HELO vs. SVOL

In the year-to-date period, HELO achieves a -3.41% return, which is significantly higher than SVOL's -16.98% return.

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Both HELO and SVOL have an expense ratio of 0.50%.

This table presents a comparison of risk-adjusted performance metrics for JPMorgan Hedged Equity Laddered Overlay ETF (HELO) 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.

The current HELO Sharpe Ratio is 0.69, which is higher than the SVOL Sharpe Ratio of -0.47. The chart below compares the historical Sharpe Ratios of HELO 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.

HELO's dividend yield for the trailing twelve months is around 0.68%, less than SVOL's 20.65% yield.

The maximum HELO drawdown since its inception was -10.89%, smaller than the maximum SVOL drawdown of -33.50%. Use the drawdown chart below to compare losses from any high point for HELO and SVOL. For additional features, visit the drawdowns tool.