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

Key characteristics


ULTYSVOL
Daily Std Dev30.71%11.96%
Max Drawdown-20.99%-15.68%
Current Drawdown0.00%0.00%

Correlation

-0.50.00.51.00.5

The correlation between ULTY and SVOL is 0.55, 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

ULTY vs. SVOL - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-15.00%-10.00%-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
9.16%
4.09%
ULTY
SVOL

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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.


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%

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.


ULTY
Sharpe ratio
No data
SVOL
Sharpe ratio
The chart of Sharpe ratio for SVOL, currently valued at 1.15, compared to the broader market-2.000.002.004.006.001.15
Sortino ratio
The chart of Sortino ratio for SVOL, currently valued at 1.54, compared to the broader market0.005.0010.001.54
Omega ratio
The chart of Omega ratio for SVOL, currently valued at 1.28, compared to the broader market1.001.502.002.503.001.28
Calmar ratio
The chart of Calmar ratio for SVOL, currently valued at 1.25, compared to the broader market0.005.0010.0015.001.25
Martin ratio
The chart of Martin ratio for SVOL, currently valued at 8.18, compared to the broader market0.0020.0040.0060.0080.00100.00120.008.18

ULTY vs. SVOL - Sharpe Ratio Comparison


Chart placeholderNot enough data

Dividends

ULTY vs. SVOL - Dividend Comparison

ULTY's dividend yield for the trailing twelve months is around 78.29%, more than SVOL's 16.28% yield.


TTM202320222021
ULTY
YieldMax Ultra Option Income Strategy ETF
78.29%0.00%0.00%0.00%
SVOL
Simplify Volatility Premium ETF
16.28%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%JuneJulyAugustSeptemberOctoberNovember00
ULTY
SVOL

Volatility

ULTY vs. SVOL - Volatility Comparison

YieldMax Ultra Option Income Strategy ETF (ULTY) has a higher volatility of 6.35% compared to Simplify Volatility Premium ETF (SVOL) at 3.42%. 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
6.35%
3.42%
ULTY
SVOL