SVOL vs. QQQ
Compare and contrast key facts about Simplify Volatility Premium ETF (SVOL) and Invesco QQQ ETF (QQQ).
SVOL and QQQ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SVOL is an actively managed fund by Simplify. It was launched on May 12, 2021. QQQ is a passively managed fund by Invesco that tracks the performance of the NASDAQ-100 Index. It was launched on Mar 10, 1999.
Performance
SVOL vs. QQQ - Performance Comparison
Loading graphics...
SVOL vs. QQQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
SVOL Simplify Volatility Premium ETF | -7.92% | 2.41% | 6.77% | 22.88% | -3.30% | 12.25% |
QQQ Invesco QQQ ETF | -5.93% | 20.77% | 25.58% | 54.86% | -32.58% | 25.03% |
Returns By Period
In the year-to-date period, SVOL achieves a -7.92% return, which is significantly lower than QQQ's -5.93% return.
SVOL
- 1D
- 1.52%
- 1M
- -6.10%
- YTD
- -7.92%
- 6M
- -5.42%
- 1Y
- 3.66%
- 3Y*
- 6.05%
- 5Y*
- —
- 10Y*
- —
QQQ
- 1D
- 3.39%
- 1M
- -4.84%
- YTD
- -5.93%
- 6M
- -3.62%
- 1Y
- 23.68%
- 3Y*
- 22.32%
- 5Y*
- 12.88%
- 10Y*
- 18.85%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
SVOL vs. QQQ - Expense Ratio Comparison
SVOL has a 0.50% expense ratio, which is higher than QQQ's 0.18% expense ratio.
Return for Risk
SVOL vs. QQQ — Risk / Return Rank
SVOL
QQQ
SVOL vs. QQQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Simplify Volatility Premium ETF (SVOL) and Invesco QQQ ETF (QQQ). 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.
| SVOL | QQQ | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.09 | 1.05 | -0.95 |
Sortino ratioReturn per unit of downside risk | 0.45 | 1.63 | -1.18 |
Omega ratioGain probability vs. loss probability | 1.06 | 1.23 | -0.17 |
Calmar ratioReturn relative to maximum drawdown | 0.17 | 1.88 | -1.70 |
Martin ratioReturn relative to average drawdown | 0.57 | 6.95 | -6.38 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| SVOL | QQQ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.09 | 1.05 | -0.95 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.58 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.85 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.37 | -0.09 |
Correlation
The correlation between SVOL and QQQ is 0.67, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
SVOL vs. QQQ - Dividend Comparison
SVOL's dividend yield for the trailing twelve months is around 23.14%, more than QQQ's 0.49% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SVOL Simplify Volatility Premium ETF | 23.14% | 19.82% | 16.79% | 16.36% | 18.32% | 4.65% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
QQQ Invesco QQQ ETF | 0.49% | 0.45% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% |
Drawdowns
SVOL vs. QQQ - Drawdown Comparison
The maximum SVOL drawdown since its inception was -33.50%, smaller than the maximum QQQ drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for SVOL and QQQ.
Loading graphics...
Drawdown Indicators
| SVOL | QQQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.50% | -82.97% | +49.47% |
Max Drawdown (1Y)Largest decline over 1 year | -24.73% | -12.62% | -12.11% |
Max Drawdown (5Y)Largest decline over 5 years | — | -35.12% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.12% | — |
Current DrawdownCurrent decline from peak | -10.30% | -8.98% | -1.32% |
Average DrawdownAverage peak-to-trough decline | -4.74% | -32.99% | +28.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.46% | 3.41% | +4.05% |
Volatility
SVOL vs. QQQ - Volatility Comparison
The current volatility for Simplify Volatility Premium ETF (SVOL) is 4.34%, while Invesco QQQ ETF (QQQ) has a volatility of 6.51%. This indicates that SVOL experiences smaller price fluctuations and is considered to be less risky than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| SVOL | QQQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.34% | 6.51% | -2.17% |
Volatility (6M)Calculated over the trailing 6-month period | 13.82% | 12.77% | +1.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.84% | 22.67% | +16.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.28% | 22.39% | -0.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.28% | 22.25% | +0.03% |