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Simplify Volatility Premium ETF (SVOL)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

IssuerSimplify Asset Management Inc.
Inception DateMay 12, 2021
RegionNorth America (U.S.)
CategoryVolatility, Actively Managed
Index TrackedNo Index (Active)
Asset ClassVolatility

Expense Ratio

The Simplify Volatility Premium ETF has a high expense ratio of 0.50%, indicating higher-than-average management fees.


0.50%1.00%1.50%2.00%0.50%

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds to compare with SVOL

Simplify Volatility Premium ETF

Popular comparisons: SVOL vs. JEPI, SVOL vs. SPY, SVOL vs. SCHD, SVOL vs. ^VIX, SVOL vs. DIVO, SVOL vs. RYLD, SVOL vs. BNDW, SVOL vs. HYLD, SVOL vs. IVOL, SVOL vs. YYY

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.


0.00%10.00%20.00%30.00%40.00%OctoberNovemberDecember2024FebruaryMarch
38.70%
27.62%
SVOL (Simplify Volatility Premium ETF)
Benchmark (^GSPC)

S&P 500

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.


PeriodReturnBenchmark
Year-To-Date3.67%10.04%
1 month1.51%3.53%
6 months10.12%22.79%
1 year23.72%32.16%
5 years (annualized)N/A13.15%
10 years (annualized)N/A10.96%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.92%1.60%
20231.55%-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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
SVOL
Simplify Volatility Premium ETF
3.52
^GSPC
S&P 500
2.76

Sharpe Ratio

The current Simplify Volatility Premium ETF Sharpe ratio is 3.52. A Sharpe ratio of 3.0 or higher is considered excellent.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00OctoberNovemberDecember2024FebruaryMarch
3.52
2.76
SVOL (Simplify Volatility Premium ETF)
Benchmark (^GSPC)

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.


PeriodTTM202320222021
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.


JanFebMarAprMayJunJulAugSepOctNovDec
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.


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
SVOL (Simplify Volatility Premium ETF)
Benchmark (^GSPC)

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, 202280May 9, 2022252May 10, 2023332
-8.52%Nov 5, 202120Dec 3, 202121Jan 4, 202241
-5.12%Jul 6, 202110Jul 19, 202116Aug 10, 202126
-4.99%Sep 3, 202111Sep 20, 202118Oct 14, 202129
-4.61%Sep 15, 202331Oct 27, 20236Nov 6, 202337

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.


1.00%2.00%3.00%4.00%5.00%OctoberNovemberDecember2024FebruaryMarch
1.19%
2.82%
SVOL (Simplify Volatility Premium ETF)
Benchmark (^GSPC)