SVOL vs QDEF
Comparison between SIMPLIFY VOLATILITY PREMIUM ETF (SVOL, ETF) and FLEXSHARES QUALITY DIVIDEND DEFENSIVE INDEX FUND (QDEF, ETF).
5-Year PerformanceQDEF has outperformed SVOL, delivering a return of +12.4% compared to +6.2%
SVOL vs QDEF - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
SVOL
$563M
Winner
QDEF
$568M
Expense Ratio
SVOL
0.66%
Winner
QDEF
0.39%
Max Drawdown
SVOL
50.81%
Winner
QDEF
36.22%
Sharpe Ratio
SVOL
0.43
Winner
QDEF
1.72
5Y Beta
SVOL
1.52
Winner
QDEF
0.72
P/E Ratio
SVOL
N/A
QDEF
21.11
Forward P/E
SVOL
N/A
QDEF
17.67
PEG Ratio
SVOL
N/A
QDEF
0.24
5Y Dividends CAGR
SVOL
N/A
QDEF
2.83%
5Y EPS CAGR
SVOL
N/A
QDEF
24.00%
Debt to Equity
SVOL
N/A
QDEF
15.45%
P/S Ratio
SVOL
N/A
QDEF
3.35
P/B Ratio
SVOL
N/A
QDEF
5.04
SVOL vs QDEF - Holdings Comparison
SVOL and QDEF have 1 common holdings. Overlap is -0.04%
SVOL's top 25 holdings weight is 79.09%. QDEF's top 25 holdings weight is 57.70%.
| Rank | SVOL | QDEF |
|---|---|---|
| #1 | SIMPLIFY US EQUITY PLUS UPSD CNVXTY ETF (SPUC) - 21.21% | APPLE INC (AAPL) - 8.42% |
| #2 | SIMPLIFY MULTI-QIS ALTERNATIVE ETF (QIS) - 11.77% | NVIDIA CORP (NVDA) - 7.06% |
| #3 | SIMPLIFY AGGREGATE BOND ETF (AGGH) - 11.52% | BROADCOM INC (AVGO) - 5.47% |
| #4 | SIMPLIFY TREASURY OPTION INCOME ETF (BUCK) - 10.82% | MICROSOFT CORP (MSFT) - 3.78% |
| #5 | SIMPLIFY NATIONAL MUNI BOND ETF (NMB) - 10.40% | ALPHABET INC CLASS A (GOOGL) - 2.68% |
| #6 | SIMPLIFY NEXT INTANGIBLE CORE INDEX ETF (NXTI) - 7.48% | ABBVIE INC (ABBV) - 2.60% |
| #7 | SIMPLIFY TARGET 15 DISTRIBUTION ETF (XV) - 4.11% | JOHNSON & JOHNSON (JNJ) - 2.51% |
| #8 | SIMPLIFY PIPER SANDLER USSM-CPPLUSINCETF (LITL) - 0.79% | CISCO SYSTEMS INC (CSCO) - 2.35% |
| #9 | CASH (n/a) - 0.54% | PROCTER & GAMBLE CO (PG) - 2.35% |
| #10 | SPXW US 07/02/26 P6725 INDEX (n/a) - 0.06% | ALPHABET INC CLASS C (GOOG) - 2.14% |
| #11 | SPXW US 06/30/26 P6675 INDEX (n/a) - 0.05% | PHILIP MORRIS INTERNATIONAL INC (PM) - 2.05% |
| #12 | SPXW US 06/26/26 P6700 INDEX (n/a) - 0.04% | KLA CORP (KLAC) - 1.93% |
| #13 | SPXW US 06/29/26 P6650 INDEX (n/a) - 0.04% | QUALCOMM INC (QCOM) - 1.91% |
| #14 | SPXW US 07/01/26 P6625 INDEX (n/a) - 0.04% | JPMORGAN CHASE & CO (JPM) - 1.86% |
| #15 | SPXW US 06/25/26 P6675 INDEX (n/a) - 0.03% | MERCK & CO INC (MRK) - 1.39% |
| #16 | VIX US 07/22/26 C70 INDEX (n/a) - 0.03% | TJX COMPANIES INC (TJX) - 1.26% |
| #17 | SPXW US 06/24/26 P6575 INDEX (n/a) - 0.02% | GILEAD SCIENCES INC (GILD) - 1.12% |
| #18 | SPXW US 07/06/26 P5800 INDEX (n/a) - 0.02% | CONOCOPHILLIPS (COP) - 1.07% |
| #19 | SPXW US 07/08/26 P6000 INDEX (n/a) - 0.02% | ALTRIA GROUP INC (MO) - 0.88% |
| #20 | SPXW US 07/07/26 P6200 INDEX (n/a) - 0.02% | NEWMONT CORP (NEM) - 0.87% |
| #21 | SPXW US 07/09/26 P5800 INDEX (n/a) - 0.02% | BRISTOL-MYERS SQUIBB CO (BMY) - 0.84% |
| #22 | VIX US 06/17/26 C70 INDEX (n/a) - 0.02% | GE VERNOVA INC (GEV) - 0.83% |
| #23 | SPXW US 06/23/26 P6525 INDEX (n/a) - 0.02% | LOCKHEED MARTIN CORP (LMT) - 0.80% |
| #24 | SPXW US 06/22/26 P6400 INDEX (n/a) - 0.01% | CASH (n/a) - 0.77% |
| #25 | SPXW US 06/17/26 P6400 INDEX (n/a) - 0.01% | ELI LILLY AND CO (LLY) - 0.76% |
| Total Holdings | 32 | 135 |
SVOL vs QDEF - Historical Returns
Returns include dividend reinvestment.
