SPUC vs. SVOL

In the year-to-date period, SPUC achieves a -20.38% return, which is significantly higher than SVOL's -26.49% return.

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SPUC has a 0.29% expense ratio, which is lower than SVOL's 0.50% expense ratio.

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.

The current SPUC Sharpe Ratio is -0.31, which is higher than the SVOL Sharpe Ratio of -0.69. The chart below compares the historical Sharpe Ratios of SPUC 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.

SPUC's dividend yield for the trailing twelve months is around 1.12%, less than SVOL's 23.14% yield.

The maximum SPUC drawdown since its inception was -29.20%, smaller than the maximum SVOL drawdown of -33.50%. Use the drawdown chart below to compare losses from any high point for SPUC and SVOL. For additional features, visit the drawdowns tool.

The current volatility for Simplify US Equity PLUS Upside Convexity ETF (SPUC) is 17.85%, while Simplify Volatility Premium ETF (SVOL) has a volatility of 26.46%. This indicates that SPUC 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.