Summary
SVOL
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 14.24% Volatility 38.30% Sharpe -0.08
Official loaded data — not a live quote.

SIMPLIFY VOLATILITY PREMIUM ETF

Symbol: SVOL

Exchange: NYSE

Sector: Technology

Category: Derivative Income

Inception date: 12/05/2021

Latest date: 20/07/2026

Current price: $16.06

Expense ratio: 0.66%

Assets under management
$542.5M
-0.56% daily change

Period performance

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

Adjusted return
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Performance metrics

Period total return

0.64%

Ann. -57.57% (Sharpe / Sortino numerator)

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

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

6.26%

Ann. -30.96% (Sharpe / Sortino numerator)

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

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

3.68%

Ann. -12.87% (Sharpe / Sortino numerator)

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

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

14.24%

Ann. 0.66% (Sharpe / Sortino numerator)

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

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

3.12%

Ann. -1.47% (Sharpe / Sortino numerator)

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

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

18.95%

Ann. 5.77% (Sharpe / Sortino numerator)

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

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.

Methodology: adjusted prices + daily simple return
Average daily return

0.059%

Best day

3.923%

22/08/2025
Worst day

-4.922%

10/10/2025
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $16.15 $16.19 $16.03 $16.06 208,100
17/07/2026 $16.01 $16.14 $15.93 $16.07 247,900
16/07/2026 $16.26 $16.30 $16.15 $16.15 165,300
15/07/2026 $16.21 $16.33 $16.19 $16.31 184,300
14/07/2026 $16.24 $16.27 $16.18 $16.21 149,100
13/07/2026 $16.18 $16.21 $16.12 $16.14 229,100
10/07/2026 $16.14 $16.25 $16.09 $16.21 165,400
09/07/2026 $16.01 $16.15 $16.00 $16.13 179,300
08/07/2026 $16.00 $16.11 $15.91 $16.02 176,400
07/07/2026 $16.15 $16.19 $16.07 $16.10 175,500