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ZVOL vs. SVXY
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ZVOL vs. SVXY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Volatility Premium Plus ETF (ZVOL) and ProShares Short VIX Short-Term Futures ETF (SVXY). The values are adjusted to include any dividend payments, if applicable.

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ZVOL vs. SVXY - Yearly Performance Comparison


2026 (YTD)202520242023
ZVOL
Volatility Premium Plus ETF
-11.39%-10.71%9.27%51.65%
SVXY
ProShares Short VIX Short-Term Futures ETF
-17.30%10.63%-3.17%51.48%

Returns By Period

In the year-to-date period, ZVOL achieves a -11.39% return, which is significantly higher than SVXY's -17.30% return.


ZVOL

1D
3.23%
1M
-8.77%
YTD
-11.39%
6M
-7.42%
1Y
-12.23%
3Y*
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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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ZVOL vs. SVXY - Expense Ratio Comparison

ZVOL has a 1.35% expense ratio, which is lower than SVXY's 1.38% expense ratio.


Return for Risk

ZVOL vs. SVXY — Risk / Return Rank

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

ZVOL
ZVOL Risk / Return Rank: 44
Overall Rank
ZVOL Sharpe Ratio Rank: 55
Sharpe Ratio Rank
ZVOL Sortino Ratio Rank: 55
Sortino Ratio Rank
ZVOL Omega Ratio Rank: 44
Omega Ratio Rank
ZVOL Calmar Ratio Rank: 33
Calmar Ratio Rank
ZVOL Martin Ratio Rank: 22
Martin Ratio Rank

SVXY
SVXY Risk / Return Rank: 1313
Overall Rank
SVXY Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
SVXY Sortino Ratio Rank: 1414
Sortino Ratio Rank
SVXY Omega Ratio Rank: 1515
Omega Ratio Rank
SVXY Calmar Ratio Rank: 1313
Calmar Ratio Rank
SVXY Martin Ratio Rank: 1313
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.

ZVOL vs. SVXY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Volatility Premium Plus ETF (ZVOL) 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.


ZVOLSVXYDifference

Sharpe ratio

Return per unit of total volatility

-0.42

0.00

-0.42

Sortino ratio

Return per unit of downside risk

-0.40

0.26

-0.65

Omega ratio

Gain probability vs. loss probability

0.94

1.04

-0.10

Calmar ratio

Return relative to maximum drawdown

-0.56

0.00

-0.56

Martin ratio

Return relative to average drawdown

-1.28

0.01

-1.30

ZVOL vs. SVXY - Sharpe Ratio Comparison

The current ZVOL Sharpe Ratio is -0.42, which is lower than the SVXY Sharpe Ratio of 0.00. The chart below compares the historical Sharpe Ratios of ZVOL and SVXY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ZVOLSVXYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.42

0.00

-0.42

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

0.32

0.19

+0.13

Correlation

The correlation between ZVOL and SVXY is 0.90, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

ZVOL vs. SVXY - Dividend Comparison

ZVOL's dividend yield for the trailing twelve months is around 69.95%, while SVXY has not paid dividends to shareholders.


TTM202520242023
ZVOL
Volatility Premium Plus ETF
69.95%53.44%30.68%0.55%
SVXY
ProShares Short VIX Short-Term Futures ETF
0.00%0.00%0.00%0.00%

Drawdowns

ZVOL vs. SVXY - Drawdown Comparison

The maximum ZVOL drawdown since its inception was -37.25%, smaller than the maximum SVXY drawdown of -95.25%. Use the drawdown chart below to compare losses from any high point for ZVOL and SVXY.


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Drawdown Indicators


ZVOLSVXYDifference

Max Drawdown

Largest peak-to-trough decline

-37.25%

-95.25%

+58.00%

Max Drawdown (1Y)

Largest decline over 1 year

-22.85%

-26.50%

+3.65%

Max Drawdown (5Y)

Largest decline over 5 years

-46.45%

Max Drawdown (10Y)

Largest decline over 10 years

-95.25%

Current Drawdown

Current decline from peak

-29.42%

-83.43%

+54.01%

Average Drawdown

Average peak-to-trough decline

-12.80%

-56.57%

+43.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.96%

9.75%

+0.21%

Volatility

ZVOL vs. SVXY - Volatility Comparison

The current volatility for Volatility Premium Plus ETF (ZVOL) is 9.28%, while ProShares Short VIX Short-Term Futures ETF (SVXY) has a volatility of 15.28%. This indicates that ZVOL 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


ZVOLSVXYDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.28%

15.28%

-6.00%

Volatility (6M)

Calculated over the trailing 6-month period

14.78%

24.61%

-9.83%

Volatility (1Y)

Calculated over the trailing 1-year period

29.52%

38.20%

-8.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.91%

35.91%

-6.00%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.91%

51.24%

-21.33%