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SFYF vs. XVOL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SFYF vs. XVOL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in SoFi Social 50 ETF (SFYF) and Acruence Active Hedge U.S. Equity ETF (XVOL). The values are adjusted to include any dividend payments, if applicable.

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SFYF vs. XVOL - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SFYF
SoFi Social 50 ETF
-8.70%30.00%44.62%56.80%-47.73%26.42%
XVOL
Acruence Active Hedge U.S. Equity ETF
-2.57%9.52%20.00%7.42%-20.78%13.22%

Returns By Period

In the year-to-date period, SFYF achieves a -8.70% return, which is significantly lower than XVOL's -2.57% return.


SFYF

1D
3.87%
1M
-4.74%
YTD
-8.70%
6M
-6.83%
1Y
33.22%
3Y*
30.03%
5Y*
11.94%
10Y*

XVOL

1D
2.15%
1M
-7.33%
YTD
-2.57%
6M
-2.90%
1Y
13.65%
3Y*
9.36%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SFYF vs. XVOL - Expense Ratio Comparison

SFYF has a 0.29% expense ratio, which is lower than XVOL's 0.83% expense ratio.


Return for Risk

SFYF vs. XVOL — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SFYF
SFYF Risk / Return Rank: 7676
Overall Rank
SFYF Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
SFYF Sortino Ratio Rank: 7878
Sortino Ratio Rank
SFYF Omega Ratio Rank: 7474
Omega Ratio Rank
SFYF Calmar Ratio Rank: 8080
Calmar Ratio Rank
SFYF Martin Ratio Rank: 7272
Martin Ratio Rank

XVOL
XVOL Risk / Return Rank: 5454
Overall Rank
XVOL Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
XVOL Sortino Ratio Rank: 4949
Sortino Ratio Rank
XVOL Omega Ratio Rank: 4848
Omega Ratio Rank
XVOL Calmar Ratio Rank: 6262
Calmar Ratio Rank
XVOL Martin Ratio Rank: 6060
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SFYF vs. XVOL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for SoFi Social 50 ETF (SFYF) and Acruence Active Hedge U.S. Equity ETF (XVOL). 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.


SFYFXVOLDifference

Sharpe ratio

Return per unit of total volatility

1.28

0.92

+0.36

Sortino ratio

Return per unit of downside risk

1.93

1.31

+0.63

Omega ratio

Gain probability vs. loss probability

1.27

1.18

+0.08

Calmar ratio

Return relative to maximum drawdown

2.15

1.54

+0.61

Martin ratio

Return relative to average drawdown

7.12

5.95

+1.17

SFYF vs. XVOL - Sharpe Ratio Comparison

The current SFYF Sharpe Ratio is 1.28, which is higher than the XVOL Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of SFYF and XVOL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


SFYFXVOLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.28

0.92

+0.36

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

0.50

0.25

+0.25

Correlation

The correlation between SFYF and XVOL 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.


Dividends

SFYF vs. XVOL - Dividend Comparison

SFYF's dividend yield for the trailing twelve months is around 0.36%, less than XVOL's 2.01% yield.


TTM2025202420232022202120202019
SFYF
SoFi Social 50 ETF
0.36%0.33%0.31%1.71%1.19%0.26%0.40%0.73%
XVOL
Acruence Active Hedge U.S. Equity ETF
2.01%1.95%3.13%1.09%2.86%0.30%0.00%0.00%

Drawdowns

SFYF vs. XVOL - Drawdown Comparison

The maximum SFYF drawdown since its inception was -56.09%, which is greater than XVOL's maximum drawdown of -25.82%. Use the drawdown chart below to compare losses from any high point for SFYF and XVOL.


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Drawdown Indicators


SFYFXVOLDifference

Max Drawdown

Largest peak-to-trough decline

-56.09%

-25.82%

-30.27%

Max Drawdown (1Y)

Largest decline over 1 year

-15.18%

-9.42%

-5.76%

Max Drawdown (5Y)

Largest decline over 5 years

-56.09%

Current Drawdown

Current decline from peak

-11.89%

-7.33%

-4.56%

Average Drawdown

Average peak-to-trough decline

-16.94%

-9.74%

-7.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.59%

2.44%

+2.15%

Volatility

SFYF vs. XVOL - Volatility Comparison

SoFi Social 50 ETF (SFYF) has a higher volatility of 7.62% compared to Acruence Active Hedge U.S. Equity ETF (XVOL) at 4.80%. This indicates that SFYF's price experiences larger fluctuations and is considered to be riskier than XVOL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SFYFXVOLDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.62%

4.80%

+2.82%

Volatility (6M)

Calculated over the trailing 6-month period

14.66%

8.95%

+5.71%

Volatility (1Y)

Calculated over the trailing 1-year period

26.06%

14.91%

+11.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.54%

17.50%

+13.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.92%

17.50%

+13.42%