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VOOL.DE vs. SVIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VOOL.DE vs. SVIX - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Amundi S&P 500 VIX Futures Enhanced Roll UCITS ETF Acc (VOOL.DE) and Volatility Shares -1x Short VIX Futures ETF (SVIX). The values are adjusted to include any dividend payments, if applicable.

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VOOL.DE vs. SVIX - Yearly Performance Comparison


2026 (YTD)2025202420232022
VOOL.DE
Amundi S&P 500 VIX Futures Enhanced Roll UCITS ETF Acc
17.72%-25.96%-26.51%-52.19%-2.08%
SVIX
Volatility Shares -1x Short VIX Futures ETF
-32.74%-15.83%-28.32%149.65%3.31%
Different Trading Currencies

VOOL.DE is traded in EUR, while SVIX is traded in USD. To make them comparable, the SVIX values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, VOOL.DE achieves a 17.72% return, which is significantly higher than SVIX's -32.74% return.


VOOL.DE

1D
-3.34%
1M
13.10%
YTD
17.72%
6M
7.19%
1Y
-12.71%
3Y*
-28.96%
5Y*
-27.28%
10Y*
-25.61%

SVIX

1D
2.06%
1M
-21.72%
YTD
-32.74%
6M
-24.18%
1Y
-26.08%
3Y*
-3.05%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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VOOL.DE vs. SVIX - Expense Ratio Comparison

VOOL.DE has a 0.60% expense ratio, which is lower than SVIX's 1.47% expense ratio.


Return for Risk

VOOL.DE vs. SVIX — Risk / Return Rank

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

VOOL.DE
VOOL.DE Risk / Return Rank: 77
Overall Rank
VOOL.DE Sharpe Ratio Rank: 66
Sharpe Ratio Rank
VOOL.DE Sortino Ratio Rank: 77
Sortino Ratio Rank
VOOL.DE Omega Ratio Rank: 77
Omega Ratio Rank
VOOL.DE Calmar Ratio Rank: 88
Calmar Ratio Rank
VOOL.DE Martin Ratio Rank: 99
Martin Ratio Rank

SVIX
SVIX Risk / Return Rank: 88
Overall Rank
SVIX Sharpe Ratio Rank: 77
Sharpe Ratio Rank
SVIX Sortino Ratio Rank: 1111
Sortino Ratio Rank
SVIX Omega Ratio Rank: 1111
Omega Ratio Rank
SVIX Calmar Ratio Rank: 55
Calmar Ratio Rank
SVIX Martin Ratio Rank: 44
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VOOL.DE vs. SVIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amundi S&P 500 VIX Futures Enhanced Roll UCITS ETF Acc (VOOL.DE) and Volatility Shares -1x Short VIX Futures ETF (SVIX). 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.


VOOL.DESVIXDifference

Sharpe ratio

Return per unit of total volatility

-0.33

-0.34

+0.01

Sortino ratio

Return per unit of downside risk

-0.23

0.01

-0.24

Omega ratio

Gain probability vs. loss probability

0.97

1.00

-0.03

Calmar ratio

Return relative to maximum drawdown

-0.27

-0.51

+0.23

Martin ratio

Return relative to average drawdown

-0.36

-1.10

+0.74

VOOL.DE vs. SVIX - Sharpe Ratio Comparison

The current VOOL.DE Sharpe Ratio is -0.33, which is comparable to the SVIX Sharpe Ratio of -0.34. The chart below compares the historical Sharpe Ratios of VOOL.DE and SVIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VOOL.DESVIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.33

-0.34

+0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.67

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.58

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.63

0.02

-0.65

Correlation

The correlation between VOOL.DE and SVIX is -0.47. 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.


Dividends

VOOL.DE vs. SVIX - Dividend Comparison

Neither VOOL.DE nor SVIX has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

VOOL.DE vs. SVIX - Drawdown Comparison

The maximum VOOL.DE drawdown since its inception was -98.72%, which is greater than SVIX's maximum drawdown of -80.06%. Use the drawdown chart below to compare losses from any high point for VOOL.DE and SVIX.


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Drawdown Indicators


VOOL.DESVIXDifference

Max Drawdown

Largest peak-to-trough decline

-98.72%

-79.30%

-19.42%

Max Drawdown (1Y)

Largest decline over 1 year

-45.13%

-49.47%

+4.34%

Max Drawdown (5Y)

Largest decline over 5 years

-83.51%

Max Drawdown (10Y)

Largest decline over 10 years

-96.48%

Current Drawdown

Current decline from peak

-98.44%

-68.36%

-30.08%

Average Drawdown

Average peak-to-trough decline

-83.17%

-30.30%

-52.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

34.66%

21.63%

+13.03%

Volatility

VOOL.DE vs. SVIX - Volatility Comparison

The current volatility for Amundi S&P 500 VIX Futures Enhanced Roll UCITS ETF Acc (VOOL.DE) is 15.01%, while Volatility Shares -1x Short VIX Futures ETF (SVIX) has a volatility of 28.68%. This indicates that VOOL.DE experiences smaller price fluctuations and is considered to be less risky than SVIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VOOL.DESVIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.01%

28.68%

-13.67%

Volatility (6M)

Calculated over the trailing 6-month period

22.44%

47.53%

-25.09%

Volatility (1Y)

Calculated over the trailing 1-year period

38.10%

76.43%

-38.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

40.61%

66.81%

-26.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

44.18%

66.81%

-22.63%