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ULTY vs. SVOL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ULTY and SVOL is 0.83, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.0
Correlation: 0.8

Performance

ULTY vs. SVOL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax Ultra Option Income Strategy ETF (ULTY) and Simplify Volatility Premium ETF (SVOL). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%NovemberDecember2025FebruaryMarchApril
-12.40%
-13.97%
ULTY
SVOL

Key characteristics

Sharpe Ratio

ULTY:

0.02

SVOL:

-0.40

Sortino Ratio

ULTY:

0.24

SVOL:

-0.39

Omega Ratio

ULTY:

1.03

SVOL:

0.93

Calmar Ratio

ULTY:

0.02

SVOL:

-0.39

Martin Ratio

ULTY:

0.06

SVOL:

-1.76

Ulcer Index

ULTY:

9.51%

SVOL:

7.44%

Daily Std Dev

ULTY:

31.03%

SVOL:

32.64%

Max Drawdown

ULTY:

-26.85%

SVOL:

-33.50%

Current Drawdown

ULTY:

-18.07%

SVOL:

-21.41%

Returns By Period

In the year-to-date period, ULTY achieves a -12.87% return, which is significantly higher than SVOL's -17.38% return.


ULTY

YTD

-12.87%

1M

-8.28%

6M

-8.45%

1Y

-1.29%

5Y*

N/A

10Y*

N/A

SVOL

YTD

-17.38%

1M

-13.97%

6M

-17.01%

1Y

-13.92%

5Y*

N/A

10Y*

N/A

*Annualized

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ULTY vs. SVOL - Expense Ratio Comparison

ULTY has a 1.14% expense ratio, which is higher than SVOL's 0.50% expense ratio.


Expense ratio chart for ULTY: current value is 1.14%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
ULTY: 1.14%
Expense ratio chart for SVOL: current value is 0.50%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SVOL: 0.50%

Risk-Adjusted Performance

ULTY vs. SVOL — Risk-Adjusted Performance Rank

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

ULTY
The Risk-Adjusted Performance Rank of ULTY is 2626
Overall Rank
The Sharpe Ratio Rank of ULTY is 2424
Sharpe Ratio Rank
The Sortino Ratio Rank of ULTY is 2828
Sortino Ratio Rank
The Omega Ratio Rank of ULTY is 2828
Omega Ratio Rank
The Calmar Ratio Rank of ULTY is 2525
Calmar Ratio Rank
The Martin Ratio Rank of ULTY is 2424
Martin Ratio Rank

SVOL
The Risk-Adjusted Performance Rank of SVOL is 55
Overall Rank
The Sharpe Ratio Rank of SVOL is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of SVOL is 88
Sortino Ratio Rank
The Omega Ratio Rank of SVOL is 66
Omega Ratio Rank
The Calmar Ratio Rank of SVOL is 44
Calmar Ratio Rank
The Martin Ratio Rank of SVOL is 11
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ULTY vs. SVOL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax Ultra Option Income Strategy ETF (ULTY) 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.


The chart of Sharpe ratio for ULTY, currently valued at 0.02, compared to the broader market-1.000.001.002.003.004.00
ULTY: 0.02
SVOL: -0.40
The chart of Sortino ratio for ULTY, currently valued at 0.24, compared to the broader market-2.000.002.004.006.008.00
ULTY: 0.24
SVOL: -0.39
The chart of Omega ratio for ULTY, currently valued at 1.03, compared to the broader market0.501.001.502.002.50
ULTY: 1.03
SVOL: 0.93
The chart of Calmar ratio for ULTY, currently valued at 0.02, compared to the broader market0.002.004.006.008.0010.0012.00
ULTY: 0.02
SVOL: -0.39
The chart of Martin ratio for ULTY, currently valued at 0.06, compared to the broader market0.0020.0040.0060.00
ULTY: 0.06
SVOL: -1.76

The current ULTY Sharpe Ratio is 0.02, which is higher than the SVOL Sharpe Ratio of -0.40. The chart below compares the historical Sharpe Ratios of ULTY and SVOL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.20-1.00-0.80-0.60-0.40-0.200.000.20Mar 09Mar 16Mar 23Mar 30Apr 06Apr 13Apr 20
0.02
-0.40
ULTY
SVOL

Dividends

ULTY vs. SVOL - Dividend Comparison

ULTY's dividend yield for the trailing twelve months is around 167.85%, more than SVOL's 20.59% yield.


TTM2024202320222021
ULTY
YieldMax Ultra Option Income Strategy ETF
167.85%111.70%0.00%0.00%0.00%
SVOL
Simplify Volatility Premium ETF
20.59%16.79%16.37%18.32%4.65%

Drawdowns

ULTY vs. SVOL - Drawdown Comparison

The maximum ULTY drawdown since its inception was -26.85%, smaller than the maximum SVOL drawdown of -33.50%. Use the drawdown chart below to compare losses from any high point for ULTY and SVOL. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-18.07%
-21.41%
ULTY
SVOL

Volatility

ULTY vs. SVOL - Volatility Comparison

The current volatility for YieldMax Ultra Option Income Strategy ETF (ULTY) is 15.33%, while Simplify Volatility Premium ETF (SVOL) has a volatility of 27.51%. This indicates that ULTY 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.


0.00%5.00%10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
15.33%
27.51%
ULTY
SVOL