PortfoliosLab logoPortfoliosLab logo
ZIVB vs. SHRT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ZIVB vs. SHRT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in -1x Short VIX Mid-Term Futures Strategy ETF (ZIVB) and Gotham Short Strategies ETF (SHRT). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period


ZIVB

1D
0.00%
1M
YTD
6M
1Y
3Y*
5Y*
10Y*

SHRT

1D
0.32%
1M
-4.10%
YTD
-17.20%
6M
-15.30%
1Y
-21.72%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ZIVB vs. SHRT - Yearly Performance Comparison


Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

ZIVB vs. SHRT — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ZIVB

SHRT
SHRT Risk / Return Rank: 00
Overall Rank
SHRT Sharpe Ratio Rank: 00
Sharpe Ratio Rank
SHRT Sortino Ratio Rank: 00
Sortino Ratio Rank
SHRT Omega Ratio Rank: 00
Omega Ratio Rank
SHRT Calmar Ratio Rank: 11
Calmar Ratio Rank
SHRT Martin Ratio Rank: 00
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.

ZIVB vs. SHRT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for -1x Short VIX Mid-Term Futures Strategy ETF (ZIVB) and Gotham Short Strategies ETF (SHRT). 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.

ZIVB vs. SHRT - Sharpe Ratio Comparison


Loading charts...

Sharpe Ratios by Period


ZIVBSHRTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.67

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.79

Drawdowns

ZIVB vs. SHRT - Drawdown Comparison

The maximum ZIVB drawdown since its inception was 0.00%, smaller than the maximum SHRT drawdown of -25.98%. Use the drawdown chart below to compare losses from any high point for ZIVB and SHRT.


Loading charts...

Drawdown Indicators


ZIVBSHRTDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-25.98%

+25.98%

Max Drawdown (1Y)

Largest decline over 1 year

-22.73%

Current Drawdown

Current decline from peak

0.00%

-25.74%

+25.74%

Average Drawdown

Average peak-to-trough decline

0.00%

-8.12%

+8.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.40%

Volatility

ZIVB vs. SHRT - Volatility Comparison


Loading charts...

Volatility by Period


ZIVBSHRTDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.29%

Volatility (6M)

Calculated over the trailing 6-month period

10.96%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

13.04%

-13.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

12.78%

-12.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

12.78%

-12.78%

ZIVB vs. SHRT - Expense Ratio Comparison

Both ZIVB and SHRT have an expense ratio of 1.35%.


Dividends

ZIVB vs. SHRT - Dividend Comparison

ZIVB has not paid dividends to shareholders, while SHRT's dividend yield for the trailing twelve months is around 0.08%.


PositionTTM202520242023
SHRT
Gotham Short Strategies ETF
0.08%0.07%0.85%0.27%
ZIVB
-1x Short VIX Mid-Term Futures Strategy ETF
0.00%0.00%0.00%0.00%

Frequently Asked Questions


Both ETFs have the same 1.35% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

ZIVB and SHRT have the same expense ratio: 1.35% per year.

SHRT has the higher dividend yield at 0.08%, compared with 0.00% for ZIVB.

They also come from different issuers: Volatility Shares and Gotham.

Portfolio Optimizer

Find the right allocation for ZIVB and SHRT

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer