SVOL vs EIM

Comparison between SIMPLIFY VOLATILITY PREMIUM ETF (SVOL, ETF) and Eaton Vance Municipal Bond Fund (EIM, ETF).

5-Year PerformanceSVOL has outperformed EIM, delivering a return of +7.1% compared to -1.5%

SVOL vs EIM - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	SVOL(ETF)	EIM(ETF)
Net Assets	$543M	$543M
Expense Ratio	0.66%	N/A
Max Drawdown	50.81%	56.59%
Sharpe Ratio	0.73	0.63
5Y Beta	1.52	0.13
5Y Dividends CAGR	N/A	2.10%

Net Assets

SVOL

$543M

EIM

$543M

Expense Ratio

SVOL

0.66%

EIM

N/A

Max Drawdown

Winner

SVOL

50.81%

EIM

56.59%

Sharpe Ratio

Winner

SVOL

0.73

EIM

0.63

5Y Beta

SVOL

1.52

Winner

EIM

0.13

5Y Dividends CAGR

SVOL

N/A

EIM

2.10%

SVOL vs EIM - Historical Returns

Returns include dividend reinvestment.

Period	SVOL	EIM
1 month	+1.84%	+0.82%
3 months	+7.66%	+0.43%
6 months	+1.73%	+2.92%
1 year	+15.62%	+9.97%
5 years(CAGR)	+7.14%	-1.49%
10 years(CAGR)	N/A	+1.43%
Max(CAGR)	+8.12%	+4.36%

Winner

SVOL

+1.84%

EIM

+0.82%

Winner

SVOL

+7.66%

EIM

+0.43%

SVOL

+1.73%

Winner

EIM

+2.92%

Winner

SVOL

+15.62%

EIM

+9.97%

5Y(CAGR)

Winner

SVOL

+7.14%

EIM

-1.49%

10Y(CAGR)

SVOL

N/A

EIM

+1.43%

Max(CAGR)

Winner

SVOL

+8.12%

EIM

+4.36%

SVOL vs EIM - Annual Returns (2002 - 2026)

Returns include dividend reinvestment.

Year	SVOL	EIM
2026	+2.84%	+4.30%
2025	+2.74%	-0.67%
2024	+6.52%	+8.21%
2023	+22.95%	+3.26%
2022	-5.04%	-19.82%
2021	+12.25%	+4.58%
2020	N/A	+10.73%
2019	N/A	+17.96%
2018	N/A	-5.45%
2017	N/A	+6.28%
2016	N/A	+0.62%
2015	N/A	+7.23%
2014	N/A	+21.23%
2013	N/A	-15.89%
2012	N/A	+17.58%
2011	N/A	+20.30%
2010	N/A	-1.71%
2009	N/A	+42.16%
2008	N/A	-34.49%
2007	N/A	-4.87%
2006	N/A	+13.91%
2005	N/A	+23.19%
2004	N/A	+4.61%
2003	N/A	+9.41%
2002	N/A	-8.99%

SVOL vs EIM Drawdown Comparison

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

The maximum drawdown for EIM was -52.49%, occurring on Dec 15, 2008. Recovery took 597 trading sessions.

The current SVOL drawdown is -0.37%. The current EIM drawdown is -9.34%.

Rank	SVOL	EIM
#1	-33.48% Feb 19, 2025 - Jul 15, 2026	-52.49% Jan 14, 2008 - May 27, 2010
#2	-15.56% Jan 12, 2022 - May 8, 2023	-31.68% Sep 15, 2021 - Oct 25, 2023
#3	-10.91% Jul 12, 2024 - Aug 15, 2024	-26.00% Dec 6, 2012 - Jan 28, 2015
#4	-8.52% Nov 4, 2021 - Jan 4, 2022	-24.04% Feb 25, 2020 - Jul 21, 2020
#5	-6.89% Dec 4, 2024 - Jan 23, 2025	-23.12% Oct 4, 2010 - Dec 27, 2011
#6	-5.11% Jul 2, 2021 - Aug 10, 2021	-15.00% Jul 8, 2016 - May 13, 2019
#7	-4.99% Sep 2, 2021 - Oct 14, 2021	-14.38% Mar 18, 2004 - Oct 19, 2004
#8	-4.66% Aug 27, 2024 - Nov 13, 2024	-12.21% Sep 5, 2002 - May 13, 2003
#9	-4.61% Sep 14, 2023 - Nov 6, 2023	-11.75% May 3, 2007 - Jan 11, 2008
#10	-3.79% Mar 27, 2024 - May 3, 2024	-10.50% Jun 19, 2003 - Jan 12, 2004
#11	-2.85% Jun 11, 2021 - Jun 24, 2021	-8.57% Dec 29, 2005 - Aug 17, 2006
#12	-2.14% Jan 4, 2022 - Jan 12, 2022	-7.84% Jan 30, 2015 - Oct 20, 2015
#13	-2.10% May 14, 2021 - May 26, 2021	-7.62% Feb 14, 2005 - May 4, 2005
#14	-1.84% Aug 12, 2021 - Aug 27, 2021	-7.30% Mar 5, 2012 - May 9, 2012
#15	-1.71% Oct 25, 2021 - Nov 2, 2021	-4.71% Oct 19, 2004 - Jan 13, 2005

Correlation

Correlation between SVOL and EIM is 0.11 which considered as a very weak or no correlation - the stocks move independently of each other.

0.11

-101

Dividend Comparison (2002 - 2026)

SVOL vs EIM dividend yield comparison.

Year	SVOL	EIM
2026	10.58%	3.64%
2025	19.82%	6.27%
2024	16.79%	5.65%
2023	16.36%	4.07%
2022	18.32%	4.87%
2021	4.65%	4.38%
2020	0.00%	4.29%
2019	0.00%	4.00%
2018	0.00%	4.98%
2017	0.00%	5.48%
2016	0.00%	5.64%
2015	0.00%	5.90%
2014	0.00%	5.97%
2013	0.00%	6.78%
2012	0.00%	5.56%
2011	0.00%	7.15%
2010	0.00%	7.96%
2009	0.00%	6.74%
2008	0.00%	8.76%
2007	0.00%	6.80%
2006	0.00%	7.10%
2005	0.00%	10.57%
2004	0.00%	6.92%
2003	0.00%	6.59%
2002	0.00%	1.69%