1M
Winner
SVOL
+1.63%
QDEF
+1.39%
3M
SVOL
+5.79%
Winner
QDEF
+7.69%
6M
SVOL
+0.97%
Winner
QDEF
+8.09%
1Y
SVOL
+10.34%
Winner
QDEF
+21.53%
5Y(CAGR)
SVOL
+6.21%
Winner
QDEF
+12.41%
10Y(CAGR)
SVOL
N/A
QDEF
+12.36%
Max(CAGR)
SVOL
+7.52%
Winner
QDEF
+12.69%
SVOL vs QDEF - Annual Returns (2012 - 2026)
Returns include dividend reinvestment.
| Year | SVOL | QDEF |
|---|---|---|
| 2026 | -0.83% | +7.87% |
| 2025 | +2.74% | +17.60% |
| 2024 | +6.52% | +21.27% |
| 2023 | +22.95% | +17.68% |
| 2022 | -5.04% | -10.90% |
| 2021 | +12.25% | +27.71% |
| 2020 | N/A | +3.01% |
| 2019 | N/A | +25.36% |
| 2018 | N/A | -4.43% |
| 2017 | N/A | +16.51% |
| 2016 | N/A | +16.55% |
| 2015 | N/A | +0.02% |
| 2014 | N/A | +15.03% |
| 2013 | N/A | +33.47% |
| 2012 | N/A | -2.51% |
SVOL vs QDEF 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 QDEF was -35.71%, occurring on Mar 23, 2020. Recovery took 215 trading sessions.
The current SVOL drawdown is -3.44%. The current QDEF drawdown is -1.05%.
| Rank | SVOL | QDEF |
|---|---|---|
| #1 | -33.48% Feb 19, 2025 - Apr 8, 2025 | -35.71% Feb 12, 2020 - Dec 17, 2020 |
| #2 | -15.56% Jan 12, 2022 - May 8, 2023 | -21.38% Dec 29, 2021 - Jul 19, 2023 |
| #3 | -10.91% Jul 12, 2024 - Aug 15, 2024 | -16.85% Sep 21, 2018 - Mar 21, 2019 |
| #4 | -8.52% Nov 4, 2021 - Jan 4, 2022 | -14.44% Dec 2, 2024 - Jun 12, 2025 |
| #5 | -6.89% Dec 4, 2024 - Jan 23, 2025 | -12.04% May 21, 2015 - Mar 31, 2016 |
| #6 | -5.11% Jul 2, 2021 - Aug 10, 2021 | -9.87% Jan 26, 2018 - Aug 3, 2018 |
| #7 | -4.99% Sep 2, 2021 - Oct 14, 2021 | -8.96% Jul 28, 2023 - Dec 8, 2023 |
| #8 | -4.66% Aug 27, 2024 - Nov 13, 2024 | -6.95% Feb 9, 2026 - Apr 17, 2026 |
| #9 | -4.61% Sep 14, 2023 - Nov 6, 2023 | -6.44% Apr 30, 2019 - Jun 20, 2019 |
| #10 | -3.79% Mar 27, 2024 - May 3, 2024 | -6.10% Sep 3, 2014 - Oct 28, 2014 |
| #11 | -2.85% Jun 11, 2021 - Jun 24, 2021 | -5.92% Dec 31, 2013 - Feb 28, 2014 |
| #12 | -2.14% Jan 4, 2022 - Jan 12, 2022 | -5.83% Jul 29, 2019 - Oct 25, 2019 |
| #13 | -2.10% May 14, 2021 - May 26, 2021 | -5.60% Sep 3, 2021 - Nov 2, 2021 |
| #14 | -1.84% Aug 12, 2021 - Aug 27, 2021 | -5.59% Aug 15, 2016 - Nov 21, 2016 |
| #15 | -1.71% Oct 25, 2021 - Nov 2, 2021 | -5.26% Mar 28, 2024 - May 15, 2024 |
Correlation
Correlation between SVOL and QDEF is 0.84 which considered as a strong positive correlation - the stocks tend to move together.
0.84
-101
Dividend Comparison (2012 - 2026)
SVOL vs QDEF dividend yield comparison.
| Year | SVOL | QDEF |
|---|---|---|
| 2026 | 9.03% | 0.23% |
| 2025 | 19.82% | 1.74% |
| 2024 | 16.79% | 1.85% |
| 2023 | 16.36% | 2.21% |
| 2022 | 18.32% | 2.42% |
| 2021 | 4.65% | 1.84% |
| 2020 | 0.00% | 2.50% |
| 2019 | 0.00% | 3.17% |
| 2018 | 0.00% | 7.10% |
| 2017 | 0.00% | 2.70% |
| 2016 | 0.00% | 2.90% |
| 2015 | 0.00% | 3.00% |
| 2014 | 0.00% | 2.52% |
| 2013 | 0.00% | 2.12% |
| 2012 | 0.00% | 0.49% |
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