SVOL vs. VIXM
Compare and contrast key facts about Simplify Volatility Premium ETF (SVOL) and ProShares VIX Mid-Term Futures ETF (VIXM).
SVOL and VIXM 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. VIXM is a passively managed fund by ProShares that tracks the performance of the S&P 500 VIX Mid-Term Futures Index. It was launched on Jan 3, 2011.
Performance
SVOL vs. VIXM - Performance Comparison
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SVOL vs. VIXM - 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% |
VIXM ProShares VIX Mid-Term Futures ETF | 12.31% | 5.60% | -13.67% | -44.83% | -0.69% | -12.41% |
Returns By Period
In the year-to-date period, SVOL achieves a -7.92% return, which is significantly lower than VIXM's 12.31% return.
SVOL
- 1D
- 1.52%
- 1M
- -6.10%
- YTD
- -7.92%
- 6M
- -5.42%
- 1Y
- 3.66%
- 3Y*
- 6.05%
- 5Y*
- —
- 10Y*
- —
VIXM
- 1D
- -2.72%
- 1M
- 9.31%
- YTD
- 12.31%
- 6M
- 8.41%
- 1Y
- 8.20%
- 3Y*
- -13.85%
- 5Y*
- -12.86%
- 10Y*
- -10.48%
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SVOL vs. VIXM - Expense Ratio Comparison
SVOL has a 0.50% expense ratio, which is lower than VIXM's 0.85% expense ratio.
Return for Risk
SVOL vs. VIXM — Risk / Return Rank
SVOL
VIXM
SVOL vs. VIXM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Simplify Volatility Premium ETF (SVOL) and ProShares VIX Mid-Term Futures ETF (VIXM). 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 | VIXM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.09 | 0.28 | -0.18 |
Sortino ratioReturn per unit of downside risk | 0.45 | 0.64 | -0.19 |
Omega ratioGain probability vs. loss probability | 1.06 | 1.09 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 0.17 | 0.37 | -0.20 |
Martin ratioReturn relative to average drawdown | 0.57 | 0.54 | +0.03 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SVOL | VIXM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.09 | 0.28 | -0.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | -0.41 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | -0.32 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | -0.53 | +0.82 |
Correlation
The correlation between SVOL and VIXM is -0.77. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
SVOL vs. VIXM - Dividend Comparison
SVOL's dividend yield for the trailing twelve months is around 23.14%, while VIXM has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
SVOL Simplify Volatility Premium ETF | 23.14% | 19.82% | 16.79% | 16.36% | 18.32% | 4.65% |
VIXM ProShares VIX Mid-Term Futures ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
SVOL vs. VIXM - Drawdown Comparison
The maximum SVOL drawdown since its inception was -33.50%, smaller than the maximum VIXM drawdown of -96.23%. Use the drawdown chart below to compare losses from any high point for SVOL and VIXM.
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Drawdown Indicators
| SVOL | VIXM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.50% | -96.23% | +62.73% |
Max Drawdown (1Y)Largest decline over 1 year | -24.73% | -23.73% | -1.00% |
Max Drawdown (5Y)Largest decline over 5 years | — | -63.40% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -75.72% | — |
Current DrawdownCurrent decline from peak | -10.30% | -95.29% | +84.99% |
Average DrawdownAverage peak-to-trough decline | -4.74% | -81.36% | +76.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.46% | 16.12% | -8.66% |
Volatility
SVOL vs. VIXM - Volatility Comparison
The current volatility for Simplify Volatility Premium ETF (SVOL) is 4.34%, while ProShares VIX Mid-Term Futures ETF (VIXM) has a volatility of 9.86%. This indicates that SVOL experiences smaller price fluctuations and is considered to be less risky than VIXM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SVOL | VIXM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.34% | 9.86% | -5.52% |
Volatility (6M)Calculated over the trailing 6-month period | 13.82% | 15.23% | -1.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.84% | 29.79% | +9.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.28% | 31.22% | -8.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 22.28% | 33.06% | -10.78% |