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

Correlation

The correlation between SVOL and SCHD is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.7

Performance

SVOL vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Simplify Volatility Premium ETF (SVOL) and Schwab US Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

0.00%10.00%20.00%30.00%40.00%50.00%NovemberDecember2025FebruaryMarchApril
19.61%
15.52%
SVOL
SCHD

Key characteristics

Sharpe Ratio

SVOL:

-0.39

SCHD:

0.18

Sortino Ratio

SVOL:

-0.37

SCHD:

0.35

Omega Ratio

SVOL:

0.94

SCHD:

1.05

Calmar Ratio

SVOL:

-0.38

SCHD:

0.18

Martin Ratio

SVOL:

-1.68

SCHD:

0.64

Ulcer Index

SVOL:

7.55%

SCHD:

4.44%

Daily Std Dev

SVOL:

32.67%

SCHD:

15.99%

Max Drawdown

SVOL:

-33.50%

SCHD:

-33.37%

Current Drawdown

SVOL:

-20.44%

SCHD:

-11.47%

Returns By Period

In the year-to-date period, SVOL achieves a -16.37% return, which is significantly lower than SCHD's -5.19% return.


SVOL

YTD

-16.37%

1M

-7.51%

6M

-15.48%

1Y

-12.90%

5Y*

N/A

10Y*

N/A

SCHD

YTD

-5.19%

1M

-6.93%

6M

-7.13%

1Y

3.21%

5Y*

12.59%

10Y*

10.43%

*Annualized

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SVOL vs. SCHD - Expense Ratio Comparison

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


Expense ratio chart for SVOL: current value is 0.50%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SVOL: 0.50%
Expense ratio chart for SCHD: current value is 0.06%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SCHD: 0.06%

Risk-Adjusted Performance

SVOL vs. SCHD — 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 55
Overall Rank
The Sharpe Ratio Rank of SVOL is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of SVOL is 77
Sortino Ratio Rank
The Omega Ratio Rank of SVOL is 66
Omega Ratio Rank
The Calmar Ratio Rank of SVOL is 44
Calmar Ratio Rank
The Martin Ratio Rank of SVOL is 11
Martin Ratio Rank

SCHD
The Risk-Adjusted Performance Rank of SCHD is 3535
Overall Rank
The Sharpe Ratio Rank of SCHD is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of SCHD is 3434
Sortino Ratio Rank
The Omega Ratio Rank of SCHD is 3333
Omega Ratio Rank
The Calmar Ratio Rank of SCHD is 3838
Calmar Ratio Rank
The Martin Ratio Rank of SCHD is 3737
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. SCHD - Risk-Adjusted Performance Comparison

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 chart of Sharpe ratio for SVOL, currently valued at -0.39, compared to the broader market-1.000.001.002.003.004.00
SVOL: -0.39
SCHD: 0.18
The chart of Sortino ratio for SVOL, currently valued at -0.37, compared to the broader market-2.000.002.004.006.008.00
SVOL: -0.37
SCHD: 0.35
The chart of Omega ratio for SVOL, currently valued at 0.94, compared to the broader market0.501.001.502.002.50
SVOL: 0.94
SCHD: 1.05
The chart of Calmar ratio for SVOL, currently valued at -0.38, compared to the broader market0.002.004.006.008.0010.0012.00
SVOL: -0.38
SCHD: 0.18
The chart of Martin ratio for SVOL, currently valued at -1.68, compared to the broader market0.0020.0040.0060.00
SVOL: -1.68
SCHD: 0.64

The current SVOL Sharpe Ratio is -0.39, which is lower than the SCHD Sharpe Ratio of 0.18. 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
-0.39
0.18
SVOL
SCHD

Dividends

SVOL vs. SCHD - Dividend Comparison

SVOL's dividend yield for the trailing twelve months is around 20.50%, more than SCHD's 4.05% yield.


TTM20242023202220212020201920182017201620152014
SVOL
Simplify Volatility Premium ETF
20.50%16.79%16.37%18.32%4.65%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SCHD
Schwab US Dividend Equity ETF
4.05%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%

Drawdowns

SVOL vs. SCHD - Drawdown Comparison

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. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-20.44%
-11.47%
SVOL
SCHD

Volatility

SVOL vs. SCHD - Volatility Comparison

Simplify Volatility Premium ETF (SVOL) has a higher volatility of 27.53% compared to Schwab US Dividend Equity ETF (SCHD) at 11.20%. 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.


0.00%5.00%10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
27.53%
11.20%
SVOL
SCHD