QDEF vs SVOL
Comparison between FLEXSHARES QUALITY DIVIDEND DEFENSIVE INDEX FUND (QDEF, ETF) and SIMPLIFY VOLATILITY PREMIUM ETF (SVOL, ETF).
5-Year PerformanceQDEF has outperformed SVOL, delivering a return of +12.4% compared to +6.2%
QDEF vs SVOL - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
Winner
QDEF
$568M
SVOL
$563M
Expense Ratio
Winner
QDEF
0.39%
SVOL
0.66%
Max Drawdown
Winner
QDEF
36.22%
SVOL
50.81%
Sharpe Ratio
Winner
QDEF
1.72
SVOL
0.43
5Y Beta
Winner
QDEF
0.72
SVOL
1.52
P/E Ratio
QDEF
21.11
SVOL
N/A
Forward P/E
QDEF
17.67
SVOL
N/A
PEG Ratio
QDEF
0.24
SVOL
N/A
5Y Dividends CAGR
QDEF
2.83%
SVOL
N/A
5Y EPS CAGR
QDEF
24.00%
SVOL
N/A
Debt to Equity
QDEF
15.45%
SVOL
N/A
P/S Ratio
QDEF
3.35
SVOL
N/A
P/B Ratio
QDEF
5.04
SVOL
N/A
QDEF vs SVOL - Holdings Comparison
QDEF and SVOL have 1 common holdings. Overlap is -0.04%
QDEF's top 25 holdings weight is 57.70%. SVOL's top 25 holdings weight is 79.09%.
| Rank | QDEF | SVOL |
|---|---|---|
| #1 | APPLE INC (AAPL) - 8.42% | SIMPLIFY US EQUITY PLUS UPSD CNVXTY ETF (SPUC) - 21.21% |
| #2 | NVIDIA CORP (NVDA) - 7.06% | SIMPLIFY MULTI-QIS ALTERNATIVE ETF (QIS) - 11.77% |
| #3 | BROADCOM INC (AVGO) - 5.47% | SIMPLIFY AGGREGATE BOND ETF (AGGH) - 11.52% |
| #4 | MICROSOFT CORP (MSFT) - 3.78% | SIMPLIFY TREASURY OPTION INCOME ETF (BUCK) - 10.82% |
| #5 | ALPHABET INC CLASS A (GOOGL) - 2.68% | SIMPLIFY NATIONAL MUNI BOND ETF (NMB) - 10.40% |
| #6 | ABBVIE INC (ABBV) - 2.60% | SIMPLIFY NEXT INTANGIBLE CORE INDEX ETF (NXTI) - 7.48% |
| #7 | JOHNSON & JOHNSON (JNJ) - 2.51% | SIMPLIFY TARGET 15 DISTRIBUTION ETF (XV) - 4.11% |
| #8 | CISCO SYSTEMS INC (CSCO) - 2.35% | SIMPLIFY PIPER SANDLER USSM-CPPLUSINCETF (LITL) - 0.79% |
| #9 | PROCTER & GAMBLE CO (PG) - 2.35% | CASH (n/a) - 0.54% |
| #10 | ALPHABET INC CLASS C (GOOG) - 2.14% | SPXW US 07/02/26 P6725 INDEX (n/a) - 0.06% |
| #11 | PHILIP MORRIS INTERNATIONAL INC (PM) - 2.05% | SPXW US 06/30/26 P6675 INDEX (n/a) - 0.05% |
| #12 | KLA CORP (KLAC) - 1.93% | SPXW US 06/26/26 P6700 INDEX (n/a) - 0.04% |
| #13 | QUALCOMM INC (QCOM) - 1.91% | SPXW US 06/29/26 P6650 INDEX (n/a) - 0.04% |
| #14 | JPMORGAN CHASE & CO (JPM) - 1.86% | SPXW US 07/01/26 P6625 INDEX (n/a) - 0.04% |
| #15 | MERCK & CO INC (MRK) - 1.39% | SPXW US 06/25/26 P6675 INDEX (n/a) - 0.03% |
| #16 | TJX COMPANIES INC (TJX) - 1.26% | VIX US 07/22/26 C70 INDEX (n/a) - 0.03% |
| #17 | GILEAD SCIENCES INC (GILD) - 1.12% | SPXW US 06/24/26 P6575 INDEX (n/a) - 0.02% |
| #18 | CONOCOPHILLIPS (COP) - 1.07% | SPXW US 07/06/26 P5800 INDEX (n/a) - 0.02% |
| #19 | ALTRIA GROUP INC (MO) - 0.88% | SPXW US 07/08/26 P6000 INDEX (n/a) - 0.02% |
| #20 | NEWMONT CORP (NEM) - 0.87% | SPXW US 07/07/26 P6200 INDEX (n/a) - 0.02% |
| #21 | BRISTOL-MYERS SQUIBB CO (BMY) - 0.84% | SPXW US 07/09/26 P5800 INDEX (n/a) - 0.02% |
| #22 | GE VERNOVA INC (GEV) - 0.83% | VIX US 06/17/26 C70 INDEX (n/a) - 0.02% |
| #23 | LOCKHEED MARTIN CORP (LMT) - 0.80% | SPXW US 06/23/26 P6525 INDEX (n/a) - 0.02% |
| #24 | CASH (n/a) - 0.77% | SPXW US 06/22/26 P6400 INDEX (n/a) - 0.01% |
| #25 | ELI LILLY AND CO (LLY) - 0.76% | SPXW US 06/17/26 P6400 INDEX (n/a) - 0.01% |
| Total Holdings | 135 | 32 |
QDEF vs SVOL - Historical Returns
Returns include dividend reinvestment.
