SVOL vs. SPY
Compare and contrast key facts about Simplify Volatility Premium ETF (SVOL) and SPDR S&P 500 ETF (SPY).
SVOL and SPY 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 Asset Management Inc.. It was launched on May 12, 2021. SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SVOL or SPY.
Correlation
The correlation between SVOL and SPY is 0.69, 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.
Performance
SVOL vs. SPY - Performance Comparison
Key characteristics
SVOL:
0.59
SPY:
1.75
SVOL:
0.87
SPY:
2.36
SVOL:
1.15
SPY:
1.32
SVOL:
0.80
SPY:
2.66
SVOL:
4.27
SPY:
11.01
SVOL:
2.04%
SPY:
2.03%
SVOL:
14.70%
SPY:
12.77%
SVOL:
-15.62%
SPY:
-55.19%
SVOL:
-2.13%
SPY:
-2.12%
Returns By Period
In the year-to-date period, SVOL achieves a 2.89% return, which is significantly higher than SPY's 2.36% return.
SVOL
2.89%
-1.06%
0.99%
8.32%
N/A
N/A
SPY
2.36%
-1.07%
7.41%
19.73%
14.21%
12.96%
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SVOL vs. SPY - Expense Ratio Comparison
SVOL has a 0.50% expense ratio, which is higher than SPY's 0.09% expense ratio.
Risk-Adjusted Performance
SVOL vs. SPY — Risk-Adjusted Performance Rank
SVOL
SPY
SVOL vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Simplify Volatility Premium ETF (SVOL) and SPDR S&P 500 ETF (SPY). 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.
Dividends
SVOL vs. SPY - Dividend Comparison
SVOL's dividend yield for the trailing twelve months is around 16.38%, more than SPY's 1.18% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SVOL Simplify Volatility Premium ETF | 16.38% | 16.79% | 16.37% | 18.32% | 4.65% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPY SPDR S&P 500 ETF | 1.18% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
Drawdowns
SVOL vs. SPY - Drawdown Comparison
The maximum SVOL drawdown since its inception was -15.62%, smaller than the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for SVOL and SPY. For additional features, visit the drawdowns tool.
Volatility
SVOL vs. SPY - Volatility Comparison
Simplify Volatility Premium ETF (SVOL) has a higher volatility of 3.62% compared to SPDR S&P 500 ETF (SPY) at 3.38%. This indicates that SVOL's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.