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

Correlation

The correlation between ULTY and SVOL is 0.62, 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.


-0.50.00.51.0
Correlation: 0.6

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.

-15.00%-10.00%-5.00%0.00%5.00%10.00%NovemberDecember2025FebruaryMarchApril
-12.70%
-4.59%
ULTY
SVOL

Key characteristics

Sharpe Ratio

ULTY:

-0.47

SVOL:

-0.31

Sortino Ratio

ULTY:

-0.48

SVOL:

-0.29

Omega Ratio

ULTY:

0.94

SVOL:

0.96

Calmar Ratio

ULTY:

-0.65

SVOL:

-0.34

Martin Ratio

ULTY:

-1.63

SVOL:

-1.36

Ulcer Index

ULTY:

8.32%

SVOL:

4.01%

Daily Std Dev

ULTY:

29.08%

SVOL:

17.76%

Max Drawdown

ULTY:

-20.99%

SVOL:

-15.88%

Current Drawdown

ULTY:

-18.35%

SVOL:

-12.84%

Returns By Period

In the year-to-date period, ULTY achieves a -13.17% return, which is significantly lower than SVOL's -8.38% return.


ULTY

YTD

-13.17%

1M

-9.99%

6M

-4.33%

1Y

-12.55%

5Y*

N/A

10Y*

N/A

SVOL

YTD

-8.38%

1M

-9.91%

6M

-9.07%

1Y

-5.29%

5Y*

N/A

10Y*

N/A

*Annualized

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 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 44
Overall Rank
The Sharpe Ratio Rank of ULTY is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of ULTY is 66
Sortino Ratio Rank
The Omega Ratio Rank of ULTY is 66
Omega Ratio Rank
The Calmar Ratio Rank of ULTY is 11
Calmar Ratio Rank
The Martin Ratio Rank of ULTY is 11
Martin Ratio Rank

SVOL
The Risk-Adjusted Performance Rank of SVOL is 77
Overall Rank
The Sharpe Ratio Rank of SVOL is 99
Sharpe Ratio Rank
The Sortino Ratio Rank of SVOL is 99
Sortino Ratio Rank
The Omega Ratio Rank of SVOL is 88
Omega Ratio Rank
The Calmar Ratio Rank of SVOL is 66
Calmar Ratio Rank
The Martin Ratio Rank of SVOL is 33
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.


Sharpe ratio
The chart of Sharpe ratio for ULTY, currently valued at -0.47, compared to the broader market-1.000.001.002.003.004.005.00
ULTY: -0.47
SVOL: -0.31
The chart of Sortino ratio for ULTY, currently valued at -0.48, compared to the broader market-2.000.002.004.006.008.0010.00
ULTY: -0.48
SVOL: -0.29
The chart of Omega ratio for ULTY, currently valued at 0.94, compared to the broader market0.501.001.502.002.503.00
ULTY: 0.94
SVOL: 0.96
The chart of Calmar ratio for ULTY, currently valued at -0.65, compared to the broader market0.005.0010.0015.00
ULTY: -0.65
SVOL: -0.34
The chart of Martin ratio for ULTY, currently valued at -1.63, compared to the broader market0.0020.0040.0060.0080.00100.00
ULTY: -1.63
SVOL: -1.36

The current ULTY Sharpe Ratio is -0.47, which is lower than the SVOL Sharpe Ratio of -0.31. 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-0.60-0.40-0.200.000.20Fri 07Mar 09Tue 11Thu 13Sat 15Mon 17Wed 19Fri 21Mar 23Tue 25Thu 27Sat 29Mon 31
-0.47
-0.31
ULTY
SVOL

Dividends

ULTY vs. SVOL - Dividend Comparison

ULTY's dividend yield for the trailing twelve months is around 176.32%, more than SVOL's 18.57% yield.


TTM2024202320222021
ULTY
YieldMax Ultra Option Income Strategy ETF
176.32%111.70%0.00%0.00%0.00%
SVOL
Simplify Volatility Premium ETF
18.57%16.79%16.37%18.32%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 -15.88%. 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%NovemberDecember2025FebruaryMarchApril
-18.35%
-12.84%
ULTY
SVOL

Volatility

ULTY vs. SVOL - Volatility Comparison

YieldMax Ultra Option Income Strategy ETF (ULTY) has a higher volatility of 13.30% compared to Simplify Volatility Premium ETF (SVOL) at 9.21%. 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
13.30%
9.21%
ULTY
SVOL
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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