SIMPLIFY VOLATILITY PREMIUM ETF

Symbol: SVOL

Exchange: NYSE ARCA

Sector: Technology

Category: Derivative Income

Inception Date: 12/05/2021

Latest Date: 17/04/2026

Current Price: $15.93

Expense Ratio: 0.66%

Assets Under Management
$577.0M
-0.75% daily change

Period Performance

Adjusted cumulative ETF performance normalized to the first available adjusted price of the selected period.

Adjusted Return
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Performance Metrics

Return

1.66%

Volatility

17.42%

Sharpe Ratio

-3.513

VaR 95%

-2.05%

CVaR 95%: -2.71%
Max Drawdown: -6.73%
Sortino Ratio: -4.645
Calmar Ratio: -8.56
Return

-4.15%

Volatility

18.51%

Sharpe Ratio

-1.869

VaR 95%

-2.11%

CVaR 95%: -2.85%
Max Drawdown: -12.98%
Sortino Ratio: -2.498
Calmar Ratio: -2.39
Return

-2.54%

Volatility

20.03%

Sharpe Ratio

-0.824

VaR 95%

-2.04%

CVaR 95%: -3.20%
Max Drawdown: -12.98%
Sortino Ratio: -1.076
Calmar Ratio: -0.99
Return

23.32%

Volatility

38.30%

Sharpe Ratio

-0.078

VaR 95%

-3.59%

CVaR 95%: -5.87%
Max Drawdown: -18.83%
Sortino Ratio: -0.104
Calmar Ratio: 0.04
Return

2.24%

Volatility

29.88%

Sharpe Ratio

-0.171

VaR 95%

-2.67%

CVaR 95%: -4.71%
Max Drawdown: -33.50%
Sortino Ratio: -0.208
Calmar Ratio: -0.04
Return

19.44%

Volatility

24.70%

Sharpe Ratio

0.087

VaR 95%

-1.94%

CVaR 95%: -3.95%
Max Drawdown: -33.50%
Sortino Ratio: 0.099
Calmar Ratio: 0.17

Daily Returns for Period 12M

Daily simple returns calculated over the official metric window from the same adjusted price series used in the chart: 17/04/2025 - 17/04/2026.

Methodology: adjusted prices + daily simple return
Average Daily Return

0.102%

Best Day

12.132%

12/05/2025
Worst Day

-6.331%

07/07/2025
Days with Data

246

Recent Price History (Last 90 Days)

Date Open High Low Close Volume
17/04/2026 $16.05 $16.09 $15.90 $15.93 348,900
16/04/2026 $15.99 $16.04 $15.91 $15.99 281,300
15/04/2026 $16.08 $16.08 $15.93 $15.99 216,800
14/04/2026 $15.95 $16.05 $15.91 $16.02 670,000
13/04/2026 $15.70 $15.94 $15.70 $15.90 307,900
10/04/2026 $15.86 $15.88 $15.73 $15.75 303,900
02/04/2026 $15.35 $15.49 $15.27 $15.48 361,600
01/04/2026 $15.45 $15.49 $15.36 $15.39 264,300
31/03/2026 $15.30 $15.39 $15.18 $15.34 461,300
30/03/2026 $15.25 $15.30 $15.06 $15.11 436,300