WEIX vs. SVOL

Last updated Jun 24, 2026

WEIX (Dynamic Shares Trust - Dynamic Short Short-Term Volatility Futures ETF) and SVOL (Simplify Volatility Premium ETF) are both Volatility funds. Both are actively managed. Both charge a 0.50% expense ratio.

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.

Returns By Period

WEIX

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

SVOL

• 1D: -1.35%
• 1M: 0.75%
• YTD: -0.40%
• 6M: -0.86%
• 1Y: 18.10%
• 3Y*: 5.79%
• 5Y*: 6.24%
• 10Y*: —

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

WEIX vs. SVOL - Yearly Performance Comparison

	2026 (YTD)
WEIX Dynamic Shares Trust - Dynamic Short Short-Term Volatility Futures ETF	0.00%
SVOL Simplify Volatility Premium ETF	1.88%

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

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

SVOL

SVOL Risk / Return Rank: 27
SVOL Sharpe Ratio Rank: 26
SVOL Sortino Ratio Rank: 25
SVOL Omega Ratio Rank: 28
SVOL Calmar Ratio Rank: 29
SVOL Martin Ratio Rank: 26

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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	WEIX	SVOL	Difference
Sharpe ratio: Return per unit of total volatility	—	0.89	—
Sortino ratio: Return per unit of downside risk	—	1.35	—
Omega ratio: Gain probability vs. loss probability	—	1.19	—
Calmar ratio: Return relative to maximum drawdown	—	1.40	—
Martin ratio: Return relative to average drawdown	—	3.33	—

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.

Drawdown Indicators

	WEIX	SVOL	Difference
Max Drawdown Largest peak-to-trough decline	0.00%	-33.50%	+33.50%
Max Drawdown (1Y) Largest decline over 1 year	—	-13.01%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-33.50%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-33.50%	—
Current Drawdown Current decline from peak	0.00%	-2.98%	+2.98%
Average Drawdown Average peak-to-trough decline	0.00%	-4.75%	+4.75%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	5.44%	—

Volatility

Volatility by Period

	WEIX	SVOL	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	4.40%	—
Volatility (6M) Calculated over the trailing 6-month period	—	10.20%	—
Volatility (1Y) Calculated over the trailing 1-year period	0.00%	20.52%	-20.52%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	0.00%	22.02%	-22.02%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	0.00%	21.88%	-21.88%

WEIX vs. SVOL - Expense Ratio Comparison

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

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 22.10%.

Position	TTM	2025	2024	2023	2022	2021
SVOL Simplify Volatility Premium ETF	22.10%	19.82%	16.79%	16.36%	18.32%	4.65%
WEIX Dynamic Shares Trust - Dynamic Short Short-Term Volatility Futures ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Which ETF is better, WEIX or SVOL?

Both ETFs have the same 0.50% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, WEIX or SVOL?

WEIX and SVOL have the same expense ratio: 0.50% per year.

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

SVOL has the higher dividend yield at 22.10%, compared with 0.00% for WEIX.

What is the main difference between WEIX and SVOL?

They also come from different issuers: Dynamic Shares Trust and Simplify.