SVIX vs. WEIX
Compare and contrast key facts about Volatility Shares -1x Short VIX Futures ETF (SVIX) and Dynamic Shares Trust - Dynamic Short Short-Term Volatility Futures ETF (WEIX).
SVIX and WEIX are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SVIX is managed by Volatility Shares. It was launched on Mar 28, 2022. WEIX is an actively managed fund by Dynamic Shares Trust. It was launched on Jan 13, 2022.
Performance
SVIX vs. WEIX - Performance Comparison
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SVIX vs. WEIX - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
SVIX Volatility Shares -1x Short VIX Futures ETF | -29.61% |
WEIX Dynamic Shares Trust - Dynamic Short Short-Term Volatility Futures ETF | 0.00% |
Returns By Period
SVIX
- 1D
- 9.17%
- 1M
- -25.51%
- YTD
- -35.16%
- 6M
- -26.52%
- 1Y
- -22.76%
- 3Y*
- -1.64%
- 5Y*
- —
- 10Y*
- —
WEIX
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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SVIX vs. WEIX - Expense Ratio Comparison
SVIX has a 1.47% expense ratio, which is higher than WEIX's 0.50% expense ratio.
Return for Risk
SVIX vs. WEIX — Risk / Return Rank
SVIX
WEIX
SVIX vs. WEIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Volatility Shares -1x Short VIX Futures ETF (SVIX) and Dynamic Shares Trust - Dynamic Short Short-Term Volatility Futures ETF (WEIX). 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.
| SVIX | WEIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.31 | — | — |
Sortino ratioReturn per unit of downside risk | 0.05 | — | — |
Omega ratioGain probability vs. loss probability | 1.01 | — | — |
Calmar ratioReturn relative to maximum drawdown | -0.45 | — | — |
Martin ratioReturn relative to average drawdown | -1.03 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SVIX | WEIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.31 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.02 | — | — |
Dividends
SVIX vs. WEIX - Dividend Comparison
Neither SVIX nor WEIX has paid dividends to shareholders.
Drawdowns
SVIX vs. WEIX - Drawdown Comparison
The maximum SVIX drawdown since its inception was -79.30%, which is greater than WEIX's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for SVIX and WEIX.
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Drawdown Indicators
| SVIX | WEIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.30% | 0.00% | -79.30% |
Max Drawdown (1Y)Largest decline over 1 year | -49.47% | — | — |
Current DrawdownCurrent decline from peak | -69.03% | 0.00% | -69.03% |
Average DrawdownAverage peak-to-trough decline | -30.26% | 0.00% | -30.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 21.52% | — | — |
Volatility
SVIX vs. WEIX - Volatility Comparison
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Volatility by Period
| SVIX | WEIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 29.79% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 47.49% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 74.62% | 0.00% | +74.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 67.26% | 0.00% | +67.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 67.26% | 0.00% | +67.26% |