Martin Ratio Rank: 19

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

EGGY vs. SVOL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NestYield Dynamic Income ETF (EGGY) 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.

	EGGY	SVOL	Difference
Sharpe ratio: Return per unit of total volatility	1.65	0.54	+1.11
Sortino ratio: Return per unit of downside risk	2.08	0.89	+1.19
Omega ratio: Gain probability vs. loss probability	1.30	1.12	+0.18
Calmar ratio: Return relative to maximum drawdown	2.62	0.87	+1.75
Martin ratio: Return relative to average drawdown	6.60	2.06	+4.53
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

EGGY vs. SVOL - Sharpe Ratio Comparison

The current EGGY Sharpe Ratio is 1.65, which is higher than the SVOL Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of EGGY and SVOL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	EGGY	SVOL	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.65	0.54	+1.11
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.32	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.32	0.36	+0.96

Drawdowns

EGGY vs. SVOL - Drawdown Comparison

The maximum EGGY drawdown since its inception was -18.34%, smaller than the maximum SVOL drawdown of -33.50%. Use the drawdown chart below to compare losses from any high point for EGGY and SVOL.

Drawdown Indicators

	EGGY	SVOL	Difference
Max Drawdown Largest peak-to-trough decline	-18.34%	-33.50%	+15.16%
Max Drawdown (1Y) Largest decline over 1 year	-18.34%	-13.01%	-5.33%
Max Drawdown (3Y) Largest decline over 3 years	—	-33.50%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-33.50%	—
Current Drawdown Current decline from peak	-2.48%	-1.95%	-0.53%
Average Drawdown Average peak-to-trough decline	-5.24%	-4.77%	-0.47%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.26%	5.49%	+1.77%

Volatility

EGGY vs. SVOL - Volatility Comparison

NestYield Dynamic Income ETF (EGGY) has a higher volatility of 12.23% compared to Simplify Volatility Premium ETF (SVOL) at 1.69%. This indicates that EGGY's price experiences larger fluctuations and is considered to be riskier than SVOL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	EGGY	SVOL	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.23%	1.69%	+10.54%
Volatility (6M) Calculated over the trailing 6-month period	23.98%	9.60%	+14.38%
Volatility (1Y) Calculated over the trailing 1-year period	29.06%	20.85%	+8.21%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	28.62%	21.99%	+6.63%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	28.62%	21.92%	+6.70%

EGGY vs. SVOL - Expense Ratio Comparison

EGGY has a 0.95% expense ratio, which is higher than SVOL's 0.50% expense ratio.

Dividends

EGGY vs. SVOL - Dividend Comparison

EGGY's dividend yield for the trailing twelve months is around 26.05%, more than SVOL's 21.87% yield.

Position	TTM	2025	2024	2023	2022	2021
EGGY NestYield Dynamic Income ETF	26.05%	28.26%	0.00%	0.00%	0.00%	0.00%
SVOL Simplify Volatility Premium ETF	21.87%	19.82%	16.79%	16.36%	18.32%	4.65%

Frequently Asked Questions

Can I hold both EGGY and SVOL in my portfolio?

EGGY and SVOL have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, EGGY or SVOL?

EGGY has higher volatility (12.23%) compared to SVOL (1.69%). In terms of maximum drawdown, EGGY dropped -18.34% vs SVOL's -33.50%.

Which ETF is better, EGGY or SVOL?

On 1-year performance, EGGY leads with 47.78% vs 11.29% for SVOL. On fees, SVOL is cheaper at 0.50% per year. On volatility, SVOL has been the lower-risk option at 1.69%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, EGGY or SVOL?

Over the 1-year period, EGGY has performed better with a 47.78% return vs 11.29%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, EGGY or SVOL?

SVOL is cheaper with a 0.50% expense ratio, compared with 0.95% for EGGY.

Which ETF pays a higher dividend yield, EGGY or SVOL?

EGGY has the higher dividend yield at 26.05%, compared with 21.87% for SVOL.

What is the main difference between EGGY and SVOL?

EGGY is categorized as Derivative Income, while SVOL is Volatility. They also come from different issuers: NestYield and Simplify. Their fees differ too: 0.95% for EGGY and 0.50% for SVOL.

Which has better risk-adjusted returns?

EGGY currently has the higher Sharpe Ratio (1.65 vs 0.54), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.