RYSE vs. SVOL

In the year-to-date period, RYSE achieves a -3.47% return, which is significantly higher than SVOL's -9.14% return.

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RYSE has a 0.85% expense ratio, which is higher than SVOL's 0.50% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Cboe Vest 10 Year Interest Rate Hedge ETF (RYSE) 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 RYSE Sharpe Ratio is -0.42, which is lower than the SVOL Sharpe Ratio of -0.21. The chart below compares the historical Sharpe Ratios of RYSE 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.

RYSE's dividend yield for the trailing twelve months is around 2.60%, less than SVOL's 19.18% yield.

The maximum RYSE drawdown since its inception was -19.70%, smaller than the maximum SVOL drawdown of -33.50%. Use the drawdown chart below to compare losses from any high point for RYSE and SVOL.

The current volatility for Cboe Vest 10 Year Interest Rate Hedge ETF (RYSE) is 4.52%, while Simplify Volatility Premium ETF (SVOL) has a volatility of 17.75%. This indicates that RYSE 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.