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

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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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 2.95% return, which is significantly higher than SVIX's -9.86% return.


VOOL.DE

1D
-0.59%
1M
-1.68%
YTD
2.95%
6M
-3.26%
1Y
-17.45%
3Y*
-28.39%
5Y*
-26.95%
10Y*
-26.18%

SVIX

1D
-6.00%
1M
12.48%
YTD
-9.86%
6M
2.39%
1Y
47.35%
3Y*
-6.67%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VOOL.DE vs. SVIX - Yearly Performance Comparison


2026 (YTD)2025202420232022
VOOL.DE
Amundi S&P 500 VIX Futures Enhanced Roll UCITS ETF Acc
2.95%-25.96%-26.51%-52.19%-2.08%
SVIX
Volatility Shares -1x Short VIX Futures ETF
-9.86%-15.83%-28.32%149.65%3.31%

Correlation

The correlation between VOOL.DE and SVIX is -0.47, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.47

Correlation (3Y)
Calculated over the trailing 3-year period

-0.45

Correlation (All Time)
Calculated using the full available price history since Mar 31, 2022

-0.46

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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: 44
Overall Rank
VOOL.DE Sharpe Ratio Rank: 44
Sharpe Ratio Rank
VOOL.DE Sortino Ratio Rank: 44
Sortino Ratio Rank
VOOL.DE Omega Ratio Rank: 44
Omega Ratio Rank
VOOL.DE Calmar Ratio Rank: 33
Calmar Ratio Rank
VOOL.DE Martin Ratio Rank: 44
Martin Ratio Rank

SVIX
SVIX Risk / Return Rank: 2626
Overall Rank
SVIX Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
SVIX Sortino Ratio Rank: 2626
Sortino Ratio Rank
SVIX Omega Ratio Rank: 3030
Omega Ratio Rank
SVIX Calmar Ratio Rank: 2424
Calmar Ratio Rank
SVIX Martin Ratio Rank: 2525
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 ratioReturn per unit of total volatility

-1.53

Sortino ratioReturn per unit of downside risk

-2.17

Omega ratioGain probability vs. loss probability

0.90

1.19

-0.29

Calmar ratioReturn relative to maximum drawdown

-0.70

1.13

-1.83

Martin ratioReturn relative to average drawdown

-1.14

3.20

-4.34

VOOL.DE vs. SVIX - Sharpe Ratio Comparison

The current VOOL.DE Sharpe Ratio is -0.66, which is lower than the SVIX Sharpe Ratio of 0.87. The chart below compares the historical Sharpe Ratios of VOOL.DE and SVIX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


VOOL.DESVIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.66

0.87

-1.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.67

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.64

0.13

-0.77

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%

-80.06%

-18.66%

Max Drawdown (1Y)

Largest decline over 1 year

-25.83%

-42.06%

+16.23%

Max Drawdown (3Y)

Largest decline over 3 years

-64.28%

-80.06%

+15.78%

Max Drawdown (5Y)

Largest decline over 5 years

-82.72%

Max Drawdown (10Y)

Largest decline over 10 years

-96.48%

Current Drawdown

Current decline from peak

-98.63%

-60.03%

-38.60%

Average Drawdown

Average peak-to-trough decline

-83.36%

-31.21%

-52.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.81%

14.84%

+0.97%

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 3.79%, while Volatility Shares -1x Short VIX Futures ETF (SVIX) has a volatility of 10.23%. 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

3.79%

10.23%

-6.44%

Volatility (6M)

Calculated over the trailing 6-month period

20.77%

40.91%

-20.14%

Volatility (1Y)

Calculated over the trailing 1-year period

27.21%

54.91%

-27.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.93%

65.85%

-25.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

44.00%

65.85%

-21.85%

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.


Dividends

VOOL.DE vs. SVIX - Dividend Comparison

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


Tickers have no history of dividend payments

Frequently Asked Questions


VOOL.DE and SVIX have a correlation of -0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, VOOL.DE is cheaper at 0.60% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VOOL.DE is cheaper with a 0.60% expense ratio, compared with 1.47% for SVIX.

VOOL.DE is categorized as Volatility, while SVIX is Inverse Equities. They also come from different issuers: Amundi and Volatility Shares. Their fees differ too: 0.60% for VOOL.DE and 1.47% for SVIX.

Portfolio Optimizer

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