SPUC vs. SVOL
Compare and contrast key facts about Simplify US Equity PLUS Upside Convexity ETF (SPUC) and Simplify Volatility Premium ETF (SVOL).
SPUC and SVOL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SPUC is an actively managed fund by Simplify Asset Management Inc.. It was launched on Sep 3, 2020. 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: SPUC or SVOL.
Key characteristics
| SPUC | SVOL | |
|---|---|---|
| YTD Return | 36.79% | 9.56% |
| 1Y Return | 53.44% | 13.47% |
| 3Y Return (Ann) | 10.27% | 9.00% |
| Sharpe Ratio | 2.62 | 1.06 |
| Sortino Ratio | 3.40 | 1.44 |
| Omega Ratio | 1.44 | 1.26 |
| Calmar Ratio | 3.34 | 1.17 |
| Martin Ratio | 10.96 | 7.61 |
| Ulcer Index | 4.75% | 1.67% |
| Daily Std Dev | 19.88% | 11.96% |
| Max Drawdown | -29.20% | -15.68% |
| Current Drawdown | 0.00% | -0.18% |
Correlation
The correlation between SPUC and SVOL is 0.65, 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.
Performance
SPUC vs. SVOL - Performance Comparison
In the year-to-date period, SPUC achieves a 36.79% return, which is significantly higher than SVOL's 9.56% 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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SPUC vs. SVOL - Expense Ratio Comparison
SPUC has a 0.29% expense ratio, which is lower than SVOL's 0.50% expense ratio.
Risk-Adjusted Performance
SPUC vs. SVOL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Simplify US Equity PLUS Upside Convexity ETF (SPUC) 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
SPUC vs. SVOL - Dividend Comparison
SPUC's dividend yield for the trailing twelve months is around 0.96%, less than SVOL's 16.31% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|
SPUC Simplify US Equity PLUS Upside Convexity ETF | 0.96% | 1.33% | 1.53% | 2.10% | 0.75% |
SVOL Simplify Volatility Premium ETF | 16.31% | 16.37% | 18.31% | 4.65% | 0.00% |
Drawdowns
SPUC vs. SVOL - Drawdown Comparison
The maximum SPUC drawdown since its inception was -29.20%, which is greater than SVOL's maximum drawdown of -15.68%. Use the drawdown chart below to compare losses from any high point for SPUC and SVOL. For additional features, visit the drawdowns tool.
Volatility
SPUC vs. SVOL - Volatility Comparison
Simplify US Equity PLUS Upside Convexity ETF (SPUC) has a higher volatility of 5.76% compared to Simplify Volatility Premium ETF (SVOL) at 3.43%. This indicates that SPUC's price experiences larger fluctuations and is considered to be riskier than SVOL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.