ZIVB vs. SVOL

In the year-to-date period, ZIVB achieves a -19.90% return, which is significantly lower than SVOL's -7.62% return.

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ZIVB has a 1.35% expense ratio, which is higher than SVOL's 0.50% expense ratio.

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

The current ZIVB Sharpe Ratio is -0.70, which is lower than the SVOL Sharpe Ratio of -0.20. The chart below compares the historical Sharpe Ratios of ZIVB and SVOL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

ZIVB's dividend yield for the trailing twelve months is around 39.55%, more than SVOL's 18.56% yield.

The maximum ZIVB drawdown since its inception was -37.25%, which is greater than SVOL's maximum drawdown of -33.50%. Use the drawdown chart below to compare losses from any high point for ZIVB and SVOL. For additional features, visit the drawdowns tool.

The current volatility for -1x Short VIX Mid-Term Futures Strategy ETF (ZIVB) is 9.38%, while Simplify Volatility Premium ETF (SVOL) has a volatility of 16.77%. This indicates that ZIVB 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.