SOLZ vs. ILS

Last updated Jul 30, 2026

SOLZ (Solana ETF) and ILS (Brookmont Catastrophic Bond ETF) are both exchange-traded funds - SOLZ is a Cryptocurrency fund actively managed by Volatility Shares, while ILS is a Nontraditional Bonds fund actively managed by Brookmont. Both are actively managed. Over the past year, SOLZ returned -62.81% vs 7.60% for ILS. Their -0.14 correlation means they have often moved in opposite directions in the past. SOLZ charges 0.95%/yr vs 1.58%/yr for ILS.

Performance

SOLZ vs. ILS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Solana ETF (SOLZ) and Brookmont Catastrophic Bond ETF (ILS). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SOLZ achieves a -42.41% return, which is significantly lower than ILS's 3.34% return.

SOLZ

• 1D: -2.29%
• 1M: -4.56%
• 6M: -42.81%
• YTD: -42.41%
• 1Y: -62.81%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: -40.67%

ILS

• 1D: 0.00%
• 1M: 0.92%
• 6M: 3.00%
• YTD: 3.34%
• 1Y: 7.60%
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: 5.24%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
ILS Brookmont Catastrophic Bond ETF	$435.50K	$531.18K	$670.86K
SOLZ Solana ETF	$5.01M	$5.69M	$8.57M

SOLZ vs. ILS - Yearly Performance Comparison

	2026 (YTD)	2025
SOLZ Solana ETF	-42.41%	-10.06%
ILS Brookmont Catastrophic Bond ETF	3.34%	3.54%

Correlation

The correlation between SOLZ and ILS is -0.13, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	-0.13
Correlation (All Time) Calculated using the full available price history since Apr 1, 2025	-0.14

Return for Risk

SOLZ vs. ILS — Risk / Return Rank

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

SOLZ

SOLZ Risk / Return Rank: 3
SOLZ Sharpe Ratio Rank: 2
SOLZ Sortino Ratio Rank: 2
SOLZ Omega Ratio Rank: 2
SOLZ Calmar Ratio Rank: 2
SOLZ Martin Ratio Rank: 4

ILS

ILS Risk / Return Rank: 97
ILS Sharpe Ratio Rank: 96
ILS Sortino Ratio Rank: 97
ILS Omega Ratio Rank: 97
ILS Calmar Ratio Rank: 98
ILS Martin Ratio Rank: 98

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.

SOLZ vs. ILS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Solana ETF (SOLZ) and Brookmont Catastrophic Bond ETF (ILS). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	SOLZ	ILS	Difference
Sharpe ratio: Return per unit of total volatility	-0.86	3.10	-3.96
Sortino ratio: Return per unit of downside risk	-1.37	5.16	-6.53
Omega ratio: Gain probability vs. loss probability	0.85	1.72	-0.86
Calmar ratio: Return relative to maximum drawdown	-0.83	13.79	-14.62
Martin ratio: Return relative to average drawdown	-1.17	51.74	-52.91

SOLZ vs. ILS - Sharpe Ratio Comparison

The current SOLZ Sharpe Ratio is -0.86, which is lower than the ILS Sharpe Ratio of 3.10. The chart below compares the historical Sharpe Ratios of SOLZ and ILS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

SOLZ vs. ILS - Drawdown Comparison

The maximum SOLZ drawdown since its inception was -75.68%, which is greater than ILS's maximum drawdown of -2.46%. Use the drawdown chart below to compare losses from any high point for SOLZ and ILS.

Drawdown Indicators

	SOLZ	ILS	Difference
Max Drawdown Largest peak-to-trough decline	-75.68%	-2.46%	-73.22%
Max Drawdown (1Y) Largest decline over 1 year	-75.68%	-0.55%	-75.13%
Current Drawdown Current decline from peak	-72.17%	-0.10%	-72.07%
Average Drawdown Average peak-to-trough decline	-38.22%	-0.50%	-37.72%
Ulcer Index Depth and duration of drawdowns from previous peaks	53.65%	0.15%	+53.50%

Volatility

SOLZ vs. ILS - Volatility Comparison

Solana ETF (SOLZ) has a higher volatility of 12.42% compared to Brookmont Catastrophic Bond ETF (ILS) at 0.42%. This indicates that SOLZ's price experiences larger fluctuations and is considered to be riskier than ILS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SOLZ	ILS	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.42%	0.42%	+12.00%
Volatility (6M) Calculated over the trailing 6-month period	50.91%	1.46%	+49.45%
Volatility (1Y) Calculated over the trailing 1-year period	73.12%	2.47%	+70.65%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	75.21%	3.66%	+71.55%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	75.21%	3.66%	+71.55%

SOLZ vs. ILS - Expense Ratio Comparison

SOLZ has a 0.95% expense ratio, which is lower than ILS's 1.58% expense ratio.

Dividends

SOLZ vs. ILS - Dividend Comparison

SOLZ's dividend yield for the trailing twelve months is around 3.74%, less than ILS's 8.15% yield.

Position	TTM	2025
ILS Brookmont Catastrophic Bond ETF	8.15%	6.06%
SOLZ Solana ETF	3.74%	1.75%

Frequently Asked Questions

Can I hold both SOLZ and ILS in my portfolio?

SOLZ and ILS have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SOLZ or ILS?

SOLZ has higher volatility (12.42%) compared to ILS (0.42%). In terms of maximum drawdown, SOLZ dropped -75.68% vs ILS's -2.46%.

Which ETF is better, SOLZ or ILS?

On 1-year performance, ILS leads with 7.60% vs -62.81% for SOLZ. On fees, SOLZ is cheaper at 0.95% per year. On volatility, ILS has been the lower-risk option at 0.42%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, SOLZ or ILS?

Over the 1-year period, ILS has performed better with a 7.60% return vs -62.81%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, SOLZ or ILS?

SOLZ is cheaper with a 0.95% expense ratio, compared with 1.58% for ILS.

Which ETF pays a higher dividend yield, SOLZ or ILS?

ILS has the higher dividend yield at 8.15%, compared with 3.74% for SOLZ.

What is the main difference between SOLZ and ILS?

SOLZ is categorized as Cryptocurrency, while ILS is Nontraditional Bonds. They also come from different issuers: Volatility Shares and Brookmont. Their fees differ too: 0.95% for SOLZ and 1.58% for ILS.

Which has better risk-adjusted returns?

ILS currently has the higher Sharpe Ratio (3.10 vs -0.86), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.