UVIX vs. SVIX - ETF Comparison
UVIX - 2x Long VIX Futures ETF
The 2x Long VIX Futures ETF is a leveraged exchange-traded fund that seeks to provide investors with daily investment results, before fees and expenses, that correspond to 200% of the performance of the S&P 500 Short-Term Futures Index. The fund provides a way for investors to gain exposure to the VIX futures market, which is often used as a hedge against market volatility.
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.
| UVIX | SVIX | |
|---|---|---|
| Fund Name | 2x Long VIX Futures ETF | -1x Short VIX Futures ETF |
| Fund Provider | Volatility Shares LLC | Volatility Shares LLC |
| Index | Long VIX Futures Index - Benchmark TR Gross (200%) | S&P 500 |
| Asset Class | Alternatives | Alternatives |
| Listing | US-listed | US-listed |
| Expense Ratio | 2.19% | 1.47% |
| Inception Date | 2022-03-28 | 2022-03-28 |
| Number Of Holdings | 2 | 4 |
| Currency | USD | USD |
| Region | Global | Global |
| 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.