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WEIX vs. VOO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

WEIX vs. VOO - 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 Vanguard S&P 500 ETF (VOO). 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*

VOO

1D
-1.42%
1M
-1.34%
YTD
8.19%
6M
7.24%
1Y
23.69%
3Y*
20.78%
5Y*
13.13%
10Y*
15.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

WEIX vs. VOO - Yearly Performance Comparison


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Return for Risk

WEIX vs. VOO — 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.


VOO
VOO Risk / Return Rank: 5959
Overall Rank
VOO Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 5656
Sortino Ratio Rank
VOO Omega Ratio Rank: 5858
Omega Ratio Rank
VOO Calmar Ratio Rank: 5656
Calmar Ratio Rank
VOO Martin Ratio Rank: 6767
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. VOO - 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 Vanguard S&P 500 ETF (VOO). 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.


WEIXVOODifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.35

Calmar ratioReturn relative to maximum drawdown

2.67

Martin ratioReturn relative to average drawdown

11.96

WEIX vs. VOO - Sharpe Ratio Comparison


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Drawdowns

WEIX vs. VOO - Drawdown Comparison

The maximum WEIX drawdown since its inception was 0.00%, smaller than the maximum VOO drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for WEIX and VOO.


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Drawdown Indicators


WEIXVOODifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-33.99%

+33.99%

Max Drawdown (1Y)

Largest decline over 1 year

-8.90%

Max Drawdown (3Y)

Largest decline over 3 years

-18.69%

Max Drawdown (5Y)

Largest decline over 5 years

-24.52%

Max Drawdown (10Y)

Largest decline over 10 years

-33.99%

Current Drawdown

Current decline from peak

0.00%

-3.14%

+3.14%

Average Drawdown

Average peak-to-trough decline

0.00%

-3.68%

+3.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.99%

Volatility

WEIX vs. VOO - Volatility Comparison


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Volatility by Period


WEIXVOODifference

Volatility (1M)

Calculated over the trailing 1-month period

4.83%

Volatility (6M)

Calculated over the trailing 6-month period

9.82%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

12.46%

-12.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

16.91%

-16.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

18.02%

-18.02%

WEIX vs. VOO - Expense Ratio Comparison

WEIX has a 0.50% expense ratio, which is higher than VOO's 0.03% expense ratio.


Dividends

WEIX vs. VOO - Dividend Comparison

WEIX has not paid dividends to shareholders, while VOO's dividend yield for the trailing twelve months is around 1.05%.


PositionTTM20252024202320222021202020192018201720162015
VOO
Vanguard S&P 500 ETF
1.05%1.13%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%
WEIX
Dynamic Shares Trust - Dynamic Short Short-Term Volatility Futures ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


On fees, VOO is cheaper at 0.03% per year. The better choice depends on whether you care most about return, fees, risk, or income.

VOO is cheaper with a 0.03% expense ratio, compared with 0.50% for WEIX.

VOO has the higher dividend yield at 1.05%, compared with 0.00% for WEIX.

WEIX is categorized as Volatility, while VOO is S&P 500. They also come from different issuers: Dynamic Shares Trust and Vanguard. Their fees differ too: 0.50% for WEIX and 0.03% for VOO.

Portfolio Optimizer

Find the right allocation for WEIX and VOO

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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