WEIX vs. SVXY

Last updated Jun 24, 2026

WEIX (Dynamic Shares Trust - Dynamic Short Short-Term Volatility Futures ETF) and SVXY (ProShares Short VIX Short-Term Futures ETF) are both Volatility funds. WEIX is actively managed, while SVXY is passively managed. WEIX charges 0.50%/yr vs 0.95%/yr for SVXY.

Performance

WEIX vs. SVXY - 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 ProShares Short VIX Short-Term Futures ETF (SVXY). 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*: —

SVXY

• 1D: -2.69%
• 1M: 4.23%
• YTD: -0.69%
• 6M: 0.15%
• 1Y: 35.14%
• 3Y*: 10.26%
• 5Y*: 14.63%
• 10Y*: 2.48%

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

WEIX vs. SVXY - Yearly Performance Comparison

	2026 (YTD)
WEIX Dynamic Shares Trust - Dynamic Short Short-Term Volatility Futures ETF	0.00%
SVXY ProShares Short VIX Short-Term Futures ETF	5.63%

Return for Risk

WEIX vs. SVXY — 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.

SVXY

SVXY Risk / Return Rank: 34
SVXY Sharpe Ratio Rank: 35
SVXY Sortino Ratio Rank: 33
SVXY Omega Ratio Rank: 37
SVXY Calmar Ratio Rank: 32
SVXY Martin Ratio Rank: 35

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. SVXY - 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 ProShares Short VIX Short-Term Futures ETF (SVXY). 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	SVXY	Difference
Sharpe ratio: Return per unit of total volatility	—	1.22	—
Sortino ratio: Return per unit of downside risk	—	1.69	—
Omega ratio: Gain probability vs. loss probability	—	1.24	—
Calmar ratio: Return relative to maximum drawdown	—	1.54	—
Martin ratio: Return relative to average drawdown	—	5.02	—

Drawdowns

WEIX vs. SVXY - Drawdown Comparison

The maximum WEIX drawdown since its inception was 0.00%, smaller than the maximum SVXY drawdown of -95.25%. Use the drawdown chart below to compare losses from any high point for WEIX and SVXY.

Drawdown Indicators

	WEIX	SVXY	Difference
Max Drawdown Largest peak-to-trough decline	0.00%	-95.25%	+95.25%
Max Drawdown (1Y) Largest decline over 1 year	—	-22.94%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-46.45%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-46.45%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-95.25%	—
Current Drawdown Current decline from peak	0.00%	-80.10%	+80.10%
Average Drawdown Average peak-to-trough decline	0.00%	-56.93%	+56.93%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	7.02%	—

Volatility

Volatility by Period

	WEIX	SVXY	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	8.75%	—
Volatility (6M) Calculated over the trailing 6-month period	—	22.73%	—
Volatility (1Y) Calculated over the trailing 1-year period	0.00%	28.95%	-28.95%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	0.00%	35.40%	-35.40%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	0.00%	49.67%	-49.67%

WEIX vs. SVXY - Expense Ratio Comparison

WEIX has a 0.50% expense ratio, which is lower than SVXY's 0.95% expense ratio.

Dividends

WEIX vs. SVXY - Dividend Comparison

Neither WEIX nor SVXY has paid dividends to shareholders.

Tickers have no history of dividend payments

Frequently Asked Questions

Which ETF is better, WEIX or SVXY?

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 SVXY?

WEIX is cheaper with a 0.50% expense ratio, compared with 0.95% for SVXY.

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

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

What is the main difference between WEIX and SVXY?

They also come from different issuers: Dynamic Shares Trust and ProShares. Their fees differ too: 0.50% for WEIX and 0.95% for SVXY.