SVIX vs. UVIX

In the year-to-date period, SVIX achieves a -40.52% return, which is significantly lower than UVIX's -18.71% return.

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SVIX has a 1.47% expense ratio, which is lower than UVIX's 2.78% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Volatility Shares -1x Short VIX Futures ETF (SVIX) and Volatility Shares 2x Long VIX Futures ETF (UVIX). 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 -0.73, which is lower than the UVIX Sharpe Ratio of -0.30. The chart below compares the historical Sharpe Ratios of SVIX and UVIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Neither SVIX nor UVIX has paid dividends to shareholders.

The maximum SVIX drawdown since its inception was -79.30%, smaller than the maximum UVIX drawdown of -99.80%. Use the drawdown chart below to compare losses from any high point for SVIX and UVIX. For additional features, visit the drawdowns tool.

The current volatility for Volatility Shares -1x Short VIX Futures ETF (SVIX) is 17.81%, while Volatility Shares 2x Long VIX Futures ETF (UVIX) has a volatility of 39.57%. This indicates that SVIX experiences smaller price fluctuations and is considered to be less risky than UVIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.