Simplify Volatility Premium ETF
BThis fund tracks market volatility itself rather than stocks or bonds. It is built as a short-term trading instrument, not a buy-and-hold investment.
$15.57−0.49 (−3.05%)
- 0.78%
- $500M
- +11.6%
- 21.42%
- 295K sh
- low $15.06high $18.03
The ETF.net SVOL Grade
B
Score 40 out of 100
- 17 of 24
Score 40 of 100 falls in the C band. A is 70 or higher, B 55 to under 70, C 40 to under 55, D 25 to under 40, F under 25. The letter stays B for now. A new letter must hold for 3 published runs before it replaces it.
Cost
The fund’s net expense ratio, ranked against its category.F24 out of 100Rank 18 of 24Mission
Whether the fund did what it promised, tested against its stated mandate.Risk
How the fund held up when markets fell: downside volatility, drawdowns and tail loss.D31 out of 100Rank 18 of 24Tradability
How easy the fund is to trade: daily volume, and how far its price strays from net asset value.B58 out of 100Rank 9 of 24Holdings
How concentrated the fund is, and how complete and current its disclosed holdings are.C54 out of 100Rank 7 of 16Durability
Whether the fund is likely to stay open, judged by its age, its assets and its issuer’s assets.A89 out of 100Rank 1 of 24
Our read on SVOL
In short
BShort volatility with the dial turned down: SVOL targets roughly a fifth to a third of the daily move in a short-term VIX futures index, and holds options on those futures to soften extreme spikes.
Stated mandate
SVOL seeks daily, before-fee results of approximately -0.2x to -0.3x the performance of a short-term volatility futures index, while attempting to reduce extreme-volatility effects. It primarily uses VIX futures and options on those futures.
Why people hold it
Worth knowing
SVOL Holdings
- Stocks
- 53
- 123%
- B 11/17/26 Govt
Sectors
- Technology39.9%
- Financials11.5%
- Health Care9.9%
- Communication9.4%
- Consumer Discretionary8.6%
- Industrials7.7%
- Consumer Staples4.5%
- Energy3.5%
- Real Estate1.8%
- Utilities1.8%
- Materials1.6%
Geography
- United States99.58%
- Switzerland0.24%
- China0.08%
- Mexico0.04%
- Ireland0.03%
- United Kingdom0.03%
SVOL Performance
Shows how $10,000 changes over the selected period, with cash distributions reinvested at the closing price on each ex-dividend date.
Not enough history yet.
SVOL$11,160
Returns run to the Oct 30, 2026 close, with cash distributions reinvested. Each period starts on the same date that many months or years earlier. Periods over one year show the average yearly return.
| Period | SVOL |
|---|---|
| Year to date | +8.8% |
| 1 month | −0.2% |
| 3 months | +6.9% |
| 1 year | +11.6% |
| 3 years | +8.2% |
| 5 years | +7.1% |
| 10 years |
Calendar-year total return with cash distributions hypothetically reinvested at the ex-dividend date’s closing price. The current year shows year to date.
| Year | Return bar | SVOL |
|---|---|---|
| 2026 YTD | +8.8% | |
| 2025 | +2.3% | |
| 2024 | +6.7% | |
| 2023 | +22.8% | |
| 2022 | −3.2% | |
| 2021 | +12.2% |
SVOL in the news
SVOL Dividends
- 21.42%
- $3.44
- $0.28 per share
- Monthly
SVOL Risk
- 14.2%
How it’s calculated: standard deviation
The sample standard deviation of monthly total returns, multiplied by the square root of 12.
Uses up to 36 complete months, with at least 12 required. Total returns include reinvested distributions.
- 0.31
How it’s calculated: Sharpe ratio
Subtract each month’s Treasury-bill return from the fund’s monthly total return.
Divide the average of those excess returns by their sample standard deviation, then multiply by the square root of 12.
Uses up to 36 complete months, with at least 12 required. Each month uses the Treasury yield quoted at the end of the previous month.
- −33.5%
How it’s calculated: maximum drawdown
The largest percentage decline from an earlier peak, using total returns with reinvested distributions.
Uses up to five years through the last close, with at least 12 months required.
- 0.78
How it’s calculated: beta
The beta figure is supplied by FMP. The comparison index depends on the fund’s broad asset class.
FMP measures it over up to five years of monthly returns.
SVOL Cost
Overpaying vs EDGX, cheapest in Other Index Option Income
$15,002
On $10,000 over 30 years. 7% growth a year before fees, expense ratio only.
SVOL 0.78%
$15,002
EDGX 0.00% Cheapest
$0
Cost over time
Year by year
| Year | SVOL | EDGX | Overpaying |
|---|---|---|---|
| 10 | $1,388 | $0 | $1,388 |
| 20 | $5,268 | $0 | $5,268 |
| 30 | $15,002 | $0 | $15,002 |
Other funds in Other Index Option Income
- CDYLGGlobal X Dow 30 Covered Call & Growth ETFExpense ratio 0.35%1 year return +11.5%
- CSFYISoFi Social 50 Income ETFExpense ratio 0.73%1 year return
- DODTEVegaShares SPX NDX RTY Premium Income ETFExpense ratio 0.76%1 year return
- DPAYHTrueShares S&P Autocallable High Income ETFExpense ratio 0.74%1 year return
- DQVOLInfrastructure Capital Nasdaq Option Income ETFExpense ratio 0.82%1 year return
