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WEIX vs. SVXY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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.

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Returns By Period


WEIX

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

SVXY

1D
-0.20%
1M
8.44%
YTD
-0.92%
6M
7.55%
1Y
33.37%
3Y*
13.21%
5Y*
15.76%
10Y*
-1.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WEIX vs. SVXY - Yearly Performance Comparison


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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

SVXY
SVXY Risk / Return Rank: 3131
Overall Rank
SVXY Sharpe Ratio Rank: 3232
Sharpe Ratio Rank
SVXY Sortino Ratio Rank: 3030
Sortino Ratio Rank
SVXY Omega Ratio Rank: 3434
Omega Ratio Rank
SVXY Calmar Ratio Rank: 2929
Calmar Ratio Rank
SVXY Martin Ratio Rank: 3232
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. 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.


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

WEIX vs. SVXY - Sharpe Ratio Comparison


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Sharpe Ratios by Period


WEIXSVXYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.45

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.22

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.


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Drawdown Indicators


WEIXSVXYDifference

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%

-80.15%

+80.15%

Average Drawdown

Average peak-to-trough decline

0.00%

-56.87%

+56.87%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.00%

Volatility

WEIX vs. SVXY - Volatility Comparison


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Volatility by Period


WEIXSVXYDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.76%

Volatility (6M)

Calculated over the trailing 6-month period

21.42%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

28.62%

-28.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

35.38%

-35.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

50.75%

-50.75%

WEIX vs. SVXY - Expense Ratio Comparison

WEIX has a 0.50% expense ratio, which is lower than SVXY's 1.38% 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


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.

WEIX is cheaper with a 0.50% expense ratio, compared with 1.38% for SVXY.

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

They also come from different issuers: Dynamic Shares Trust and ProShares. Their fees differ too: 0.50% for WEIX and 1.38% for SVXY.

Portfolio Optimizer

Find the right allocation for WEIX and SVXY

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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