SVOL vs. WEIX

Last updated Apr 1, 2026

Compare and contrast key facts about Simplify Volatility Premium ETF (SVOL) and Dynamic Shares Trust - Dynamic Short Short-Term Volatility Futures ETF (WEIX).

SVOL and WEIX 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. WEIX is an actively managed fund by Dynamic Shares Trust. It was launched on Jan 13, 2022.

Performance

SVOL vs. WEIX - Performance Comparison

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

SVOL vs. WEIX - Yearly Performance Comparison

	2026 (YTD)
SVOL Simplify Volatility Premium ETF	-7.67%
WEIX Dynamic Shares Trust - Dynamic Short Short-Term Volatility Futures ETF	0.00%

Returns By Period

SVOL

• 1D: 1.52%
• 1M: -6.10%
• YTD: -7.92%
• 6M: -5.42%
• 1Y: 3.66%
• 3Y*: 6.05%
• 5Y*: —
• 10Y*: —

WEIX

• 1D: 0.00%
• 1M: 0.00%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

SVOL vs. WEIX - Expense Ratio Comparison

Both SVOL and WEIX have an expense ratio of 0.50%.

SVOL

Simplify Volatility Premium ETF

WEIX

Dynamic Shares Trust - Dynamic Short Short-Term Volatility Futures ETF

Return for Risk

SVOL vs. WEIX — Risk / Return Rank

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

SVOL

SVOL Risk / Return Rank: 17
SVOL Sharpe Ratio Rank: 15
SVOL Sortino Ratio Rank: 19
SVOL Omega Ratio Rank: 20
SVOL Calmar Ratio Rank: 16
SVOL Martin Ratio Rank: 17

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. WEIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Simplify Volatility Premium ETF (SVOL) and Dynamic Shares Trust - Dynamic Short Short-Term Volatility Futures ETF (WEIX). 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	WEIX	Difference
Sharpe ratio Return per unit of total volatility	0.09	—	—
Sortino ratio Return per unit of downside risk	0.45	—	—
Omega ratio Gain probability vs. loss probability	1.06	—	—
Calmar ratio Return relative to maximum drawdown	0.17	—	—
Martin ratio Return relative to average drawdown	0.57	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	SVOL	WEIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.09	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.28	—	—

Dividends

SVOL vs. WEIX - Dividend Comparison

SVOL's dividend yield for the trailing twelve months is around 23.14%, while WEIX 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%
WEIX Dynamic Shares Trust - Dynamic Short Short-Term Volatility Futures ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

SVOL vs. WEIX - Drawdown Comparison

The maximum SVOL drawdown since its inception was -33.50%, which is greater than WEIX's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for SVOL and WEIX.

Drawdown Indicators

	SVOL	WEIX	Difference
Max Drawdown Largest peak-to-trough decline	-33.50%	0.00%	-33.50%
Max Drawdown (1Y) Largest decline over 1 year	-24.73%	—	—
Current Drawdown Current decline from peak	-10.30%	0.00%	-10.30%
Average Drawdown Average peak-to-trough decline	-4.74%	0.00%	-4.74%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.46%	—	—

Volatility

Volatility by Period

	SVOL	WEIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.34%	—	—
Volatility (6M) Calculated over the trailing 6-month period	13.82%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	38.84%	0.00%	+38.84%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.28%	0.00%	+22.28%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.28%	0.00%	+22.28%