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

Correlation

The correlation between UVIX and SVOL is -0.73. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0
Correlation: -0.7

Performance

UVIX vs. SVOL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Volatility Shares 2x Long VIX Futures ETF (UVIX) and Simplify Volatility Premium ETF (SVOL). The values are adjusted to include any dividend payments, if applicable.

-100.00%-80.00%-60.00%-40.00%-20.00%0.00%20.00%40.00%NovemberDecember2025FebruaryMarchApril
-99.34%
5.34%
UVIX
SVOL

Key characteristics

Sharpe Ratio

UVIX:

-0.30

SVOL:

-0.46

Sortino Ratio

UVIX:

0.75

SVOL:

-0.50

Omega Ratio

UVIX:

1.09

SVOL:

0.91

Calmar Ratio

UVIX:

-0.58

SVOL:

-0.45

Martin Ratio

UVIX:

-0.84

SVOL:

-2.05

Ulcer Index

UVIX:

68.78%

SVOL:

7.32%

Daily Std Dev

UVIX:

190.41%

SVOL:

32.41%

Max Drawdown

UVIX:

-99.80%

SVOL:

-33.50%

Current Drawdown

UVIX:

-99.61%

SVOL:

-24.36%

Returns By Period

In the year-to-date period, UVIX achieves a 48.18% return, which is significantly higher than SVOL's -20.49% return.


UVIX

YTD

48.18%

1M

72.53%

6M

-6.01%

1Y

-46.06%

5Y*

N/A

10Y*

N/A

SVOL

YTD

-20.49%

1M

-16.85%

6M

-20.02%

1Y

-17.00%

5Y*

N/A

10Y*

N/A

*Annualized

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UVIX vs. SVOL - Expense Ratio Comparison

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


Expense ratio chart for UVIX: current value is 2.78%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
UVIX: 2.78%
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

UVIX vs. SVOL — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

UVIX
The Risk-Adjusted Performance Rank of UVIX is 2929
Overall Rank
The Sharpe Ratio Rank of UVIX is 1212
Sharpe Ratio Rank
The Sortino Ratio Rank of UVIX is 6262
Sortino Ratio Rank
The Omega Ratio Rank of UVIX is 5858
Omega Ratio Rank
The Calmar Ratio Rank of UVIX is 22
Calmar Ratio Rank
The Martin Ratio Rank of UVIX is 1212
Martin Ratio Rank

SVOL
The Risk-Adjusted Performance Rank of SVOL is 55
Overall Rank
The Sharpe Ratio Rank of SVOL is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of SVOL is 88
Sortino Ratio Rank
The Omega Ratio Rank of SVOL is 55
Omega Ratio Rank
The Calmar Ratio Rank of SVOL is 44
Calmar Ratio Rank
The Martin Ratio Rank of SVOL is 11
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.

UVIX vs. SVOL - Risk-Adjusted Performance Comparison

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 chart of Sharpe ratio for UVIX, currently valued at -0.30, compared to the broader market-1.000.001.002.003.004.00
UVIX: -0.30
SVOL: -0.46
The chart of Sortino ratio for UVIX, currently valued at 0.75, compared to the broader market-2.000.002.004.006.008.00
UVIX: 0.75
SVOL: -0.50
The chart of Omega ratio for UVIX, currently valued at 1.09, compared to the broader market0.501.001.502.00
UVIX: 1.09
SVOL: 0.91
The chart of Calmar ratio for UVIX, currently valued at -0.58, compared to the broader market0.002.004.006.008.0010.0012.00
UVIX: -0.58
SVOL: -0.45
The chart of Martin ratio for UVIX, currently valued at -0.84, compared to the broader market0.0020.0040.0060.00
UVIX: -0.84
SVOL: -2.05

The current UVIX Sharpe Ratio is -0.30, which is higher than the SVOL Sharpe Ratio of -0.46. 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.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.00NovemberDecember2025FebruaryMarchApril
-0.30
-0.46
UVIX
SVOL

Dividends

UVIX vs. SVOL - Dividend Comparison

UVIX has not paid dividends to shareholders, while SVOL's dividend yield for the trailing twelve months is around 21.40%.


TTM2024202320222021
UVIX
Volatility Shares 2x Long VIX Futures ETF
0.00%0.00%0.00%0.00%0.00%
SVOL
Simplify Volatility Premium ETF
21.40%16.79%16.37%18.32%4.65%

Drawdowns

UVIX vs. SVOL - Drawdown Comparison

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.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-99.61%
-24.36%
UVIX
SVOL

Volatility

UVIX vs. SVOL - Volatility Comparison

Volatility Shares 2x Long VIX Futures ETF (UVIX) has a higher volatility of 97.16% compared to Simplify Volatility Premium ETF (SVOL) at 27.12%. 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.


0.00%20.00%40.00%60.00%80.00%100.00%NovemberDecember2025FebruaryMarchApril
97.16%
27.12%
UVIX
SVOL