JULZ vs. SVOL
Compare and contrast key facts about Trueshares Structured Outcome (July) ETF (JULZ) and Simplify Volatility Premium ETF (SVOL).
JULZ and SVOL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JULZ is a passively managed fund by TrueShares that tracks the performance of the Cboe S&P 500 Buffer Protect Index July. It was launched on Jun 30, 2020. 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: JULZ or SVOL.
Correlation
The correlation between JULZ and SVOL is 0.70, 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
JULZ vs. SVOL - Performance Comparison
Key characteristics
JULZ:
1.88
SVOL:
0.59
JULZ:
2.55
SVOL:
0.88
JULZ:
1.35
SVOL:
1.15
JULZ:
2.87
SVOL:
0.78
JULZ:
11.67
SVOL:
4.20
JULZ:
1.66%
SVOL:
2.03%
JULZ:
10.30%
SVOL:
14.40%
JULZ:
-14.62%
SVOL:
-15.62%
JULZ:
-0.74%
SVOL:
-1.80%
Returns By Period
The year-to-date returns for both investments are quite close, with JULZ having a 2.45% return and SVOL slightly higher at 2.50%.
JULZ
2.45%
1.17%
8.87%
18.66%
N/A
N/A
SVOL
2.50%
1.19%
2.33%
8.16%
N/A
N/A
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JULZ vs. SVOL - Expense Ratio Comparison
JULZ has a 0.79% expense ratio, which is higher than SVOL's 0.50% expense ratio.
Risk-Adjusted Performance
JULZ vs. SVOL — Risk-Adjusted Performance Rank
JULZ
SVOL
JULZ vs. SVOL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Trueshares Structured Outcome (July) ETF (JULZ) 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
JULZ vs. SVOL - Dividend Comparison
JULZ's dividend yield for the trailing twelve months is around 3.22%, less than SVOL's 14.97% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|
JULZ Trueshares Structured Outcome (July) ETF | 3.22% | 3.30% | 3.59% | 0.07% | 0.00% |
SVOL Simplify Volatility Premium ETF | 14.97% | 16.79% | 16.37% | 18.32% | 4.65% |
Drawdowns
JULZ vs. SVOL - Drawdown Comparison
The maximum JULZ drawdown since its inception was -14.62%, smaller than the maximum SVOL drawdown of -15.62%. Use the drawdown chart below to compare losses from any high point for JULZ and SVOL. For additional features, visit the drawdowns tool.
Volatility
JULZ vs. SVOL - Volatility Comparison
The current volatility for Trueshares Structured Outcome (July) ETF (JULZ) is 3.43%, while Simplify Volatility Premium ETF (SVOL) has a volatility of 5.69%. This indicates that JULZ 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.