WEIX vs. SVIX

Last updated Jun 4, 2026

WEIX (Dynamic Shares Trust - Dynamic Short Short-Term Volatility Futures ETF) and SVIX (Volatility Shares -1x Short VIX Futures ETF) are both exchange-traded funds - WEIX is a Volatility fund actively managed by Dynamic Shares Trust, while SVIX is a Inverse Equities fund managed by Volatility Shares. WEIX charges 0.50%/yr vs 1.47%/yr for SVIX.

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.

Returns By Period

WEIX

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

SVIX

• 1D: -0.09%
• 1M: 16.92%
• YTD: -8.17%
• 6M: 7.59%
• 1Y: 51.46%
• 3Y*: -0.59%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

WEIX vs. SVIX - Yearly Performance Comparison

	2026 (YTD)
WEIX Dynamic Shares Trust - Dynamic Short Short-Term Volatility Futures ETF	0.00%
SVIX Volatility Shares -1x Short VIX Futures ETF	-0.31%

Return for Risk

WEIX vs. SVIX — Risk / Return Rank

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

SVIX

SVIX Risk / Return Rank: 26
SVIX Sharpe Ratio Rank: 26
SVIX Sortino Ratio Rank: 26
SVIX Omega Ratio Rank: 29
SVIX Calmar Ratio Rank: 25
SVIX Martin Ratio Rank: 25

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.

Sharpe Ratios by Period

	WEIX	SVIX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.95	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.16	—

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.

Drawdown Indicators

	WEIX	SVIX	Difference
Max Drawdown Largest peak-to-trough decline	0.00%	-79.30%	+79.30%
Max Drawdown (1Y) Largest decline over 1 year	—	-42.69%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-79.30%	—
Current Drawdown Current decline from peak	0.00%	-56.14%	+56.14%
Average Drawdown Average peak-to-trough decline	0.00%	-31.60%	+31.60%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	14.75%	—

Volatility

Volatility by Period

	WEIX	SVIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	7.38%	—
Volatility (6M) Calculated over the trailing 6-month period	—	41.05%	—
Volatility (1Y) Calculated over the trailing 1-year period	0.00%	54.75%	-54.75%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	0.00%	66.27%	-66.27%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	0.00%	66.27%	-66.27%

WEIX vs. SVIX - Expense Ratio Comparison

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

Dividends

WEIX vs. SVIX - Dividend Comparison

Neither WEIX nor SVIX has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Which ETF is better, WEIX or SVIX?

On fees, WEIX is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, WEIX or SVIX?

WEIX is cheaper with a 0.50% expense ratio, compared with 1.47% for SVIX.

Which ETF pays a higher dividend yield, WEIX or SVIX?

WEIX and SVIX have nearly identical dividend yields, around 0.00%.

What is the main difference between WEIX and SVIX?

WEIX is categorized as Volatility, while SVIX is Inverse Equities. They also come from different issuers: Dynamic Shares Trust and Volatility Shares. Their fees differ too: 0.50% for WEIX and 1.47% for SVIX.