SVOL vs DFSE
Comparison between SIMPLIFY VOLATILITY PREMIUM ETF (SVOL, ETF) and DIMENSIONAL EMERGING MARKETS SUSTAINABILITY CORE 1 ETF (DFSE, ETF).
SVOL vs DFSE - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
Winner
SVOL
$591M
DFSE
$590M
Expense Ratio
SVOL
0.66%
Winner
DFSE
0.41%
Max Drawdown
SVOL
50.81%
Winner
DFSE
20.35%
Sharpe Ratio
SVOL
0.35
Winner
DFSE
1.34
5Y Beta
SVOL
1.53
Winner
DFSE
0.80
SVOL vs DFSE - Holdings Comparison
SVOL and DFSE have 0 common holdings. Overlap is 0.00%
SVOL's top 25 holdings weight is 115.53%. DFSE's top 25 holdings weight is 5.18%.
| Rank | SVOL | DFSE |
|---|---|---|
| #1 | SIMPLIFY US EQUITY PLUS UPSD CNVXTY ETF (SPUC) - 30.22% | SAMSUNG ELECTRONICS CO LTD DR (SSNHZ) - 0.85% |
| #2 | SIMPLIFY MULTI-QIS ALTERNATIVE ETF (QIS) - 18.77% | PDD HOLDINGS INC ADR (PDD) - 0.77% |
| #3 | SIMPLIFY AGGREGATE BOND ETF (AGGH) - 16.11% | ICICI BANK LTD ADR (IBN) - 0.65% |
| #4 | SIMPLIFY TREASURY OPTION INCOME ETF (BUCK) - 15.00% | INFOSYS LTD ADR (INFY) - 0.64% |
| #5 | SIMPLIFY NATIONAL MUNI BOND ETF (NMB) - 14.37% | HDFC BANK LTD ADR (HDB) - 0.36% |
| #6 | SIMPLIFY NEXT INTANGIBLE CORE INDEX ETF (NXTI) - 10.02% | VIPSHOP HOLDINGS LTD ADR (VIPS) - 0.20% |
| #7 | SIMPLIFY TARGET 15 DISTRIBUTION ETF (XV) - 5.79% | NETEASE INC ADR (NTES) - 0.20% |
| #8 | SPX US 05/15/26 C7130 INDEX (n/a) - 2.27% | TENCENT MUSIC ENTERTAINMENT GROUP ADR (TME) - 0.20% |
| #9 | CASH (n/a) - 1.69% | GOLD FIELDS LTD ADR (GFI) - 0.18% |
| #10 | SIMPLIFY PIPER SANDLER USSM-CPPLUSINCETF (LITL) - 1.08% | EMBRAER SA ADR (ERJ) - 0.13% |
| #11 | VIX US 06/17/26 C70 INDEX (n/a) - 0.18% | n/a (PAC) - 0.13% |
| #12 | SPXW US 05/19/26 P6900 INDEX (n/a) - 0.01% | n/a (ASR) - 0.09% |
| #13 | SPXW US 05/22/26 P6860 INDEX (n/a) - 0.01% | ITAU UNIBANCO HOLDING SA ADR (ITUB) - 0.09% |
| #14 | SPXW US 05/26/26 P6675 INDEX (n/a) - 0.01% | YUM CHINA HOLDINGS INC (YUMC) - 0.09% |
| #15 | SPXW US 05/22/26 P6675 INDEX (n/a) - 0.01% | CREDICORP LTD (BAP) - 0.09% |
| #16 | SPXW US 05/18/26 P6915 INDEX (n/a) - 0.01% | ANGLOGOLD ASHANTI PLC (AU) - 0.09% |
| #17 | SPXW US 05/12/26 P6690 INDEX (n/a) - 0.00% | ALIBABA GROUP HOLDING LTD ADR (BABA) - 0.08% |
| #18 | US BOND FUT OPT JUN26C 119 (n/a) - 0.00% | BANK BRADESCO SA ADR (BBD) - 0.06% |
| #19 | SPXW US 05/13/26 P6790 INDEX (n/a) - 0.00% | COCA-COLA FEMSA SAB DE CV ADR (KOF) - 0.04% |
| #20 | SPXW US 05/14/26 P6880 INDEX (n/a) - 0.00% | AMBEV SA ADR (ABEV) - 0.04% |
| #21 | SPXW US 05/15/26 P6860 INDEX (n/a) - 0.00% | BANCOLOMBIA SA ADR (CIB) - 0.04% |
| #22 | VIX US 05/19/26 C60 INDEX (n/a) - 0.00% | CHUNGHWA TELECOM CO LTD ADR (CHT) - 0.04% |
| #23 | US BOND FUT OPT JUN26C 120 (n/a) - 0.00% | GRUPO AEROPORTUARIO DEL CENTRO NORTE SAB DE CV ADR (OMAB) - 0.04% |
| #24 | US BOND FUT OPT JUN26P 106 (n/a) - 0.00% | GERDAU SA ADR (GGB) - 0.04% |
| #25 | US BOND FUT OPT JUN26P 110 (n/a) - -0.02% | IQIYI INC ADR (IQ) - 0.04% |
| Total Holdings | 29 | 25 |
SVOL vs DFSE - Historical Returns
Returns include dividend reinvestment.
