XVOL vs. UVIX

In the year-to-date period, XVOL achieves a -1.77% return, which is significantly higher than UVIX's -8.06% return.

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XVOL has a 0.83% expense ratio, which is lower than UVIX's 2.78% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Acruence Active Hedge U.S. Equity ETF (XVOL) and Volatility Shares 2x Long VIX Futures ETF (UVIX). 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.

The current XVOL Sharpe Ratio is 0.26, which is higher than the UVIX Sharpe Ratio of -0.26. The chart below compares the historical Sharpe Ratios of XVOL and UVIX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

XVOL's dividend yield for the trailing twelve months is around 3.19%, while UVIX has not paid dividends to shareholders.

The maximum XVOL drawdown since its inception was -25.82%, smaller than the maximum UVIX drawdown of -99.80%. Use the drawdown chart below to compare losses from any high point for XVOL and UVIX. For additional features, visit the drawdowns tool.

The current volatility for Acruence Active Hedge U.S. Equity ETF (XVOL) is 3.97%, while Volatility Shares 2x Long VIX Futures ETF (UVIX) has a volatility of 38.35%. This indicates that XVOL experiences smaller price fluctuations and is considered to be less risky than UVIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.