XVOL vs. SVOL
Compare and contrast key facts about Acruence Active Hedge U.S. Equity ETF (XVOL) and Simplify Volatility Premium ETF (SVOL).
XVOL and SVOL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. XVOL is an actively managed fund by Toroso Investments. It was launched on Apr 22, 2021. SVOL is an actively managed fund by Simplify Asset Management Inc.. It was launched on May 12, 2021.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: XVOL or SVOL.
Correlation
The correlation between XVOL and SVOL is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
XVOL vs. SVOL - Performance Comparison
Key characteristics
XVOL:
1.03
SVOL:
0.62
XVOL:
1.57
SVOL:
0.91
XVOL:
1.26
SVOL:
1.16
XVOL:
1.51
SVOL:
0.82
XVOL:
3.97
SVOL:
4.41
XVOL:
5.34%
SVOL:
2.03%
XVOL:
20.58%
SVOL:
14.42%
XVOL:
-25.82%
SVOL:
-15.62%
XVOL:
-6.98%
SVOL:
-1.38%
Returns By Period
In the year-to-date period, XVOL achieves a 2.09% return, which is significantly lower than SVOL's 2.93% return.
XVOL
2.09%
0.88%
6.28%
20.16%
N/A
N/A
SVOL
2.93%
1.61%
2.30%
8.61%
N/A
N/A
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XVOL vs. SVOL - Expense Ratio Comparison
XVOL has a 0.83% expense ratio, which is higher than SVOL's 0.50% expense ratio.
Risk-Adjusted Performance
XVOL vs. SVOL — Risk-Adjusted Performance Rank
XVOL
SVOL
XVOL vs. SVOL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Acruence Active Hedge U.S. Equity ETF (XVOL) 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.
Dividends
XVOL vs. SVOL - Dividend Comparison
XVOL's dividend yield for the trailing twelve months is around 3.07%, less than SVOL's 14.91% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|
XVOL Acruence Active Hedge U.S. Equity ETF | 3.07% | 3.13% | 1.09% | 2.86% | 0.29% |
SVOL Simplify Volatility Premium ETF | 14.91% | 16.79% | 16.37% | 18.32% | 4.65% |
Drawdowns
XVOL vs. SVOL - Drawdown Comparison
The maximum XVOL drawdown since its inception was -25.82%, which is greater than SVOL's maximum drawdown of -15.62%. Use the drawdown chart below to compare losses from any high point for XVOL and SVOL. For additional features, visit the drawdowns tool.
Volatility
XVOL vs. SVOL - Volatility Comparison
The current volatility for Acruence Active Hedge U.S. Equity ETF (XVOL) is 5.26%, while Simplify Volatility Premium ETF (SVOL) has a volatility of 5.86%. This indicates that XVOL experiences smaller price fluctuations and is considered to be less risky than SVOL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.