USSG vs. SVOL
Compare and contrast key facts about Xtrackers MSCI USA ESG Leaders Equity ETF (USSG) and Simplify Volatility Premium ETF (SVOL).
USSG and SVOL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. USSG is a passively managed fund by Deutsche Bank that tracks the performance of the MSCI USA ESG Leaders. It was launched on Mar 7, 2019. 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: USSG or SVOL.
Key characteristics
| USSG | SVOL | |
|---|---|---|
| YTD Return | 20.69% | 5.25% |
| 1Y Return | 33.33% | 9.44% |
| 3Y Return (Ann) | 7.71% | 7.22% |
| Sharpe Ratio | 2.65 | 0.86 |
| Sortino Ratio | 3.53 | 1.17 |
| Omega Ratio | 1.50 | 1.21 |
| Calmar Ratio | 3.68 | 0.93 |
| Martin Ratio | 15.72 | 6.10 |
| Ulcer Index | 2.21% | 1.66% |
| Daily Std Dev | 13.09% | 11.80% |
| Max Drawdown | -34.10% | -15.68% |
| Current Drawdown | -2.43% | -4.10% |
Correlation
The correlation between USSG and SVOL is 0.66, 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
USSG vs. SVOL - Performance Comparison
In the year-to-date period, USSG achieves a 20.69% return, which is significantly higher than SVOL's 5.25% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
USSG vs. SVOL - Expense Ratio Comparison
USSG has a 0.10% expense ratio, which is lower than SVOL's 0.50% expense ratio.
Risk-Adjusted Performance
USSG vs. SVOL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI USA ESG Leaders Equity ETF (USSG) 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.
Dividends
USSG vs. SVOL - Dividend Comparison
USSG's dividend yield for the trailing twelve months is around 1.23%, less than SVOL's 16.98% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|
USSG Xtrackers MSCI USA ESG Leaders Equity ETF | 1.23% | 1.60% | 1.52% | 1.13% | 1.42% | 1.21% |
SVOL Simplify Volatility Premium ETF | 16.98% | 16.36% | 18.21% | 4.65% | 0.00% | 0.00% |
Drawdowns
USSG vs. SVOL - Drawdown Comparison
The maximum USSG drawdown since its inception was -34.10%, which is greater than SVOL's maximum drawdown of -15.68%. Use the drawdown chart below to compare losses from any high point for USSG and SVOL. For additional features, visit the drawdowns tool.
Volatility
USSG vs. SVOL - Volatility Comparison
The current volatility for Xtrackers MSCI USA ESG Leaders Equity ETF (USSG) is 3.14%, while Simplify Volatility Premium ETF (SVOL) has a volatility of 3.34%. This indicates that USSG 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.