SVOL vs. VXX - ETF Comparison
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.
VXX - iPath Series B S&P 500 VIX Short-Term Futures ETN
The iPath Series B S&P 500 VIX Short-Term Futures ETN provides investors with a way to access equity market volatility, an asset class that may have appeal due to its negative correlation to U.S. and international stocks. This ETN is linked to an index comprised of VIX futures, offering a trading instrument for those looking to place a short-term bet against the market or use as a hedging tool.
| SVOL | VXX | |
|---|---|---|
| Fund Name | Simplify Volatility Premium ETF | iPath Series B S&P 500 VIX Short-Term Futures ETN |
| Fund Provider | Simplify | Barclays Capital |
| Index | Active (No Index) | S&P 500 VIX Short-Term Futures Index Total Return |
| Asset Class | Alternatives | Alternatives |
| Listing | US-listed | US-listed |
| Expense Ratio | 0.50% | 0.89% |
| Inception Date | 2021-05-12 | 2018-01-19 |
| Number Of Holdings | 9 | 1 |
| Currency | USD | USD |
| Region | United States | United States |
| Leveraged | Leveraged | Non-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.