XVOL vs. SVXY
Compare and contrast key facts about Acruence Active Hedge U.S. Equity ETF (XVOL) and ProShares Short VIX Short-Term Futures ETF (SVXY).
XVOL and SVXY 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. SVXY is a passively managed fund by ProShares that tracks the performance of the S&P 500 VIX Short-Term Futures Index (-100%). It was launched on Oct 3, 2011.
Performance
XVOL vs. SVXY - Performance Comparison
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XVOL vs. SVXY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
XVOL Acruence Active Hedge U.S. Equity ETF | -2.57% | 9.52% | 20.00% | 7.42% | -20.78% | 13.22% |
SVXY ProShares Short VIX Short-Term Futures ETF | -17.30% | 10.63% | -3.17% | 76.21% | -4.66% | 25.69% |
Returns By Period
In the year-to-date period, XVOL achieves a -2.57% return, which is significantly higher than SVXY's -17.30% return.
XVOL
- 1D
- 2.15%
- 1M
- -7.33%
- YTD
- -2.57%
- 6M
- -2.90%
- 1Y
- 13.65%
- 3Y*
- 9.36%
- 5Y*
- —
- 10Y*
- —
SVXY
- 1D
- 4.90%
- 1M
- -12.39%
- YTD
- -17.30%
- 6M
- -10.09%
- 1Y
- 0.09%
- 3Y*
- 12.84%
- 5Y*
- 13.74%
- 10Y*
- -1.26%
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XVOL vs. SVXY - Expense Ratio Comparison
XVOL has a 0.83% expense ratio, which is lower than SVXY's 1.38% expense ratio.
Return for Risk
XVOL vs. SVXY — Risk / Return Rank
XVOL
SVXY
XVOL vs. SVXY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Acruence Active Hedge U.S. Equity ETF (XVOL) 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.
| XVOL | SVXY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.92 | 0.00 | +0.92 |
Sortino ratioReturn per unit of downside risk | 1.31 | 0.26 | +1.05 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.04 | +0.14 |
Calmar ratioReturn relative to maximum drawdown | 1.54 | 0.00 | +1.54 |
Martin ratioReturn relative to average drawdown | 5.95 | 0.01 | +5.94 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XVOL | SVXY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.92 | 0.00 | +0.92 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.38 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | -0.02 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.25 | 0.19 | +0.06 |
Correlation
The correlation between XVOL and SVXY is 0.62, 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.
Dividends
XVOL vs. SVXY - Dividend Comparison
XVOL's dividend yield for the trailing twelve months is around 2.01%, while SVXY has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
XVOL Acruence Active Hedge U.S. Equity ETF | 2.01% | 1.95% | 3.13% | 1.09% | 2.86% | 0.30% |
SVXY ProShares Short VIX Short-Term Futures ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
XVOL vs. SVXY - Drawdown Comparison
The maximum XVOL drawdown since its inception was -25.82%, smaller than the maximum SVXY drawdown of -95.25%. Use the drawdown chart below to compare losses from any high point for XVOL and SVXY.
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Drawdown Indicators
| XVOL | SVXY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -25.82% | -95.25% | +69.43% |
Max Drawdown (1Y)Largest decline over 1 year | -9.42% | -26.50% | +17.08% |
Max Drawdown (5Y)Largest decline over 5 years | — | -46.45% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -95.25% | — |
Current DrawdownCurrent decline from peak | -7.33% | -83.43% | +76.10% |
Average DrawdownAverage peak-to-trough decline | -9.74% | -56.57% | +46.83% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.44% | 9.75% | -7.31% |
Volatility
XVOL vs. SVXY - Volatility Comparison
The current volatility for Acruence Active Hedge U.S. Equity ETF (XVOL) is 4.80%, while ProShares Short VIX Short-Term Futures ETF (SVXY) has a volatility of 15.28%. This indicates that XVOL experiences smaller price fluctuations and is considered to be less risky than SVXY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| XVOL | SVXY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.80% | 15.28% | -10.48% |
Volatility (6M)Calculated over the trailing 6-month period | 8.95% | 24.61% | -15.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.91% | 38.20% | -23.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.50% | 35.91% | -18.41% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.50% | 51.24% | -33.74% |