1M
Winner
SVOL
+1.82%
DFSE
-2.13%
3M
SVOL
+3.24%
Winner
DFSE
+9.39%
6M
SVOL
+0.47%
Winner
DFSE
+15.00%
1Y
SVOL
+11.80%
Winner
DFSE
+31.72%
5Y(CAGR)
SVOL
+6.49%
DFSE
N/A
Max(CAGR)
SVOL
+7.45%
Winner
DFSE
+21.26%
SVOL vs DFSE - Annual Returns (2021 - 2026)
Returns include dividend reinvestment.
| Year | SVOL | DFSE |
|---|---|---|
| 2026 | -1.32% | +11.41% |
| 2025 | +2.74% | +28.68% |
| 2024 | +6.52% | +8.43% |
| 2023 | +22.95% | +13.80% |
| 2022 | -5.04% | +11.62% |
| 2021 | +12.25% | N/A |
SVOL vs DFSE Drawdown Comparison
The maximum drawdown for SVOL was -33.48%, occurring on Apr 8, 2025. This drawdown has not yet recovered.
The maximum drawdown for DFSE was -19.77%, occurring on Apr 8, 2025. Recovery took 168 trading sessions.
The current SVOL drawdown is -3.92%. The current DFSE drawdown is -7.46%.
| Rank | SVOL | DFSE |
|---|---|---|
| #1 | -33.48% Feb 19, 2025 - Apr 8, 2025 | -19.77% Oct 4, 2024 - Jun 9, 2025 |
| #2 | -15.56% Jan 12, 2022 - May 8, 2023 | -12.87% Feb 25, 2026 - Apr 17, 2026 |
| #3 | -10.91% Jul 12, 2024 - Aug 15, 2024 | -11.93% Jul 31, 2023 - Feb 23, 2024 |
| #4 | -8.52% Nov 4, 2021 - Jan 4, 2022 | -9.46% Jan 26, 2023 - Jun 15, 2023 |
| #5 | -6.89% Dec 4, 2024 - Jan 23, 2025 | -9.08% Jul 12, 2024 - Aug 19, 2024 |
| #6 | -5.11% Jul 2, 2021 - Aug 10, 2021 | -7.46% Jun 2, 2026 - Jun 5, 2026 |
| #7 | -4.99% Sep 2, 2021 - Oct 14, 2021 | -6.10% Aug 19, 2024 - Sep 24, 2024 |
| #8 | -4.66% Aug 27, 2024 - Nov 13, 2024 | -5.67% May 11, 2026 - May 26, 2026 |
| #9 | -4.61% Sep 14, 2023 - Nov 6, 2023 | -5.34% Oct 29, 2025 - Jan 2, 2026 |
| #10 | -3.79% Mar 27, 2024 - May 3, 2024 | -4.70% Apr 9, 2024 - May 2, 2024 |
| #11 | -2.85% Jun 11, 2021 - Jun 24, 2021 | -4.57% Oct 8, 2025 - Oct 24, 2025 |
| #12 | -2.14% Jan 4, 2022 - Jan 12, 2022 | -4.40% May 17, 2024 - Jul 5, 2024 |
| #13 | -2.10% May 14, 2021 - May 26, 2021 | -4.25% Jun 15, 2023 - Jul 13, 2023 |
| #14 | -1.84% Aug 12, 2021 - Aug 27, 2021 | -3.29% Nov 15, 2022 - Nov 30, 2022 |
| #15 | -1.71% Oct 25, 2021 - Nov 2, 2021 | -3.29% Jul 23, 2025 - Aug 12, 2025 |
Correlation
Correlation between SVOL and DFSE is 0.62 which considered as a moderate positive correlation - the stocks show some tendency to move together.
0.62
-101
Dividend Comparison (2021 - 2026)
SVOL vs DFSE dividend yield comparison.
| Year | SVOL | DFSE |
|---|---|---|
| 2026 | 9.07% | 0.12% |
| 2025 | 19.82% | 2.26% |
| 2024 | 16.79% | 2.06% |
| 2023 | 16.36% | 2.06% |
| 2022 | 18.32% | 0.36% |
| 2021 | 4.65% | 0.00% |
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