TLTE vs. SVOL
Compare and contrast key facts about FlexShares Morningstar Emerging Markets Factor Tilt Index (TLTE) and Simplify Volatility Premium ETF (SVOL).
TLTE and SVOL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TLTE is a passively managed fund by Northern Trust that tracks the performance of the Morningstar Emerging Markets Factor Tilt Index. It was launched on Sep 28, 2012. SVOL is an actively managed fund by Simplify Asset Management Inc.. It was launched on May 12, 2021.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TLTE or SVOL.
Correlation
The correlation between TLTE and SVOL is 0.63, 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.
Performance
TLTE vs. SVOL - Performance Comparison
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Key characteristics
TLTE:
0.33
SVOL:
-0.47
TLTE:
0.59
SVOL:
-0.49
TLTE:
1.08
SVOL:
0.92
TLTE:
0.33
SVOL:
-0.46
TLTE:
0.92
SVOL:
-1.80
TLTE:
6.46%
SVOL:
8.53%
TLTE:
17.35%
SVOL:
33.34%
TLTE:
-44.21%
SVOL:
-33.50%
TLTE:
-6.07%
SVOL:
-21.02%
Returns By Period
In the year-to-date period, TLTE achieves a 5.59% return, which is significantly higher than SVOL's -16.98% return.
TLTE
5.59%
10.95%
0.48%
5.42%
9.03%
3.09%
SVOL
-16.98%
8.44%
-19.09%
-15.59%
N/A
N/A
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TLTE vs. SVOL - Expense Ratio Comparison
TLTE has a 0.59% expense ratio, which is higher than SVOL's 0.50% expense ratio.
Risk-Adjusted Performance
TLTE vs. SVOL — Risk-Adjusted Performance Rank
TLTE
SVOL
TLTE vs. SVOL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for FlexShares Morningstar Emerging Markets Factor Tilt Index (TLTE) and Simplify Volatility Premium ETF (SVOL). 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.
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Dividends
TLTE vs. SVOL - Dividend Comparison
TLTE's dividend yield for the trailing twelve months is around 3.54%, less than SVOL's 20.65% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TLTE FlexShares Morningstar Emerging Markets Factor Tilt Index | 3.54% | 3.73% | 4.03% | 4.42% | 3.21% | 1.95% | 3.22% | 3.02% | 2.12% | 2.30% | 2.00% | 2.06% |
SVOL Simplify Volatility Premium ETF | 20.65% | 16.79% | 16.37% | 18.32% | 4.65% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
TLTE vs. SVOL - Drawdown Comparison
The maximum TLTE drawdown since its inception was -44.21%, which is greater than SVOL's maximum drawdown of -33.50%. Use the drawdown chart below to compare losses from any high point for TLTE and SVOL. For additional features, visit the drawdowns tool.
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Volatility
TLTE vs. SVOL - Volatility Comparison
The current volatility for FlexShares Morningstar Emerging Markets Factor Tilt Index (TLTE) is 5.01%, while Simplify Volatility Premium ETF (SVOL) has a volatility of 15.87%. This indicates that TLTE experiences smaller price fluctuations and is considered to be less risky than SVOL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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