RISR vs. SVOL
Compare and contrast key facts about FolioBeyond Alternative Income and Interest Rate Hedge ETF (RISR) and Simplify Volatility Premium ETF (SVOL).
RISR and SVOL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. RISR is an actively managed fund by FolioBeyond. It was launched on Sep 30, 2021. 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: RISR or SVOL.
Key characteristics
| RISR | SVOL | |
|---|---|---|
| YTD Return | 19.78% | 9.76% |
| 1Y Return | 13.19% | 13.27% |
| 3Y Return (Ann) | 19.01% | 8.86% |
| Sharpe Ratio | 1.18 | 1.15 |
| Sortino Ratio | 1.85 | 1.54 |
| Omega Ratio | 1.22 | 1.28 |
| Calmar Ratio | 1.58 | 1.25 |
| Martin Ratio | 6.16 | 8.18 |
| Ulcer Index | 2.07% | 1.67% |
| Daily Std Dev | 10.83% | 11.96% |
| Max Drawdown | -14.31% | -15.68% |
| Current Drawdown | -0.52% | 0.00% |
Correlation
The correlation between RISR and SVOL is -0.04. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Performance
RISR vs. SVOL - Performance Comparison
In the year-to-date period, RISR achieves a 19.78% return, which is significantly higher than SVOL's 9.76% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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RISR vs. SVOL - Expense Ratio Comparison
RISR has a 1.13% expense ratio, which is higher than SVOL's 0.50% expense ratio.
Risk-Adjusted Performance
RISR vs. SVOL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for FolioBeyond Alternative Income and Interest Rate Hedge ETF (RISR) 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
RISR vs. SVOL - Dividend Comparison
RISR's dividend yield for the trailing twelve months is around 7.05%, less than SVOL's 16.28% yield.
| TTM | 2023 | 2022 | 2021 | |
|---|---|---|---|---|
RISR FolioBeyond Alternative Income and Interest Rate Hedge ETF | 7.05% | 7.96% | 4.26% | 0.30% |
SVOL Simplify Volatility Premium ETF | 16.28% | 16.37% | 18.31% | 4.65% |
Drawdowns
RISR vs. SVOL - Drawdown Comparison
The maximum RISR drawdown since its inception was -14.31%, smaller than the maximum SVOL drawdown of -15.68%. Use the drawdown chart below to compare losses from any high point for RISR and SVOL. For additional features, visit the drawdowns tool.
Volatility
RISR vs. SVOL - Volatility Comparison
The current volatility for FolioBeyond Alternative Income and Interest Rate Hedge ETF (RISR) is 2.28%, while Simplify Volatility Premium ETF (SVOL) has a volatility of 3.42%. This indicates that RISR 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.