VIXM vs. SVOL

In the year-to-date period, VIXM achieves a 22.75% return, which is significantly higher than SVOL's -17.73% return.

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VIXM has a 0.85% expense ratio, which is higher than SVOL's 0.50% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for ProShares VIX Mid-Term Futures ETF (VIXM) 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 VIXM Sharpe Ratio is 0.30, which is higher than the SVOL Sharpe Ratio of -0.43. The chart below compares the historical Sharpe Ratios of VIXM 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.

VIXM has not paid dividends to shareholders, while SVOL's dividend yield for the trailing twelve months is around 18.86%.

The maximum VIXM drawdown since its inception was -96.23%, which is greater than SVOL's maximum drawdown of -33.50%. Use the drawdown chart below to compare losses from any high point for VIXM and SVOL. For additional features, visit the drawdowns tool.

The current volatility for ProShares VIX Mid-Term Futures ETF (VIXM) is 21.62%, while Simplify Volatility Premium ETF (SVOL) has a volatility of 27.47%. This indicates that VIXM 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.