IQI vs SVOL

Comparison between Invesco Quality Municipal Income Trust (IQI, ETF) and SIMPLIFY VOLATILITY PREMIUM ETF (SVOL, ETF).

5-Year PerformanceSVOL has outperformed IQI, delivering a return of +7.1% compared to +0.3%

IQI vs SVOL - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	IQI(ETF)	SVOL(ETF)
Net Assets	$541M	$543M
Expense Ratio	N/A	0.66%
Max Drawdown	55.16%	50.81%
Sharpe Ratio	1.53	0.73
5Y Beta	0.23	1.52
5Y Dividends CAGR	4.12%	N/A

Net Assets

IQI

$541M

Winner

SVOL

$543M

Expense Ratio

IQI

N/A

SVOL

0.66%

Max Drawdown

IQI

55.16%

Winner

SVOL

50.81%

Sharpe Ratio

Winner

IQI

1.53

SVOL

0.73

5Y Beta

Winner

IQI

0.23

SVOL

1.52

5Y Dividends CAGR

IQI

4.12%

SVOL

N/A

IQI vs SVOL - Historical Returns

Returns include dividend reinvestment.

Period	IQI	SVOL
1 month	+1.32%	+1.84%
3 months	+3.65%	+7.66%
6 months	+4.03%	+1.73%
1 year	+18.85%	+15.62%
5 years(CAGR)	+0.31%	+7.14%
10 years(CAGR)	+2.59%	N/A
Max(CAGR)	+5.36%	+8.12%

IQI

+1.32%

Winner

SVOL

+1.84%

IQI

+3.65%

Winner

SVOL

+7.66%

Winner

IQI

+4.03%

SVOL

+1.73%

Winner

IQI

+18.85%

SVOL

+15.62%

5Y(CAGR)

IQI

+0.31%

Winner

SVOL

+7.14%

10Y(CAGR)

IQI

+2.59%

SVOL

N/A

Max(CAGR)

IQI

+5.36%

Winner

SVOL

+8.12%

IQI vs SVOL - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

Year	IQI	SVOL
2026	+5.73%	+2.84%
2025	+8.56%	+2.74%
2024	+9.98%	+6.52%
2023	+4.31%	+22.95%
2022	-27.10%	-5.04%
2021	+9.25%	+12.25%
2020	+8.86%	N/A
2019	+15.59%	N/A
2018	-4.47%	N/A
2017	+6.13%	N/A
2016	+2.85%	N/A
2015	+8.13%	N/A
2014	+19.39%	N/A
2013	-14.68%	N/A
2012	+7.81%	N/A
2011	+19.74%	N/A
2010	+8.35%	N/A
2009	+33.00%	N/A
2008	-20.84%	N/A
2007	-8.00%	N/A
2006	+10.77%	N/A
2005	+10.91%	N/A
2004	+1.23%	N/A
2003	+11.68%	N/A
2002	+7.07%	N/A
2001	+9.01%	N/A
2000	+16.17%	N/A
1999	-6.11%	N/A

IQI vs SVOL Drawdown Comparison

The maximum drawdown for IQI was -50.21%, occurring on Oct 10, 2008. Recovery took 692 trading sessions.

The maximum drawdown for SVOL was -33.48%, occurring on Apr 8, 2025. Recovery took 351 trading sessions.

The current IQI drawdown is -2.14%. The current SVOL drawdown is -0.37%.

Rank	IQI	SVOL
#1	-50.21% May 7, 2007 - Feb 3, 2010	-33.48% Feb 19, 2025 - Jul 15, 2026
#2	-35.34% Jul 29, 2021 - Jul 14, 2026	-15.56% Jan 12, 2022 - May 8, 2023
#3	-26.28% Mar 4, 2020 - Nov 24, 2020	-10.91% Jul 12, 2024 - Aug 15, 2024
#4	-22.85% Jul 25, 2012 - Jan 13, 2015	-8.52% Nov 4, 2021 - Jan 4, 2022
#5	-18.18% Sep 30, 2010 - Oct 28, 2011	-6.89% Dec 4, 2024 - Jan 23, 2025
#6	-13.33% Aug 18, 2016 - Apr 10, 2019	-5.11% Jul 2, 2021 - Aug 10, 2021
#7	-11.24% Mar 23, 2004 - Feb 4, 2005	-4.99% Sep 2, 2021 - Oct 14, 2021
#8	-10.07% Jun 17, 2003 - Jan 15, 2004	-4.66% Aug 27, 2024 - Nov 13, 2024
#9	-9.68% Nov 5, 1999 - Feb 3, 2000	-4.61% Sep 14, 2023 - Nov 6, 2023
#10	-9.35% Feb 2, 2015 - Dec 1, 2015	-3.79% Mar 27, 2024 - May 3, 2024
#11	-8.54% Sep 12, 2000 - Jan 2, 2001	-2.85% Jun 11, 2021 - Jun 24, 2021
#12	-7.40% Mar 1, 2012 - Jun 11, 2012	-2.14% Jan 4, 2022 - Jan 12, 2022
#13	-7.23% Oct 2, 2002 - Feb 27, 2003	-2.10% May 14, 2021 - May 26, 2021
#14	-7.19% Feb 4, 2002 - Jul 10, 2002	-1.84% Aug 12, 2021 - Aug 27, 2021
#15	-7.14% Feb 8, 2000 - Jul 18, 2000	-1.71% Oct 25, 2021 - Nov 2, 2021

Correlation

Correlation between IQI and SVOL is 0.24 which considered as a very weak or no correlation - the stocks move independently of each other.

0.24

-101

Dividend Comparison (2000 - 2026)

IQI vs SVOL dividend yield comparison.

Year	IQI	SVOL
2026	4.39%	10.58%
2025	7.60%	19.82%
2024	6.48%	16.79%
2023	4.70%	16.36%
2022	5.82%	18.32%
2021	4.53%	4.65%
2020	4.61%	0.00%
2019	4.88%	0.00%
2018	6.04%	0.00%
2017	5.33%	0.00%
2016	6.15%	0.00%
2015	6.08%	0.00%
2014	6.24%	0.00%
2013	7.39%	0.00%
2012	6.43%	0.00%
2011	6.46%	0.00%
2010	6.96%	0.00%
2009	6.59%	0.00%
2008	7.30%	0.00%
2007	5.66%	0.00%
2006	6.73%	0.00%
2005	7.70%	0.00%
2004	6.33%	0.00%
2003	8.51%	0.00%
2002	8.43%	0.00%
2001	8.85%	0.00%
2000	2.65%	0.00%