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SVOL vs. BNDW
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SVOL and BNDW is 0.15, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

SVOL vs. BNDW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Simplify Volatility Premium ETF (SVOL) and Vanguard Total World Bond ETF (BNDW). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%40.00%50.00%December2025FebruaryMarchAprilMay
19.25%
-1.86%
SVOL
BNDW

Key characteristics

Sharpe Ratio

SVOL:

-0.45

BNDW:

1.26

Sortino Ratio

SVOL:

-0.47

BNDW:

1.86

Omega Ratio

SVOL:

0.92

BNDW:

1.22

Calmar Ratio

SVOL:

-0.45

BNDW:

0.52

Martin Ratio

SVOL:

-1.77

BNDW:

4.64

Ulcer Index

SVOL:

8.43%

BNDW:

1.16%

Daily Std Dev

SVOL:

33.34%

BNDW:

4.26%

Max Drawdown

SVOL:

-33.50%

BNDW:

-17.22%

Current Drawdown

SVOL:

-20.69%

BNDW:

-4.82%

Returns By Period

In the year-to-date period, SVOL achieves a -16.62% return, which is significantly lower than BNDW's 1.65% return.


SVOL

YTD

-16.62%

1M

19.27%

6M

-18.48%

1Y

-15.08%

5Y*

N/A

10Y*

N/A

BNDW

YTD

1.65%

1M

0.47%

6M

1.58%

1Y

5.33%

5Y*

-0.35%

10Y*

N/A

*Annualized

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SVOL vs. BNDW - Expense Ratio Comparison

SVOL has a 0.50% expense ratio, which is higher than BNDW's 0.06% expense ratio.


Risk-Adjusted Performance

SVOL vs. BNDW — Risk-Adjusted Performance Rank

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

SVOL
The Risk-Adjusted Performance Rank of SVOL is 44
Overall Rank
The Sharpe Ratio Rank of SVOL is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of SVOL is 66
Sortino Ratio Rank
The Omega Ratio Rank of SVOL is 55
Omega Ratio Rank
The Calmar Ratio Rank of SVOL is 33
Calmar Ratio Rank
The Martin Ratio Rank of SVOL is 11
Martin Ratio Rank

BNDW
The Risk-Adjusted Performance Rank of BNDW is 8181
Overall Rank
The Sharpe Ratio Rank of BNDW is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of BNDW is 8888
Sortino Ratio Rank
The Omega Ratio Rank of BNDW is 8484
Omega Ratio Rank
The Calmar Ratio Rank of BNDW is 6262
Calmar Ratio Rank
The Martin Ratio Rank of BNDW is 8383
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SVOL vs. BNDW - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Simplify Volatility Premium ETF (SVOL) and Vanguard Total World Bond ETF (BNDW). 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 SVOL Sharpe Ratio is -0.45, which is lower than the BNDW Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of SVOL and BNDW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.50-1.00-0.500.000.501.001.502.00December2025FebruaryMarchAprilMay
-0.45
1.26
SVOL
BNDW

Dividends

SVOL vs. BNDW - Dividend Comparison

SVOL's dividend yield for the trailing twelve months is around 20.56%, more than BNDW's 4.01% yield.


TTM2024202320222021202020192018
SVOL
Simplify Volatility Premium ETF
20.56%16.79%16.37%18.32%4.65%0.00%0.00%0.00%
BNDW
Vanguard Total World Bond ETF
4.01%3.90%3.73%2.02%2.58%1.56%3.05%1.66%

Drawdowns

SVOL vs. BNDW - Drawdown Comparison

The maximum SVOL drawdown since its inception was -33.50%, which is greater than BNDW's maximum drawdown of -17.22%. Use the drawdown chart below to compare losses from any high point for SVOL and BNDW. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-20.69%
-4.50%
SVOL
BNDW

Volatility

SVOL vs. BNDW - Volatility Comparison

Simplify Volatility Premium ETF (SVOL) has a higher volatility of 23.61% compared to Vanguard Total World Bond ETF (BNDW) at 1.19%. This indicates that SVOL's price experiences larger fluctuations and is considered to be riskier than BNDW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%25.00%December2025FebruaryMarchAprilMay
23.61%
1.19%
SVOL
BNDW