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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.
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Returns By Period
Simplify Volatility Premium ETF (SVOL) has returned -7.92% so far this year and 3.66% over the past 12 months.
Simplify Volatility Premium ETF
- 1D
- 1.52%
- 1M
- -6.10%
- YTD
- -7.92%
- 6M
- -5.42%
- 1Y
- 3.66%
- 3Y*
- 6.05%
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since May 13, 2021, SVOL's average daily return is +0.03%, while the average monthly return is +0.58%. At this rate, your investment would double in approximately 10.0 years.
Historically, 61% of months were positive and 39% were negative. The best month was May 2025 with a return of +7.9%, while the worst month was Mar 2025 at -10.6%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 3 months.
On a daily basis, SVOL closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +19.1%, while the worst single day was Apr 4, 2025 at -9.3%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.83% | -2.74% | -6.10% | -7.92% | |||||||||
| 2025 | 3.42% | -1.66% | -10.55% | -7.34% | 7.85% | 6.51% | -6.86% | 4.74% | 5.55% | 0.14% | 0.10% | 2.46% | 2.41% |
| 2024 | 0.92% | 1.59% | 0.93% | -0.93% | 3.16% | 0.93% | 0.73% | 1.75% | -0.77% | -3.61% | 5.08% | -2.91% | 6.77% |
| 2023 | 5.03% | -1.08% | -0.16% | 1.28% | 3.25% | 5.35% | 0.87% | 1.55% | -0.38% | -1.09% | 4.74% | 1.72% | 22.88% |
| 2022 | -3.68% | -4.70% | 3.02% | -6.75% | 4.31% | -2.54% | 5.41% | -1.34% | -5.44% | 3.09% | 4.72% | 1.60% | -3.30% |
| 2021 | 4.57% | 2.84% | -1.28% | 3.48% | -3.13% | 5.71% | -4.38% | 4.33% | 12.25% |
Benchmark Metrics
Simplify Volatility Premium ETF has an annualized alpha of -1.86%, beta of 0.95, and R² of 0.52 versus S&P 500 Index. Calculated based on daily prices since May 14, 2021.
- This ETF participated in 81.42% of S&P 500 Index downside but only 68.35% of its upside — more exposed to losses than it benefited from rallies.
- With beta of 0.95 and R² of 0.52, this ETF moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- -1.86%
- Beta
- 0.95
- R²
- 0.52
- Upside Capture
- 68.35%
- Downside Capture
- 81.42%
Expense Ratio
SVOL has an expense ratio of 0.50%, placing it in the medium range.
Return for Risk
Risk / Return Rank
SVOL ranks 16 for risk / return — in the bottom 16% of ETFs on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Simplify Volatility Premium ETF (SVOL) and compare them to a chosen benchmark (S&P 500 Index).
| SVOL | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.09 | 0.90 | -0.80 |
Sortino ratioReturn per unit of downside risk | 0.45 | 1.39 | -0.94 |
Omega ratioGain probability vs. loss probability | 1.06 | 1.21 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | 0.17 | 1.40 | -1.23 |
Martin ratioReturn relative to average drawdown | 0.57 | 6.61 | -6.03 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore SVOL risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
Simplify Volatility Premium ETF provided a 23.14% dividend yield over the last twelve months, with an annual payout of $3.55 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
| Dividend | $3.55 | $3.48 | $3.49 | $3.73 | $4.01 | $1.25 |
Dividend yield | 23.14% | 19.82% | 16.79% | 16.36% | 18.32% | 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 | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.30 | $0.30 | $0.28 | $0.88 | |||||||||
| 2025 | $0.27 | $0.27 | $0.27 | $0.27 | $0.30 | $0.30 | $0.30 | $0.30 | $0.30 | $0.30 | $0.30 | $0.30 | $3.48 |
| 2024 | $0.30 | $0.30 | $0.30 | $0.30 | $0.30 | $0.30 | $0.30 | $0.30 | $0.28 | $0.28 | $0.27 | $0.26 | $3.49 |
| 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 | $3.73 |
| 2022 | $0.39 | $0.34 | $0.37 | $0.33 | $0.32 | $0.32 | $0.32 | $0.32 | $0.32 | $0.32 | $0.32 | $0.35 | $4.01 |
| 2021 | $0.26 | $0.35 | $0.29 | $0.36 | $1.25 |
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 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 33.50%, occurring on Apr 8, 2025. The portfolio has not yet recovered.
The current Simplify Volatility Premium ETF drawdown is 10.30%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.5% | Feb 20, 2025 | 34 | Apr 8, 2025 | — | — | — |
| -15.62% | Jan 13, 2022 | 80 | May 9, 2022 | 250 | May 8, 2023 | 330 |
| -10.9% | Jul 15, 2024 | 16 | Aug 5, 2024 | 8 | Aug 15, 2024 | 24 |
| -8.52% | Nov 5, 2021 | 20 | Dec 3, 2021 | 21 | Jan 4, 2022 | 41 |
| -6.89% | Dec 5, 2024 | 11 | Dec 19, 2024 | 21 | Jan 23, 2025 | 32 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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