SVOL vs MUA

Comparison between SIMPLIFY VOLATILITY PREMIUM ETF (SVOL, ETF) and BlackRock Muniassets Fund Inc (MUA, ETF).

5-Year PerformanceSVOL has outperformed MUA, delivering a return of +6.2% compared to -3.0%

SVOL vs MUA - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	SVOL(ETF)	MUA(ETF)
Net Assets	$563M	$567M
Expense Ratio	0.66%	N/A
Max Drawdown	50.81%	50.06%
Sharpe Ratio	0.43	0.65
5Y Beta	1.52	0.29
5Y Dividends CAGR	N/A	2.47%

Net Assets

SVOL

$563M

Winner

MUA

$567M

Expense Ratio

SVOL

0.66%

MUA

N/A

Max Drawdown

SVOL

50.81%

Winner

MUA

50.06%

Sharpe Ratio

SVOL

0.43

Winner

MUA

0.65

5Y Beta

SVOL

1.52

Winner

MUA

0.29

5Y Dividends CAGR

SVOL

N/A

MUA

2.47%

SVOL vs MUA - Historical Returns

Returns include dividend reinvestment.

Period	SVOL	MUA
1 month	+1.63%	+0.15%
3 months	+5.79%	+1.18%
6 months	+0.97%	+2.26%
1 year	+10.34%	+11.02%
5 years(CAGR)	+6.21%	-2.95%
10 years(CAGR)	N/A	+1.72%
Max(CAGR)	+7.52%	+5.52%

Winner

SVOL

+1.63%

MUA

+0.15%

Winner

SVOL

+5.79%

MUA

+1.18%

SVOL

+0.97%

Winner

MUA

+2.26%

SVOL

+10.34%

Winner

MUA

+11.02%

5Y(CAGR)

Winner

SVOL

+6.21%

MUA

-2.95%

10Y(CAGR)

SVOL

N/A

MUA

+1.72%

Max(CAGR)

Winner

SVOL

+7.52%

MUA

+5.52%

SVOL vs MUA - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

Year	SVOL	MUA
2026	-0.83%	+3.16%
2025	+2.74%	+1.85%
2024	+6.52%	+7.82%
2023	+22.95%	+2.51%
2022	-5.04%	-22.70%
2021	+12.25%	+5.79%
2020	N/A	+0.79%
2019	N/A	+20.17%
2018	N/A	-9.56%
2017	N/A	+16.03%
2016	N/A	-0.55%
2015	N/A	+9.17%
2014	N/A	+26.85%
2013	N/A	-14.06%
2012	N/A	+17.94%
2011	N/A	+14.51%
2010	N/A	+1.74%
2009	N/A	+43.10%
2008	N/A	-27.76%
2007	N/A	-12.40%
2006	N/A	+18.85%
2005	N/A	+18.85%
2004	N/A	+16.12%
2003	N/A	+4.66%
2002	N/A	+9.73%
2001	N/A	-3.63%
2000	N/A	+16.97%
1999	N/A	-5.42%

SVOL vs MUA 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 MUA was -43.01%, occurring on Oct 23, 2023. This drawdown has not yet recovered.

The current SVOL drawdown is -3.44%. The current MUA drawdown is -18.02%.

Rank	SVOL	MUA
#1	-33.48% Feb 19, 2025 - Apr 8, 2025	-43.01% Jun 15, 2021 - Oct 23, 2023
#2	-15.56% Jan 12, 2022 - May 8, 2023	-41.80% May 2, 2007 - Jul 2, 2010
#3	-10.91% Jul 12, 2024 - Aug 15, 2024	-36.19% Feb 10, 2020 - Feb 8, 2021
#4	-8.52% Nov 4, 2021 - Jan 4, 2022	-20.12% Jan 24, 2013 - Sep 2, 2014
#5	-6.89% Dec 4, 2024 - Jan 23, 2025	-16.95% Oct 13, 2017 - Mar 26, 2019
#6	-5.11% Jul 2, 2021 - Aug 10, 2021	-15.30% Jul 12, 2016 - Jul 11, 2017
#7	-4.99% Sep 2, 2021 - Oct 14, 2021	-14.32% Oct 1, 2010 - Dec 8, 2011
#8	-4.66% Aug 27, 2024 - Nov 13, 2024	-14.20% Aug 30, 2001 - Apr 15, 2003
#9	-4.61% Sep 14, 2023 - Nov 6, 2023	-12.88% Feb 17, 2004 - Sep 13, 2004
#10	-3.79% Mar 27, 2024 - May 3, 2024	-10.26% Feb 11, 2021 - May 24, 2021
#11	-2.85% Jun 11, 2021 - Jun 24, 2021	-9.51% Nov 5, 1999 - Aug 18, 2000
#12	-2.14% Jan 4, 2022 - Jan 12, 2022	-9.03% May 8, 2003 - Jan 21, 2004
#13	-2.10% May 14, 2021 - May 26, 2021	-7.51% Nov 6, 2019 - Jan 22, 2020
#14	-1.84% Aug 12, 2021 - Aug 27, 2021	-7.03% Mar 8, 2012 - Apr 24, 2012
#15	-1.71% Oct 25, 2021 - Nov 2, 2021	-7.02% Feb 7, 2005 - Apr 27, 2005

Correlation

Correlation between SVOL and MUA is 0.10 which considered as a very weak or no correlation - the stocks move independently of each other.

0.10

-101

Dividend Comparison (2000 - 2026)

SVOL vs MUA dividend yield comparison.

Year	SVOL	MUA
2026	9.03%	2.58%
2025	19.82%	6.22%
2024	16.79%	6.03%
2023	16.36%	4.84%
2022	18.32%	6.72%
2021	4.65%	5.06%
2020	0.00%	4.35%
2019	0.00%	4.37%
2018	0.00%	5.12%
2017	0.00%	4.61%
2016	0.00%	5.24%
2015	0.00%	5.25%
2014	0.00%	5.50%
2013	0.00%	6.53%
2012	0.00%	5.58%
2011	0.00%	6.01%
2010	0.00%	6.63%
2009	0.00%	6.78%
2008	0.00%	9.34%
2007	0.00%	6.57%
2006	0.00%	5.38%
2005	0.00%	5.96%
2004	0.00%	6.33%
2003	0.00%	6.83%
2002	0.00%	6.73%
2001	0.00%	7.11%
2000	0.00%	2.73%