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.
Correlation
The correlation between USSG and SVOL is 0.71, 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.
Performance
USSG vs. SVOL - Performance Comparison
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Key characteristics
USSG:
0.59
SVOL:
0.07
USSG:
1.04
SVOL:
0.40
USSG:
1.14
SVOL:
1.07
USSG:
0.66
SVOL:
0.09
USSG:
2.31
SVOL:
0.34
USSG:
5.71%
SVOL:
8.59%
USSG:
20.39%
SVOL:
36.23%
USSG:
-34.10%
SVOL:
-33.50%
USSG:
-2.98%
SVOL:
-3.31%
Returns By Period
The year-to-date returns for both investments are quite close, with USSG having a 1.58% return and SVOL slightly higher at 1.64%.
USSG
1.58%
14.48%
0.82%
12.04%
16.60%
N/A
SVOL
1.64%
30.29%
0.20%
2.17%
N/A
N/A
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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 Rank
USSG
SVOL
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.
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Dividends
USSG vs. SVOL - Dividend Comparison
USSG's dividend yield for the trailing twelve months is around 1.14%, less than SVOL's 16.87% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|
USSG Xtrackers MSCI USA ESG Leaders Equity ETF | 1.14% | 1.13% | 1.60% | 1.52% | 1.14% | 1.42% | 1.21% |
SVOL Simplify Volatility Premium ETF | 16.87% | 16.79% | 16.37% | 18.32% | 4.65% | 0.00% | 0.00% |
Drawdowns
USSG vs. SVOL - Drawdown Comparison
The maximum USSG drawdown since its inception was -34.10%, roughly equal to the maximum SVOL drawdown of -33.50%. Use the drawdown chart below to compare losses from any high point for USSG and SVOL. For additional features, visit the drawdowns tool.
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Volatility
USSG vs. SVOL - Volatility Comparison
The current volatility for Xtrackers MSCI USA ESG Leaders Equity ETF (USSG) is 5.55%, while Simplify Volatility Premium ETF (SVOL) has a volatility of 17.00%. 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.
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