- Issuer
- Simplify
- Inception Date
- May 12, 2021
- Region
- North America (U.S.)
- Category
- Volatility
- Leveraged
- 1x (No leverage)
- Index Tracked
- No Index (Active)
- Domicile
- United States
- Distribution Policy
- Distributing
- Asset Class
- Volatility
- Assets Under Management
- $563M
Share Price Chart
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Performance
SVOL Performance Chart
Simplify Volatility Premium ETF (SVOL) is down 1.3% since the beginning of the year. SVOL is currently trading at $16 per share. Investors who bought $1,000 worth of SVOL shares 5 years ago would now be looking at an investment worth $1,370.
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Returns By Period
Simplify Volatility Premium ETF (SVOL) has returned -1.34% so far this year and 11.78% over the past 12 months.
Simplify Volatility Premium ETF
- 1D
- -1.98%
- 1M
- 2.02%
- YTD
- -1.34%
- 6M
- 0.46%
- 1Y
- 11.78%
- 3Y*
- 5.84%
- 5Y*
- 6.50%
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -2.64%
- 1M
- 0.25%
- YTD
- 7.86%
- 6M
- 7.47%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SVOL Monthly Returns History
Based on dividend-adjusted daily data since May 13, 2021, SVOL's average daily return is +0.04%, while the average monthly return is +0.67%. At this rate, an investment would double in approximately 8.7 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% | 5.62% | 2.53% | -1.06% | -1.34% | ||||||
| 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 -14.07%, beta of 1.24, and R2 of 0.52 versus S&P 500 Index. Calculated based on daily prices since May 14, 2021.
- This ETF participated in 89.24% of S&P 500 Index downside but only 53.04% of its upside - more exposed to losses than it benefited from rallies.
- This ETF had an annualized alpha of -14.07% versus S&P 500 Index - delivering less than market exposure alone would predict.
- Alpha
- -14.07%
- Beta
- 1.24
- R²
- 0.52
- Upside Capture
- 53.04%
- Downside Capture
- 89.24%
Expense Ratio
SVOL has an expense ratio of 0.50%, placing it in the medium range.
Return for Risk
Risk / Return Rank
SVOL ranks 20 for risk / return — below 20% of ETFs on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Simplify Volatility Premium ETF (SVOL) and compare them to S&P 500 Index.
| SVOL | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.13 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 0.91 | — | — |
| Martin ratioReturn relative to average drawdown | 2.15 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Dividends
Dividend History
Simplify Volatility Premium ETF provided a 22.31% dividend yield over the last twelve months, with an annual payout of $3.54 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
| Dividend | $3.54 | $3.48 | $3.49 | $3.73 | $4.01 | $1.25 |
Dividend yield | 22.31% | 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 | $0.28 | $0.28 | $0.00 | $1.44 | ||||||
| 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 3.89%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2025 selloff2025 | -33.50%Apr 2025 | 1mo 17d | — | 1y 3moFeb 2025 - now |
Bear market2022 | -15.62%May 2022 | 3mo 26d | 12mo 4d | 1y 3moJan 2022 - May 2023 |
2024 correction2024 | -10.90%Aug 2024 | 21d | 10d | 1mo 1dJul 2024 - Aug 2024 |
2021 pullback2021 | -8.52%Dec 2021 | 28d | 1mo 2d | 2moNov 2021 - Jan 2022 |
2024 pullback2024 | -6.89%Dec 2024 | 14d | 1mo 5d | 1mo 19dDec 2024 - Jan 2025 |
Drawdown Indicators
| SVOL | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -33.50% | -9.10% | -24.40% |
Max Drawdown (1Y)Largest decline over 1 year | -13.01% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -33.50% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -33.50% | — | — |
Current DrawdownCurrent decline from peak | -3.89% | -2.97% | -0.92% |
Average DrawdownAverage peak-to-trough decline | -4.77% | -1.13% | -3.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.49% | — | — |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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