SIMPLIFY US EQUITY PLUS UPSIDE CONVEXITY ETF
Symbol: SPUC
Exchange: NYSE
Sector: Technology
Category: Large Blend
Inception date: 03/09/2020
Latest date: 20/07/2026
Current price: $48.96
Expense ratio: 0.53%
Period performance
Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.
Performance metrics
Period total return
0.05%
Ann. -37.20% (Sharpe / Sortino numerator)
Volatility
19.13%
Sharpe ratio
-2.134
VaR 95%
-1.73%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
5.53%
Ann. -14.55% (Sharpe / Sortino numerator)
Volatility
17.73%
Sharpe ratio
-1.025
VaR 95%
-1.75%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
9.37%
Ann. -9.75% (Sharpe / Sortino numerator)
Volatility
19.17%
Sharpe ratio
-0.698
VaR 95%
-2.13%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
18.45%
Ann. 24.67% (Sharpe / Sortino numerator)
Volatility
26.42%
Sharpe ratio
0.796
VaR 95%
-2.22%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
33.70%
Ann. 12.71% (Sharpe / Sortino numerator)
Volatility
24.41%
Sharpe ratio
0.372
VaR 95%
-2.34%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Period total return
76.55%
Ann. 20.91% (Sharpe / Sortino numerator)
Volatility
21.92%
Sharpe ratio
0.788
VaR 95%
-2.11%
The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.
Daily returns for period 12M
Daily simple returns from the same adjusted closes used by the performance chart: 21/07/2025 - 20/07/2026.
Average daily return
0.073%
Best day
3.007%
Worst day
-3.851%
Days with data
250
Recent price history (last 90 days)
| Date | Open | High | Low | Close | Volume |
|---|---|---|---|---|---|
| 20/07/2026 | $49.33 | $49.34 | $48.96 | $48.96 | 2,000 |
| 17/07/2026 | $49.20 | $49.23 | $49.00 | $49.04 | 2,800 |
| 16/07/2026 | $49.67 | $49.67 | $49.47 | $49.47 | 300 |
| 15/07/2026 | $49.73 | $49.74 | $49.48 | $49.74 | 900 |
| 14/07/2026 | $49.65 | $49.65 | $49.61 | $49.61 | 2,000 |
| 13/07/2026 | $49.69 | $49.72 | $49.36 | $49.38 | 8,300 |
| 10/07/2026 | $49.59 | $49.74 | $49.59 | $49.74 | 2,200 |
| 09/07/2026 | $49.14 | $49.49 | $49.14 | $49.49 | 600 |
| 08/07/2026 | $49.00 | $49.09 | $48.72 | $49.09 | 18,200 |
| 07/07/2026 | $49.27 | $49.27 | $49.27 | $49.27 | 100 |