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WEIX vs. SVOL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

WEIX vs. SVOL - 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 Simplify Volatility Premium ETF (SVOL). The values are adjusted to include any dividend payments, if applicable.

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WEIX vs. SVOL - Yearly Performance Comparison


Returns By Period


WEIX

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

SVOL

1D
1.52%
1M
-6.10%
YTD
-7.92%
6M
-5.42%
1Y
3.66%
3Y*
6.05%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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WEIX vs. SVOL - Expense Ratio Comparison

Both WEIX and SVOL have an expense ratio of 0.50%.


Return for Risk

WEIX vs. SVOL — Risk / Return Rank

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

WEIX

SVOL
SVOL Risk / Return Rank: 1717
Overall Rank
SVOL Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
SVOL Sortino Ratio Rank: 1919
Sortino Ratio Rank
SVOL Omega Ratio Rank: 2020
Omega Ratio Rank
SVOL Calmar Ratio Rank: 1616
Calmar Ratio Rank
SVOL Martin Ratio Rank: 1717
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. SVOL - 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 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.


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

WEIX vs. SVOL - Sharpe Ratio Comparison


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Sharpe Ratios by Period


WEIXSVOLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.28

Dividends

WEIX vs. SVOL - Dividend Comparison

WEIX has not paid dividends to shareholders, while SVOL's dividend yield for the trailing twelve months is around 23.14%.


TTM20252024202320222021
WEIX
Dynamic Shares Trust - Dynamic Short Short-Term Volatility Futures ETF
0.00%0.00%0.00%0.00%0.00%0.00%
SVOL
Simplify Volatility Premium ETF
23.14%19.82%16.79%16.36%18.32%4.65%

Drawdowns

WEIX vs. SVOL - Drawdown Comparison

The maximum WEIX drawdown since its inception was 0.00%, smaller than the maximum SVOL drawdown of -33.50%. Use the drawdown chart below to compare losses from any high point for WEIX and SVOL.


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Drawdown Indicators


WEIXSVOLDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-33.50%

+33.50%

Max Drawdown (1Y)

Largest decline over 1 year

-24.73%

Current Drawdown

Current decline from peak

0.00%

-10.30%

+10.30%

Average Drawdown

Average peak-to-trough decline

0.00%

-4.74%

+4.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.46%

Volatility

WEIX vs. SVOL - Volatility Comparison


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Volatility by Period


WEIXSVOLDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.34%

Volatility (6M)

Calculated over the trailing 6-month period

13.82%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

38.84%

-38.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

22.28%

-22.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

22.28%

-22.28%