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CUSIP
82889N764
Issuer
Simplify
Inception Date
Nov 1, 2021
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Domicile
United States
Distribution Policy
Distributing
Asset Class
Alternatives
Asset Class Size
Large-Cap
Asset Class Style
Blend
Assets Under Management
$317M

Share Price Chart


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Performance

HEQT Performance Chart

Simplify Hedged Equity ETF (HEQT) is up 4.8% since the beginning of the year. HEQT is currently trading at $33 per share.


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S&P 500 Index

Returns By Period

Simplify Hedged Equity ETF (HEQT) has returned 4.76% so far this year and 14.00% over the past 12 months.


Simplify Hedged Equity ETF

1D
-0.21%
1M
0.57%
YTD
4.76%
6M
4.67%
1Y
14.00%
3Y*
13.21%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HEQT Monthly Returns History

Based on dividend-adjusted daily data since Nov 2, 2021, HEQT's average daily return is +0.04%, while the average monthly return is +0.74%. At this rate, an investment would double in approximately 7.8 years.

Historically, 64% of months were positive and 36% were negative. The best month was Nov 2023 with a return of +6.3%, while the worst month was Apr 2022 at -4.6%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 3 months.

On a daily basis, HEQT closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +3.6%, while the worst single day was Apr 4, 2025 at -2.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.25%0.12%-2.74%4.51%1.67%-0.00%4.76%
20252.07%-0.56%-4.23%0.19%2.97%2.27%1.30%1.08%1.84%1.71%0.46%0.74%10.08%
20240.91%2.65%1.63%-1.66%3.90%2.60%0.83%1.97%1.79%-0.03%3.93%-1.42%18.30%
20233.74%-0.57%1.85%1.90%0.91%2.44%1.61%-0.08%-2.95%-1.84%6.27%2.50%16.61%
2022-3.68%-1.90%1.51%-4.59%-0.13%-1.23%3.92%-1.19%-3.51%2.62%2.24%-2.22%-8.25%
2021-0.59%2.71%2.11%

Benchmark Metrics

Simplify Hedged Equity ETF has an annualized alpha of 3.74%, beta of 0.45, and R2 of 0.84 versus S&P 500 Index. Calculated based on daily prices since November 02, 2021.

  • This ETF participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (50.97%) than losses (47.08%) - typical of diversified or defensive assets.
  • This ETF generated an annualized alpha of 3.74% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
  • Beta of 0.45 indicates this ETF moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha
3.74%
Beta
0.45
0.84
Upside Capture
50.97%
Downside Capture
47.08%

Expense Ratio

HEQT has an expense ratio of 0.43%, placing it in the medium range.


Return for Risk

Risk / Return Rank

HEQT ranks 68 for risk / return — better than 68% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


HEQT Risk / Return Rank: 6868
Overall Rank
HEQT Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
HEQT Sortino Ratio Rank: 6969
Sortino Ratio Rank
HEQT Omega Ratio Rank: 7777
Omega Ratio Rank
HEQT Calmar Ratio Rank: 5757
Calmar Ratio Rank
HEQT Martin Ratio Rank: 7070
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Simplify Hedged Equity ETF (HEQT) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


HEQTBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

+0.10

Sortino ratioReturn per unit of downside risk

+0.25

Omega ratioGain probability vs. loss probability

1.43

1.37

+0.07

Calmar ratioReturn relative to maximum drawdown

2.76

2.78

-0.02

Martin ratioReturn relative to average drawdown

12.50

12.44

+0.06

Dividends

Dividend History

Simplify Hedged Equity ETF provided a 1.20% dividend yield over the last twelve months, with an annual payout of $0.40 per share.


0.00%1.00%2.00%3.00%4.00%$0.00$0.20$0.40$0.60$0.80$1.0020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021
Dividend$0.40$0.38$0.38$1.04$0.89$0.07

Dividend yield

1.20%1.19%1.29%4.10%3.94%0.27%

Monthly Dividends

The table displays the monthly dividend distributions for Simplify Hedged Equity ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.00$0.00$0.10$0.00$0.00$0.00$0.10
2025$0.00$0.00$0.08$0.00$0.00$0.10$0.00$0.00$0.10$0.00$0.00$0.10$0.38
2024$0.00$0.00$0.10$0.00$0.00$0.10$0.00$0.00$0.08$0.00$0.00$0.10$0.38
2023$0.00$0.00$0.08$0.00$0.00$0.08$0.00$0.00$0.08$0.00$0.00$0.80$1.04
2022$0.00$0.00$0.00$0.00$0.00$0.08$0.00$0.00$0.00$0.00$0.00$0.81$0.89
2021$0.07$0.07

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Simplify Hedged Equity ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Simplify Hedged Equity ETF was 11.51%, occurring on Jun 16, 2022. Recovery took 243 trading sessions.

The current Simplify Hedged Equity ETF drawdown is 0.42%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-11.51%Jun 2022
5mo 12d11mo 25d
1y 5moJan 2022 - Jun 2023
2025 selloff2025
-10.57%Apr 2025
1mo 17d3mo 15d
5mo 2dFeb 2025 - Jul 2025
2023 pullback2023
-5.87%Oct 2023
1mo 27d24d
2mo 21dAug 2023 - Nov 2023
2026 pullback2026
-5.09%Mar 2026
1mo 2d17d
1mo 19dFeb 2026 - Apr 2026
2024 pullback2024
-5.04%Aug 2024
21d12d
1mo 3dJul 2024 - Aug 2024

Drawdown Indicators


HEQTBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-11.51%

-56.78%

+45.27%

Max Drawdown (1Y)

Largest decline over 1 year

-5.09%

-9.10%

+4.01%

Max Drawdown (3Y)

Largest decline over 3 years

-10.57%

-18.90%

+8.33%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-0.42%

-1.80%

+1.38%

Average Drawdown

Average peak-to-trough decline

-2.77%

-10.71%

+7.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.12%

2.03%

-0.91%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with HEQT

Add Simplify Hedged Equity ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Analyzer with HEQT