SVOL vs. SCHD

In the year-to-date period, SVOL achieves a -7.17% return, which is significantly lower than SCHD's -3.27% return.

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

This table presents a comparison of risk-adjusted performance metrics for Simplify Volatility Premium ETF (SVOL) and Schwab US Dividend Equity ETF (SCHD). 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 -0.16, which is lower than the SCHD Sharpe Ratio of 0.42. The chart below compares the historical Sharpe Ratios of SVOL and SCHD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

SVOL's dividend yield for the trailing twelve months is around 18.77%, more than SCHD's 3.97% yield.

The maximum SVOL drawdown since its inception was -33.50%, roughly equal to the maximum SCHD drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for SVOL and SCHD.

Simplify Volatility Premium ETF (SVOL) has a higher volatility of 17.56% compared to Schwab US Dividend Equity ETF (SCHD) at 4.91%. This indicates that SVOL's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.