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SVOL vs. VIXM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SVOL vs. VIXM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Simplify Volatility Premium ETF (SVOL) and ProShares VIX Mid-Term Futures ETF (VIXM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SVOL achieves a -0.40% return, which is significantly lower than VIXM's 1.31% return.


SVOL

1D
-0.12%
1M
2.98%
YTD
-0.40%
6M
1.29%
1Y
10.62%
3Y*
6.58%
5Y*
6.70%
10Y*

VIXM

1D
0.39%
1M
-2.34%
YTD
1.31%
6M
-2.83%
1Y
-8.35%
3Y*
-13.22%
5Y*
-13.49%
10Y*
-11.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SVOL vs. VIXM - Yearly Performance Comparison


2026 (YTD)20252024202320222021
SVOL
Simplify Volatility Premium ETF
-0.40%2.41%6.77%22.88%-3.30%12.25%
VIXM
ProShares VIX Mid-Term Futures ETF
1.31%5.60%-13.67%-44.83%-0.69%-12.41%

Correlation

The correlation between SVOL and VIXM is -0.66, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.66

Correlation (3Y)
Calculated over the trailing 3-year period

-0.72

Correlation (5Y)
Calculated over the trailing 5-year period

-0.77

Correlation (All Time)
Calculated using the full available price history since May 14, 2021

-0.77

The correlation between SVOL and VIXM shifts across timeframes, from -0.77 (all time) to -0.66 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

SVOL vs. VIXM — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SVOL
SVOL Risk / Return Rank: 1818
Overall Rank
SVOL Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
SVOL Sortino Ratio Rank: 1616
Sortino Ratio Rank
SVOL Omega Ratio Rank: 1818
Omega Ratio Rank
SVOL Calmar Ratio Rank: 1919
Calmar Ratio Rank
SVOL Martin Ratio Rank: 1818
Martin Ratio Rank

VIXM
VIXM Risk / Return Rank: 44
Overall Rank
VIXM Sharpe Ratio Rank: 55
Sharpe Ratio Rank
VIXM Sortino Ratio Rank: 55
Sortino Ratio Rank
VIXM Omega Ratio Rank: 44
Omega Ratio Rank
VIXM Calmar Ratio Rank: 44
Calmar Ratio Rank
VIXM Martin Ratio Rank: 44
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.


SVOLVIXMDifference
Sharpe ratioReturn per unit of total volatility

+0.95

Sortino ratioReturn per unit of downside risk

+1.34

Omega ratioGain probability vs. loss probability

1.12

0.94

+0.18

Calmar ratioReturn relative to maximum drawdown

0.82

-0.55

+1.37

Martin ratioReturn relative to average drawdown

1.94

-0.96

+2.90

SVOL vs. VIXM - Sharpe Ratio Comparison

The current SVOL Sharpe Ratio is 0.51, which is higher than the VIXM Sharpe Ratio of -0.44. The chart below compares the historical Sharpe Ratios of SVOL and VIXM, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SVOLVIXMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.51

-0.44

+0.95

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.31

-0.44

+0.75

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.35

-0.55

+0.90

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


SVOLVIXMDifference

Max Drawdown

Largest peak-to-trough decline

-33.50%

-96.23%

+62.73%

Max Drawdown (1Y)

Largest decline over 1 year

-13.01%

-15.22%

+2.21%

Max Drawdown (3Y)

Largest decline over 3 years

-33.50%

-41.41%

+7.91%

Max Drawdown (5Y)

Largest decline over 5 years

-33.50%

-63.40%

+29.90%

Max Drawdown (10Y)

Largest decline over 10 years

-75.72%

Current Drawdown

Current decline from peak

-2.98%

-95.75%

+92.77%

Average Drawdown

Average peak-to-trough decline

-4.77%

-81.52%

+76.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.49%

8.74%

-3.25%

Volatility

SVOL vs. VIXM - Volatility Comparison

The current volatility for Simplify Volatility Premium ETF (SVOL) is 1.41%, while ProShares VIX Mid-Term Futures ETF (VIXM) has a volatility of 3.19%. 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


SVOLVIXMDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.41%

3.19%

-1.78%

Volatility (6M)

Calculated over the trailing 6-month period

9.57%

13.91%

-4.34%

Volatility (1Y)

Calculated over the trailing 1-year period

20.90%

18.98%

+1.92%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.99%

30.68%

-8.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.92%

32.90%

-10.98%

SVOL vs. VIXM - Expense Ratio Comparison

SVOL has a 0.50% expense ratio, which is lower than VIXM's 0.85% expense ratio.


Dividends

SVOL vs. VIXM - Dividend Comparison

SVOL's dividend yield for the trailing twelve months is around 22.10%, while VIXM has not paid dividends to shareholders.


PositionTTM20252024202320222021
SVOL
Simplify Volatility Premium ETF
22.10%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%

Frequently Asked Questions


SVOL and VIXM have a correlation of -0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VIXM has higher volatility (3.19%) compared to SVOL (1.41%). In terms of maximum drawdown, SVOL dropped -33.50% vs VIXM's -96.23%.

On 5-year performance, SVOL leads with 6.70% vs -13.49% for VIXM. On fees, SVOL is cheaper at 0.50% per year. On volatility, SVOL has been the lower-risk option at 1.41%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, SVOL has performed better with a 6.70% return vs -13.49%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SVOL is cheaper with a 0.50% expense ratio, compared with 0.85% for VIXM.

SVOL has the higher dividend yield at 22.10%, compared with 0.00% for VIXM.

They also come from different issuers: Simplify and ProShares. Their fees differ too: 0.50% for SVOL and 0.85% for VIXM.

SVOL currently has the higher Sharpe Ratio (0.51 vs -0.44), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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