SVOL vs. ^VIX

In the year-to-date period, SVOL achieves a -7.17% return, which is significantly lower than ^VIX's 10.55% return.

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This table presents a comparison of risk-adjusted performance metrics for Simplify Volatility Premium ETF (SVOL) and CBOE Volatility Index (^VIX). 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 -0.16, which is lower than the ^VIX Sharpe Ratio of 0.19. The chart below compares the historical Sharpe Ratios of SVOL and ^VIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum SVOL drawdown since its inception was -33.50%, smaller than the maximum ^VIX drawdown of -88.70%. Use the drawdown chart below to compare losses from any high point for SVOL and ^VIX.

The current volatility for Simplify Volatility Premium ETF (SVOL) is 17.56%, while CBOE Volatility Index (^VIX) has a volatility of 31.27%. This indicates that SVOL experiences smaller price fluctuations and is considered to be less risky than ^VIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.