SVXY vs. XVOL
Compare and contrast key facts about ProShares Short VIX Short-Term Futures ETF (SVXY) and Acruence Active Hedge U.S. Equity ETF (XVOL).
SVXY and XVOL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SVXY is a passively managed fund by ProShares that tracks the performance of the S&P 500 VIX Short-Term Futures Index (-100%). It was launched on Oct 3, 2011. XVOL is an actively managed fund by Toroso Investments. It was launched on Apr 22, 2021.
Performance
SVXY vs. XVOL - Performance Comparison
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SVXY vs. XVOL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
SVXY ProShares Short VIX Short-Term Futures ETF | -17.30% | 10.63% | -3.17% | 76.21% | -4.66% | 25.69% |
XVOL Acruence Active Hedge U.S. Equity ETF | -2.57% | 9.52% | 20.00% | 7.42% | -20.78% | 13.22% |
Returns By Period
In the year-to-date period, SVXY achieves a -17.30% return, which is significantly lower than XVOL's -2.57% return.
SVXY
- 1D
- 4.90%
- 1M
- -12.39%
- YTD
- -17.30%
- 6M
- -10.09%
- 1Y
- 0.09%
- 3Y*
- 12.84%
- 5Y*
- 13.74%
- 10Y*
- -1.26%
XVOL
- 1D
- 2.15%
- 1M
- -7.33%
- YTD
- -2.57%
- 6M
- -2.90%
- 1Y
- 13.65%
- 3Y*
- 9.36%
- 5Y*
- —
- 10Y*
- —
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SVXY vs. XVOL - Expense Ratio Comparison
SVXY has a 1.38% expense ratio, which is higher than XVOL's 0.83% expense ratio.
Return for Risk
SVXY vs. XVOL — Risk / Return Rank
SVXY
XVOL
SVXY vs. XVOL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares Short VIX Short-Term Futures ETF (SVXY) and Acruence Active Hedge U.S. Equity ETF (XVOL). 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.
| SVXY | XVOL | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.00 | 0.92 | -0.92 |
Sortino ratioReturn per unit of downside risk | 0.26 | 1.31 | -1.05 |
Omega ratioGain probability vs. loss probability | 1.04 | 1.18 | -0.14 |
Calmar ratioReturn relative to maximum drawdown | 0.00 | 1.54 | -1.54 |
Martin ratioReturn relative to average drawdown | 0.01 | 5.95 | -5.94 |
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
| SVXY | XVOL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.00 | 0.92 | -0.92 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.38 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.02 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.19 | 0.25 | -0.06 |
Correlation
The correlation between SVXY and XVOL is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
SVXY vs. XVOL - Dividend Comparison
SVXY has not paid dividends to shareholders, while XVOL's dividend yield for the trailing twelve months is around 2.01%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
SVXY ProShares Short VIX Short-Term Futures ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XVOL Acruence Active Hedge U.S. Equity ETF | 2.01% | 1.95% | 3.13% | 1.09% | 2.86% | 0.30% |
Drawdowns
SVXY vs. XVOL - Drawdown Comparison
The maximum SVXY drawdown since its inception was -95.25%, which is greater than XVOL's maximum drawdown of -25.82%. Use the drawdown chart below to compare losses from any high point for SVXY and XVOL.
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Drawdown Indicators
| SVXY | XVOL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.25% | -25.82% | -69.43% |
Max Drawdown (1Y)Largest decline over 1 year | -26.50% | -9.42% | -17.08% |
Max Drawdown (5Y)Largest decline over 5 years | -46.45% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -95.25% | — | — |
Current DrawdownCurrent decline from peak | -83.43% | -7.33% | -76.10% |
Average DrawdownAverage peak-to-trough decline | -56.57% | -9.74% | -46.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.75% | 2.44% | +7.31% |
Volatility
SVXY vs. XVOL - Volatility Comparison
ProShares Short VIX Short-Term Futures ETF (SVXY) has a higher volatility of 15.28% compared to Acruence Active Hedge U.S. Equity ETF (XVOL) at 4.80%. This indicates that SVXY's price experiences larger fluctuations and is considered to be riskier than XVOL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SVXY | XVOL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.28% | 4.80% | +10.48% |
Volatility (6M)Calculated over the trailing 6-month period | 24.61% | 8.95% | +15.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.20% | 14.91% | +23.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.91% | 17.50% | +18.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 51.24% | 17.50% | +33.74% |