SVIX vs. USD

In the year-to-date period, SVIX achieves a -50.18% return, which is significantly lower than USD's -39.07% return.

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SVIX has a 1.47% expense ratio, which is higher than USD's 0.95% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Volatility Shares -1x Short VIX Futures ETF (SVIX) and ProShares Ultra Semiconductors (USD). 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 SVIX Sharpe Ratio is -0.74, which is lower than the USD Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of SVIX and USD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

SVIX has not paid dividends to shareholders, while USD's dividend yield for the trailing twelve months is around 0.29%.

The maximum SVIX drawdown since its inception was -79.30%, smaller than the maximum USD drawdown of -87.94%. Use the drawdown chart below to compare losses from any high point for SVIX and USD. For additional features, visit the drawdowns tool.

Volatility Shares -1x Short VIX Futures ETF (SVIX) has a higher volatility of 52.79% compared to ProShares Ultra Semiconductors (USD) at 49.02%. This indicates that SVIX's price experiences larger fluctuations and is considered to be riskier than USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.