SVIX vs. WEIX
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
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Returns By Period
SVIX
- 1D
- -3.26%
- 1M
- 9.07%
- 6M
- -3.30%
- YTD
- -0.70%
- 1Y
- 46.26%
- 3Y*
- -5.98%
- 5Y*
- —
- 10Y*
- —
WEIX
- 1D
- —
- 1M
- —
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SVIX vs. WEIX - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
SVIX -1x Short VIX Futures ETF | 14.14% |
WEIX Dynamic Shares Trust - Dynamic Short Short-Term Volatility Futures ETF | 0.00% |
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Return for Risk
SVIX vs. WEIX — Risk / Return Rank
SVIX
WEIX
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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 ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.19 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 1.09 | — | — |
| Martin ratioReturn relative to average drawdown | 3.10 | — | — |
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Drawdowns
SVIX vs. WEIX - Drawdown Comparison
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Drawdown Indicators
| SVIX | WEIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.30% | — | — |
Max Drawdown (1Y)Largest decline over 1 year | -42.69% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -79.30% | — | — |
Current DrawdownCurrent decline from peak | -52.57% | — | — |
Average DrawdownAverage peak-to-trough decline | -32.13% | — | — |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.99% | — | — |
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 | 13.65% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 43.65% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 55.42% | — | — |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 65.95% | — | — |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 65.95% | — | — |
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.
Frequently Asked Questions
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.
WEIX is cheaper with a 0.50% expense ratio, compared with 1.47% for SVIX.
SVIX and WEIX have nearly identical dividend yields, around 0.00%.
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.
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