PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
ULTY vs. SVOL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.

-10.00%-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
6.63%
2.45%
ULTY
SVOL

Returns By Period


ULTY

YTD

N/A

1M

5.20%

6M

5.83%

1Y

N/A

5Y (annualized)

N/A

10Y (annualized)

N/A

SVOL

YTD

9.01%

1M

0.96%

6M

2.71%

1Y

11.37%

5Y (annualized)

N/A

10Y (annualized)

N/A

Key characteristics


ULTYSVOL
Daily Std Dev30.42%12.03%
Max Drawdown-20.99%-15.68%
Current Drawdown-2.48%-0.78%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


ULTY vs. SVOL - Expense Ratio Comparison

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


ULTY
YieldMax Ultra Option Income Strategy ETF
Expense ratio chart for ULTY: current value at 1.14% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.14%
Expense ratio chart for SVOL: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%

Correlation

-0.50.00.51.00.6

The correlation between ULTY and SVOL is 0.56, 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.

Risk-Adjusted Performance

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.


Sharpe ratio
No data
ULTY
SVOL

Chart placeholderNot enough data

Dividends

ULTY vs. SVOL - Dividend Comparison

ULTY's dividend yield for the trailing twelve months is around 95.59%, more than SVOL's 16.40% yield.


TTM202320222021
ULTY
YieldMax Ultra Option Income Strategy ETF
95.59%0.00%0.00%0.00%
SVOL
Simplify Volatility Premium ETF
16.40%16.37%18.31%4.65%

Drawdowns

ULTY vs. SVOL - Drawdown Comparison

The maximum ULTY drawdown since its inception was -20.99%, which is greater than SVOL's maximum drawdown of -15.68%. Use the drawdown chart below to compare losses from any high point for ULTY and SVOL. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.48%
-0.78%
ULTY
SVOL

Volatility

ULTY vs. SVOL - Volatility Comparison

YieldMax Ultra Option Income Strategy ETF (ULTY) has a higher volatility of 6.53% compared to Simplify Volatility Premium ETF (SVOL) at 3.58%. This indicates that ULTY's price experiences larger fluctuations and is considered to be riskier than SVOL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember
6.53%
3.58%
ULTY
SVOL