Simplify Volatility Premium ETF (SVOL)
SVOL is an actively managed ETF by Simplify Asset Management Inc.. SVOL launched on May 12, 2021 and has a 0.50% expense ratio.
ETF Info
Issuer | Simplify Asset Management Inc. |
---|---|
Inception Date | May 12, 2021 |
Region | North America (U.S.) |
Category | Volatility, Actively Managed |
Index Tracked | No Index (Active) |
Asset Class | Volatility |
Expense Ratio
The Simplify Volatility Premium ETF has a high expense ratio of 0.50%, indicating higher-than-average management fees.
Share Price Chart
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Compare to other instruments
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Simplify Volatility Premium ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Returns By Period
Simplify Volatility Premium ETF had a return of 3.67% year-to-date (YTD) and 23.72% in the last 12 months.
Period | Return | Benchmark |
---|---|---|
Year-To-Date | 3.67% | 10.04% |
1 month | 1.51% | 3.53% |
6 months | 10.12% | 22.79% |
1 year | 23.72% | 32.16% |
5 years (annualized) | N/A | 13.15% |
10 years (annualized) | N/A | 10.96% |
Monthly Returns Heatmap
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | 0.92% | 1.60% | ||||||||||
2023 | 1.55% | -0.38% | -1.09% | 4.74% | 1.72% |
Risk-Adjusted Performance
Risk-Adjusted Performance Indicators
This table presents risk-adjusted performance metrics for Simplify Volatility Premium ETF (SVOL) and compares them with a selected benchmark (^GSPC). These performance indicators assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
---|---|---|---|---|---|
Simplify Volatility Premium ETF | 3.52 | ||||
S&P 500 | 2.76 |
Dividends
Dividend History
Simplify Volatility Premium ETF granted a 16.16% dividend yield in the last twelve months. The annual payout for that period amounted to $3.67 per share.
Period | TTM | 2023 | 2022 | 2021 |
---|---|---|---|---|
Dividend | $3.67 | $3.73 | $3.99 | $1.25 |
Dividend yield | 16.16% | 16.36% | 18.21% | 4.65% |
Monthly Dividends
The table displays the monthly dividend distributions for Simplify Volatility Premium ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | $0.30 | $0.30 | ||||||||||
2023 | $0.32 | $0.32 | $0.32 | $0.32 | $0.32 | $0.32 | $0.30 | $0.30 | $0.30 | $0.30 | $0.30 | $0.31 |
2022 | $0.39 | $0.34 | $0.36 | $0.32 | $0.32 | $0.32 | $0.32 | $0.32 | $0.32 | $0.32 | $0.32 | $0.35 |
2021 | $0.26 | $0.35 | $0.29 | $0.36 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the Simplify Volatility Premium 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 Volatility Premium ETF was 15.68%, occurring on May 9, 2022. Recovery took 252 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-15.68% | Jan 13, 2022 | 80 | May 9, 2022 | 252 | May 10, 2023 | 332 |
-8.52% | Nov 5, 2021 | 20 | Dec 3, 2021 | 21 | Jan 4, 2022 | 41 |
-5.12% | Jul 6, 2021 | 10 | Jul 19, 2021 | 16 | Aug 10, 2021 | 26 |
-4.99% | Sep 3, 2021 | 11 | Sep 20, 2021 | 18 | Oct 14, 2021 | 29 |
-4.61% | Sep 15, 2023 | 31 | Oct 27, 2023 | 6 | Nov 6, 2023 | 37 |
Volatility
Volatility Chart
The current Simplify Volatility Premium ETF volatility is 1.19%, 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.