RLY vs. SVOL - ETF Comparison
RLY - SPDR SSgA Multi-Asset Real Return ETF
The SPDR SSgA Multi-Asset Real Return ETF is an actively managed fund that aims to provide a hedge against inflation by investing in a diversified portfolio of inflation-linked bonds, commodities, real estate, and natural resource companies. The fund's multi-strategy approach is designed to provide a comprehensive defense against inflation, making it a useful tool for investors seeking to protect their assets and smooth out portfolio volatility.
SVOL - Simplify Volatility Premium ETF
The Simplify Volatility Premium ETF is an actively managed exchange-traded fund that seeks to provide investors with a unique volatility premium strategy, offering a variable leveraged exposure to the short-term volatility of the S&P 500 index. The fund's proprietary weighting scheme aims to capitalize on market fluctuations, making it a tactical tool for investors seeking to diversify their portfolios.
| RLY | SVOL | |
|---|---|---|
| Fund Name | SPDR SSgA Multi-Asset Real Return ETF | Simplify Volatility Premium ETF |
| Fund Provider | State Street | Simplify |
| Index | Active (No Index) | Active (No Index) |
| Asset Class | Alternatives | Alternatives |
| Listing | US-listed | US-listed |
| Expense Ratio | 0.50% | 0.50% |
| Inception Date | 2012-04-25 | 2021-05-12 |
| Number Of Holdings | 12 | 9 |
| Currency | USD | USD |
| Region | Developed Markets | United States |
| Leveraged | Non-leveraged | Leveraged |
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Key Metrics
Performance Metrics
Risk Metrics
Detailed Returns
Benchmark Comparison
Key Metrics
Performance Metrics
Risk Metrics
Detailed Returns
Benchmark Comparison
Performance Analysis
The performance analysis examines historical data to assess the returns of the investment strategy, including key metrics such as Cumulative returns, End of Year (EoY) returns, and risk-adjusted returns like the Sharpe ratio or the Sortino ratio.
Cumulative Returns
End of Year Returns Table
End of Year Returns
Risk Analysis
The risk analysis refers to an assessment of potential negative events that could lead to a loss of capital. Conducting a risk analysis can help in deciding whether an investment should be made. This is done using risk metrics such as drawdowns, volatility and beta which reflect stakeholders' confidence in the consistency of an investment strategy.
Drawdowns
Drawdowns Table
Monte Carlo Simulation
The Monte Carlo simulation is a statistical method used to forecast portfolio returns by generating a wide range of potential outcomes through random sampling from historical asset price data. It helps investors assess the potential risk and return of a portfolio under various market conditions. The simulation takes into account the initial investment and optionally simulates cash flow scenarios like fixed contributions, fixed withdrawals, or percentage withdrawals.
IMPORTANT: The forecast generated through Monte Carlo simulations is purely hypothetical and does not guarantee future returns. Investment decisions should be made with consideration of various factors, and past performance is not indicative of future results.