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. It was launched on May 12, 2021.
Performance
JULZ vs. SVOL - Performance Comparison
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JULZ vs. SVOL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
JULZ Trueshares Structured Outcome (July) ETF | -4.68% | 13.23% | 18.76% | 17.65% | -9.34% | 12.04% |
SVOL Simplify Volatility Premium ETF | -7.92% | 2.41% | 6.77% | 22.88% | -3.30% | 12.25% |
Returns By Period
In the year-to-date period, JULZ achieves a -4.68% return, which is significantly higher than SVOL's -7.92% return.
JULZ
- 1D
- 2.26%
- 1M
- -4.57%
- YTD
- -4.68%
- 6M
- -3.09%
- 1Y
- 11.99%
- 3Y*
- 12.93%
- 5Y*
- 9.33%
- 10Y*
- —
SVOL
- 1D
- 1.52%
- 1M
- -6.10%
- YTD
- -7.92%
- 6M
- -5.42%
- 1Y
- 3.66%
- 3Y*
- 6.05%
- 5Y*
- —
- 10Y*
- —
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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.
Return for Risk
JULZ vs. SVOL — Risk / Return Rank
JULZ
SVOL
JULZ vs. SVOL - Risk-Adjusted Trends 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.
| JULZ | SVOL | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.86 | 0.09 | +0.76 |
Sortino ratioReturn per unit of downside risk | 1.32 | 0.45 | +0.88 |
Omega ratioGain probability vs. loss probability | 1.19 | 1.06 | +0.12 |
Calmar ratioReturn relative to maximum drawdown | 1.35 | 0.17 | +1.18 |
Martin ratioReturn relative to average drawdown | 5.61 | 0.57 | +5.03 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JULZ | SVOL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.86 | 0.09 | +0.76 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.77 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.97 | 0.28 | +0.69 |
Correlation
The correlation between JULZ and SVOL is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
JULZ vs. SVOL - Dividend Comparison
JULZ's dividend yield for the trailing twelve months is around 12.55%, less than SVOL's 23.14% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
JULZ Trueshares Structured Outcome (July) ETF | 12.55% | 11.96% | 3.30% | 3.59% | 0.07% | 0.00% |
SVOL Simplify Volatility Premium ETF | 23.14% | 19.82% | 16.79% | 16.36% | 18.32% | 4.65% |
Drawdowns
JULZ vs. SVOL - Drawdown Comparison
The maximum JULZ drawdown since its inception was -14.71%, smaller than the maximum SVOL drawdown of -33.50%. Use the drawdown chart below to compare losses from any high point for JULZ and SVOL.
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Drawdown Indicators
| JULZ | SVOL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.71% | -33.50% | +18.79% |
Max Drawdown (1Y)Largest decline over 1 year | -9.10% | -24.73% | +15.63% |
Max Drawdown (5Y)Largest decline over 5 years | -14.71% | — | — |
Current DrawdownCurrent decline from peak | -6.46% | -10.30% | +3.84% |
Average DrawdownAverage peak-to-trough decline | -3.04% | -4.74% | +1.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.20% | 7.46% | -5.26% |
Volatility
JULZ vs. SVOL - Volatility Comparison
Trueshares Structured Outcome (July) ETF (JULZ) and Simplify Volatility Premium ETF (SVOL) have volatilities of 4.42% and 4.34%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JULZ | SVOL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.42% | 4.34% | +0.08% |
Volatility (6M)Calculated over the trailing 6-month period | 8.13% | 13.82% | -5.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.04% | 38.84% | -24.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.18% | 22.28% | -10.10% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.36% | 22.28% | -9.92% |