SVIX vs. WEIX

Last updated Jun 23, 2026

SVIX (-1x Short VIX Futures ETF) and WEIX (Dynamic Shares Trust - Dynamic Short Short-Term Volatility Futures ETF) are both Volatility funds. SVIX is passively managed, while WEIX is actively managed. SVIX charges 1.47%/yr vs 0.50%/yr for WEIX.

Performance

SVIX vs. WEIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in -1x Short VIX Futures ETF (SVIX) and Dynamic Shares Trust - Dynamic Short Short-Term Volatility Futures ETF (WEIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

SVIX

• 1D: 0.60%
• 1M: 13.36%
• YTD: -3.67%
• 6M: -2.22%
• 1Y: 66.24%
• 3Y*: -4.10%
• 5Y*: —
• 10Y*: —

WEIX

• 1D: 0.00%
• 1M: 0.00%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

SVIX vs. WEIX - Yearly Performance Comparison

	2026 (YTD)
SVIX -1x Short VIX Futures ETF	10.72%
WEIX Dynamic Shares Trust - Dynamic Short Short-Term Volatility Futures ETF	0.00%

Return for Risk

SVIX vs. WEIX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SVIX

SVIX Risk / Return Rank: 34
SVIX Sharpe Ratio Rank: 34
SVIX Sortino Ratio Rank: 33
SVIX Omega Ratio Rank: 36
SVIX Calmar Ratio Rank: 32
SVIX Martin Ratio Rank: 32

WEIX

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SVIX vs. WEIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for -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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	SVIX	WEIX	Difference
Sharpe ratio: Return per unit of total volatility	1.21	—	—
Sortino ratio: Return per unit of downside risk	1.70	—	—
Omega ratio: Gain probability vs. loss probability	1.24	—	—
Calmar ratio: Return relative to maximum drawdown	1.56	—	—
Martin ratio: Return relative to average drawdown	4.45	—	—

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.

Drawdown Indicators

	SVIX	WEIX	Difference
Max Drawdown Largest peak-to-trough decline	-79.30%	0.00%	-79.30%
Max Drawdown (1Y) Largest decline over 1 year	-42.69%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-79.30%	—	—
Current Drawdown Current decline from peak	-53.99%	0.00%	-53.99%
Average Drawdown Average peak-to-trough decline	-31.85%	0.00%	-31.85%
Ulcer Index Depth and duration of drawdowns from previous peaks	14.92%	—	—

Volatility

Volatility by Period

	SVIX	WEIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	15.86%	—	—
Volatility (6M) Calculated over the trailing 6-month period	43.29%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	55.21%	0.00%	+55.21%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	66.25%	0.00%	+66.25%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	66.25%	0.00%	+66.25%

SVIX vs. WEIX - Expense Ratio Comparison

SVIX has a 1.47% expense ratio, which is higher than WEIX's 0.50% expense ratio.

Dividends

SVIX vs. WEIX - Dividend Comparison

Neither SVIX nor WEIX has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Which ETF is better, SVIX or WEIX?

On fees, WEIX is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, SVIX or WEIX?

WEIX is cheaper with a 0.50% expense ratio, compared with 1.47% for SVIX.

Which ETF pays a higher dividend yield, SVIX or WEIX?

SVIX and WEIX have nearly identical dividend yields, around 0.00%.

What is the main difference between SVIX and WEIX?

They also come from different issuers: Volatility Shares and Dynamic Shares Trust. Their fees differ too: 1.47% for SVIX and 0.50% for WEIX.