SVIX vs. UVXY - ETF Comparison
SVIX - -1x Short VIX Futures ETF
The -1x Short VIX Futures ETF is an inverse volatility fund that seeks to provide daily investment results, before fees and expenses, that are -1x the daily performance of the S&P 500 VIX Short-Term Futures Index. The fund is designed to provide investors with a way to potentially hedge against market volatility.
UVXY - ProShares Ultra VIX Short-Term Futures ETF
The ProShares Ultra VIX Short-Term Futures ETF provides leveraged exposure to the S&P 500 VIX Short-Term Futures Index, allowing sophisticated investors to implement complex strategies requiring volatility exposure. The fund is designed for short-term trading and is not suitable for long-term, buy-and-hold portfolios.
| SVIX | UVXY | |
|---|---|---|
| Fund Name | -1x Short VIX Futures ETF | ProShares Ultra VIX Short-Term Futures ETF |
| Fund Provider | Volatility Shares LLC | Proshare Advisors LLC |
| Index | S&P 500 | S&P 500 VIX Short-Term Futures Index (150%) |
| Asset Class | Alternatives | Alternatives |
| Listing | US-listed | US-listed |
| Expense Ratio | 1.47% | 0.95% |
| Inception Date | 2022-03-28 | 2011-10-03 |
| Number Of Holdings | 4 | 1 |
| Currency | USD | USD |
| Region | Global | United States |
| Leveraged | 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.