SVXY vs. ZIVB

In the year-to-date period, SVXY achieves a -17.14% return, which is significantly lower than ZIVB's -16.10% return.

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SVXY has a 1.38% expense ratio, which is higher than ZIVB's 1.35% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for ProShares Short VIX Short-Term Futures ETF (SVXY) and -1x Short VIX Mid-Term Futures Strategy ETF (ZIVB). 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 SVXY Sharpe Ratio is -0.63, which is comparable to the ZIVB Sharpe Ratio of -0.59. The chart below compares the historical Sharpe Ratios of SVXY and ZIVB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

SVXY has not paid dividends to shareholders, while ZIVB's dividend yield for the trailing twelve months is around 41.19%.

The maximum SVXY drawdown since its inception was -95.25%, which is greater than ZIVB's maximum drawdown of -37.25%. Use the drawdown chart below to compare losses from any high point for SVXY and ZIVB. For additional features, visit the drawdowns tool.

ProShares Short VIX Short-Term Futures ETF (SVXY) and -1x Short VIX Mid-Term Futures Strategy ETF (ZIVB) have volatilities of 9.19% and 9.51%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.