SVOL vs. SVXY

In the year-to-date period, SVOL achieves a -11.58% return, which is significantly higher than SVXY's -23.05% return.

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SVOL has a 0.50% expense ratio, which is lower than SVXY's 1.38% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Simplify Volatility Premium ETF (SVOL) and ProShares Short VIX Short-Term Futures ETF (SVXY). 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 -0.24, which is higher than the SVXY Sharpe Ratio of -0.61. The chart below compares the historical Sharpe Ratios of SVOL and SVXY, 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 19.39%, while SVXY has not paid dividends to shareholders.

The maximum SVOL drawdown since its inception was -33.50%, smaller than the maximum SVXY drawdown of -95.25%. Use the drawdown chart below to compare losses from any high point for SVOL and SVXY. For additional features, visit the drawdowns tool.

Simplify Volatility Premium ETF (SVOL) has a higher volatility of 27.79% compared to ProShares Short VIX Short-Term Futures ETF (SVXY) at 25.28%. This indicates that SVOL's price experiences larger fluctuations and is considered to be riskier than SVXY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.