WEIX vs. ZVOL
Compare and contrast key facts about Dynamic Shares Trust - Dynamic Short Short-Term Volatility Futures ETF (WEIX) and Volatility Premium Plus ETF (ZVOL).
WEIX and ZVOL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. WEIX is an actively managed fund by Dynamic Shares Trust. It was launched on Jan 13, 2022. ZVOL is a passively managed fund by Volatility Shares that tracks the performance of the S&P 500 VIX Mid Term Futures Inverse Daily Index. It was launched on Apr 17, 2023.
Performance
WEIX vs. ZVOL - Performance Comparison
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WEIX vs. ZVOL - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
WEIX Dynamic Shares Trust - Dynamic Short Short-Term Volatility Futures ETF | 0.00% |
ZVOL Volatility Premium Plus ETF | -11.27% |
Returns By Period
WEIX
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ZVOL
- 1D
- 3.23%
- 1M
- -8.77%
- YTD
- -11.39%
- 6M
- -7.42%
- 1Y
- -12.23%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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WEIX vs. ZVOL - Expense Ratio Comparison
WEIX has a 0.50% expense ratio, which is lower than ZVOL's 1.35% expense ratio.
Return for Risk
WEIX vs. ZVOL — Risk / Return Rank
WEIX
ZVOL
WEIX vs. ZVOL - 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 Volatility Premium Plus ETF (ZVOL). 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.
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Sharpe Ratios by Period
| WEIX | ZVOL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | -0.42 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | — | 0.32 | — |
Dividends
WEIX vs. ZVOL - Dividend Comparison
WEIX has not paid dividends to shareholders, while ZVOL's dividend yield for the trailing twelve months is around 69.95%.
| TTM | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
WEIX Dynamic Shares Trust - Dynamic Short Short-Term Volatility Futures ETF | 0.00% | 0.00% | 0.00% | 0.00% |
ZVOL Volatility Premium Plus ETF | 69.95% | 53.44% | 30.68% | 0.55% |
Drawdowns
WEIX vs. ZVOL - Drawdown Comparison
The maximum WEIX drawdown since its inception was 0.00%, smaller than the maximum ZVOL drawdown of -37.25%. Use the drawdown chart below to compare losses from any high point for WEIX and ZVOL.
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Drawdown Indicators
| WEIX | ZVOL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | 0.00% | -37.25% | +37.25% |
Max Drawdown (1Y)Largest decline over 1 year | — | -22.85% | — |
Current DrawdownCurrent decline from peak | 0.00% | -29.42% | +29.42% |
Average DrawdownAverage peak-to-trough decline | 0.00% | -12.80% | +12.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 9.96% | — |
Volatility
WEIX vs. ZVOL - Volatility Comparison
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Volatility by Period
| WEIX | ZVOL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 9.28% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 14.78% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 0.00% | 29.52% | -29.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 0.00% | 29.91% | -29.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 0.00% | 29.91% | -29.91% |