1M
QDEF
+1.39%
Winner
SVOL
+1.63%
3M
Winner
QDEF
+7.69%
SVOL
+5.79%
6M
Winner
QDEF
+8.09%
SVOL
+0.97%
1Y
Winner
QDEF
+21.53%
SVOL
+10.34%
5Y(CAGR)
Winner
QDEF
+12.41%
SVOL
+6.21%
10Y(CAGR)
QDEF
+12.36%
SVOL
N/A
Max(CAGR)
Winner
QDEF
+12.69%
SVOL
+7.52%
QDEF vs SVOL - Annual Returns (2012 - 2026)
Returns include dividend reinvestment.
| Year | QDEF | SVOL |
|---|---|---|
| 2026 | +7.87% | -0.83% |
| 2025 | +17.60% | +2.74% |
| 2024 | +21.27% | +6.52% |
| 2023 | +17.68% | +22.95% |
| 2022 | -10.90% | -5.04% |
| 2021 | +27.71% | +12.25% |
| 2020 | +3.01% | N/A |
| 2019 | +25.36% | N/A |
| 2018 | -4.43% | N/A |
| 2017 | +16.51% | N/A |
| 2016 | +16.55% | N/A |
| 2015 | +0.02% | N/A |
| 2014 | +15.03% | N/A |
| 2013 | +33.47% | N/A |
| 2012 | -2.51% | N/A |
QDEF vs SVOL Drawdown Comparison
The maximum drawdown for QDEF was -35.71%, occurring on Mar 23, 2020. Recovery took 215 trading sessions.
The maximum drawdown for SVOL was -33.48%, occurring on Apr 8, 2025. This drawdown has not yet recovered.
The current QDEF drawdown is -1.05%. The current SVOL drawdown is -3.44%.
| Rank | QDEF | SVOL |
|---|---|---|
| #1 | -35.71% Feb 12, 2020 - Dec 17, 2020 | -33.48% Feb 19, 2025 - Apr 8, 2025 |
| #2 | -21.38% Dec 29, 2021 - Jul 19, 2023 | -15.56% Jan 12, 2022 - May 8, 2023 |
| #3 | -16.85% Sep 21, 2018 - Mar 21, 2019 | -10.91% Jul 12, 2024 - Aug 15, 2024 |
| #4 | -14.44% Dec 2, 2024 - Jun 12, 2025 | -8.52% Nov 4, 2021 - Jan 4, 2022 |
| #5 | -12.04% May 21, 2015 - Mar 31, 2016 | -6.89% Dec 4, 2024 - Jan 23, 2025 |
| #6 | -9.87% Jan 26, 2018 - Aug 3, 2018 | -5.11% Jul 2, 2021 - Aug 10, 2021 |
| #7 | -8.96% Jul 28, 2023 - Dec 8, 2023 | -4.99% Sep 2, 2021 - Oct 14, 2021 |
| #8 | -6.95% Feb 9, 2026 - Apr 17, 2026 | -4.66% Aug 27, 2024 - Nov 13, 2024 |
| #9 | -6.44% Apr 30, 2019 - Jun 20, 2019 | -4.61% Sep 14, 2023 - Nov 6, 2023 |
| #10 | -6.10% Sep 3, 2014 - Oct 28, 2014 | -3.79% Mar 27, 2024 - May 3, 2024 |
| #11 | -5.92% Dec 31, 2013 - Feb 28, 2014 | -2.85% Jun 11, 2021 - Jun 24, 2021 |
| #12 | -5.83% Jul 29, 2019 - Oct 25, 2019 | -2.14% Jan 4, 2022 - Jan 12, 2022 |
| #13 | -5.60% Sep 3, 2021 - Nov 2, 2021 | -2.10% May 14, 2021 - May 26, 2021 |
| #14 | -5.59% Aug 15, 2016 - Nov 21, 2016 | -1.84% Aug 12, 2021 - Aug 27, 2021 |
| #15 | -5.26% Mar 28, 2024 - May 15, 2024 | -1.71% Oct 25, 2021 - Nov 2, 2021 |
Correlation
Correlation between QDEF and SVOL is 0.84 which considered as a strong positive correlation - the stocks tend to move together.
0.84
-101
Dividend Comparison (2012 - 2026)
QDEF vs SVOL dividend yield comparison.
| Year | QDEF | SVOL |
|---|---|---|
| 2026 | 0.23% | 9.03% |
| 2025 | 1.74% | 19.82% |
| 2024 | 1.85% | 16.79% |
| 2023 | 2.21% | 16.36% |
| 2022 | 2.42% | 18.32% |
| 2021 | 1.84% | 4.65% |
| 2020 | 2.50% | 0.00% |
| 2019 | 3.17% | 0.00% |
| 2018 | 7.10% | 0.00% |
| 2017 | 2.70% | 0.00% |
| 2016 | 2.90% | 0.00% |
| 2015 | 3.00% | 0.00% |
| 2014 | 2.52% | 0.00% |
| 2013 | 2.12% | 0.00% |
| 2012 | 0.49% | 0.00% |
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