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Simplify US Equity PLUS Upside Convexity ETF (SPUC...
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US82889N3017

CUSIP

82889N301

Issuer

Simplify Asset Management Inc.

Inception Date

Sep 3, 2020

Region

North America (U.S.)

Leveraged

1x

Index Tracked

No Index (Active)

Asset Class

Equity

Asset Class Size

Large-Cap

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
SPUC vs. SPD SPUC vs. SVOL SPUC vs. SPY SPUC vs. GDE SPUC vs. FOCPX SPUC vs. FCNTX SPUC vs. spmo SPUC vs. FTHI SPUC vs. ^GSPC SPUC vs. BDGS
Popular comparisons:
SPUC vs. SPD SPUC vs. SVOL SPUC vs. SPY SPUC vs. GDE SPUC vs. FOCPX SPUC vs. FCNTX SPUC vs. spmo SPUC vs. FTHI SPUC vs. ^GSPC SPUC vs. BDGS

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Simplify US Equity PLUS Upside Convexity ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
12.21%
11.03%
SPUC (Simplify US Equity PLUS Upside Convexity ETF)
Benchmark (^GSPC)

Returns By Period

Simplify US Equity PLUS Upside Convexity ETF had a return of 31.59% year-to-date (YTD) and 41.61% in the last 12 months.


SPUC

YTD

31.59%

1M

0.17%

6M

12.22%

1Y

41.61%

5Y (annualized)

N/A

10Y (annualized)

N/A

^GSPC (Benchmark)

YTD

23.56%

1M

0.49%

6M

11.03%

1Y

30.56%

5Y (annualized)

13.70%

10Y (annualized)

11.10%

Monthly Returns

The table below presents the monthly returns of SPUC, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20242.27%9.72%6.08%-8.70%5.59%7.10%0.46%2.33%1.94%-1.64%31.59%
20236.51%-3.00%3.68%1.33%0.17%8.34%4.00%-3.14%-5.49%-2.36%9.74%6.10%27.50%
2022-8.00%-3.94%4.59%-10.32%0.10%-8.81%10.98%-5.36%-9.52%7.24%4.94%-7.03%-24.77%
2021-0.39%2.38%3.62%7.04%-0.32%2.33%3.75%4.07%-6.24%8.97%-0.28%5.45%33.84%
2020-1.90%-3.73%11.53%3.98%9.53%

Expense Ratio

SPUC features an expense ratio of 0.29%, falling within the medium range.


Expense ratio chart for SPUC: current value at 0.29% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.29%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of SPUC is 66, suggesting that the investment has average results relative to other ETFs in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of SPUC is 6666
Combined Rank
The Sharpe Ratio Rank of SPUC is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of SPUC is 6565
Sortino Ratio Rank
The Omega Ratio Rank of SPUC is 6464
Omega Ratio Rank
The Calmar Ratio Rank of SPUC is 7373
Calmar Ratio Rank
The Martin Ratio Rank of SPUC is 5858
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Simplify US Equity PLUS Upside Convexity ETF (SPUC) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for SPUC, currently valued at 2.09, compared to the broader market0.002.004.002.092.51
The chart of Sortino ratio for SPUC, currently valued at 2.79, compared to the broader market-2.000.002.004.006.008.0010.002.793.36
The chart of Omega ratio for SPUC, currently valued at 1.36, compared to the broader market0.501.001.502.002.503.001.361.47
The chart of Calmar ratio for SPUC, currently valued at 2.88, compared to the broader market0.005.0010.0015.002.883.62
The chart of Martin ratio for SPUC, currently valued at 8.77, compared to the broader market0.0020.0040.0060.0080.00100.008.7716.12
SPUC
^GSPC

The current Simplify US Equity PLUS Upside Convexity ETF Sharpe ratio is 2.09. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Simplify US Equity PLUS Upside Convexity ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.09
2.51
SPUC (Simplify US Equity PLUS Upside Convexity ETF)
Benchmark (^GSPC)

Dividends

Dividend History

Simplify US Equity PLUS Upside Convexity ETF provided a 1.00% dividend yield over the last twelve months, with an annual payout of $0.43 per share.


0.80%1.00%1.20%1.40%1.60%1.80%2.00%$0.00$0.20$0.40$0.60$0.802020202120222023
Dividends
Dividend Yield
PeriodTTM2023202220212020
Dividend$0.43$0.44$0.40$0.74$0.20

Dividend yield

1.00%1.33%1.53%2.10%0.75%

Monthly Dividends

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.00$0.10$0.00$0.00$0.10$0.00$0.00$0.08$0.00$0.00$0.28
2023$0.00$0.00$0.00$0.00$0.00$0.19$0.00$0.00$0.10$0.00$0.00$0.15$0.44
2022$0.00$0.00$0.10$0.00$0.00$0.15$0.00$0.00$0.00$0.00$0.00$0.15$0.40
2021$0.00$0.00$0.00$0.00$0.00$0.15$0.00$0.00$0.08$0.00$0.00$0.52$0.74
2020$0.20$0.20

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.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-4.09%
-1.80%
SPUC (Simplify US Equity PLUS Upside Convexity ETF)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Simplify US Equity PLUS Upside Convexity 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 US Equity PLUS Upside Convexity ETF was 29.20%, occurring on Oct 12, 2022. Recovery took 328 trading sessions.

The current Simplify US Equity PLUS Upside Convexity ETF drawdown is 4.09%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-29.2%Dec 28, 2021200Oct 12, 2022328Feb 2, 2024528
-14.55%Jul 17, 202416Aug 7, 202465Nov 7, 202481
-9.89%Apr 1, 202415Apr 19, 202436Jun 11, 202451
-8.67%Oct 13, 202014Oct 30, 20206Nov 9, 202020
-6.91%Sep 7, 202120Oct 4, 202115Oct 25, 202135

Volatility

Volatility Chart

The current Simplify US Equity PLUS Upside Convexity ETF volatility is 6.41%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%JuneJulyAugustSeptemberOctoberNovember
6.41%
4.06%
SPUC (Simplify US Equity PLUS Upside Convexity ETF)
Benchmark (^GSPC)