PortfoliosLab logoPortfoliosLab logo
WEIX vs. SVIX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WEIX vs. SVIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dynamic Shares Trust - Dynamic Short Short-Term Volatility Futures ETF (WEIX) and Volatility Shares -1x Short VIX Futures ETF (SVIX). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

WEIX vs. SVIX - Yearly Performance Comparison


Returns By Period


WEIX

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*

SVIX

1D
9.17%
1M
-25.51%
YTD
-35.16%
6M
-26.52%
1Y
-22.76%
3Y*
-1.64%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


WEIX vs. SVIX - Expense Ratio Comparison

WEIX has a 0.50% expense ratio, which is lower than SVIX's 1.47% expense ratio.


Return for Risk

WEIX vs. SVIX — Risk / Return Rank

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

WEIX

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.

WEIX vs. SVIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dynamic Shares Trust - Dynamic Short Short-Term Volatility Futures ETF (WEIX) 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

WEIX vs. SVIX - Sharpe Ratio Comparison


Loading graphics...

Sharpe Ratios by Period


WEIXSVIXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.02

Dividends

WEIX vs. SVIX - Dividend Comparison

Neither WEIX nor SVIX has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

WEIX vs. SVIX - Drawdown Comparison

The maximum WEIX drawdown since its inception was 0.00%, smaller than the maximum SVIX drawdown of -79.30%. Use the drawdown chart below to compare losses from any high point for WEIX and SVIX.


Loading graphics...

Drawdown Indicators


WEIXSVIXDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-79.30%

+79.30%

Max Drawdown (1Y)

Largest decline over 1 year

-49.47%

Current Drawdown

Current decline from peak

0.00%

-69.03%

+69.03%

Average Drawdown

Average peak-to-trough decline

0.00%

-30.26%

+30.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

21.52%

Volatility

WEIX vs. SVIX - Volatility Comparison


Loading graphics...

Volatility by Period


WEIXSVIXDifference

Volatility (1M)

Calculated over the trailing 1-month period

29.79%

Volatility (6M)

Calculated over the trailing 6-month period

47.49%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

74.62%

-74.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

67.26%

-67.26%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

67.26%

-67.26%