UVIX vs. SVOL

In the year-to-date period, UVIX achieves a -14.97% return, which is significantly lower than SVOL's -0.95% return.

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

UVIX has a 2.78% expense ratio, which is higher than SVOL's 0.50% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Volatility Shares 2x Long VIX Futures ETF (UVIX) 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.

The current UVIX Sharpe Ratio is -0.31, which is lower than the SVOL Sharpe Ratio of 0.01. The chart below compares the historical Sharpe Ratios of UVIX 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.

UVIX has not paid dividends to shareholders, while SVOL's dividend yield for the trailing twelve months is around 17.31%.

The maximum UVIX drawdown since its inception was -99.80%, which is greater than SVOL's maximum drawdown of -33.50%. Use the drawdown chart below to compare losses from any high point for UVIX and SVOL. For additional features, visit the drawdowns tool.

Volatility Shares 2x Long VIX Futures ETF (UVIX) has a higher volatility of 43.74% compared to Simplify Volatility Premium ETF (SVOL) at 18.03%. This indicates that UVIX'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.