Summary
YGLD
Prices · period metrics · 12M
NAV as of 21/07/2026
02/04/2025 → 02/04/2026
Return 9.23% Volatility 44.50% Sharpe 1.28
Official loaded data — not a live quote.

Simplify Gold Strategy PLUS Income ETF

Symbol: YGLD

Exchange: NYSE

Sector: N/A

Category: Commodities Focused

Inception date: 02/12/2024

Latest date: 21/07/2026

Current price: $32.05

Expense ratio: 0.53%

Assets under management
$37.1M
0.70% 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

-4.26%

Ann. -95.67% (Sharpe / Sortino numerator)

Volatility

54.63%

Sharpe ratio

-1.818

VaR 95%

-7.18%

CVaR 95%: -7.64%
Max drawdown: -26.80%
Sortino ratio: -2.575
Calmar ratio: -3.57

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

-18.41%

Ann. -8.30% (Sharpe / Sortino numerator)

Volatility

63.85%

Sharpe ratio

-0.187

VaR 95%

-6.27%

CVaR 95%: -9.58%
Max drawdown: -34.90%
Sortino ratio: -0.218
Calmar ratio: -0.24

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

-30.34%

Ann. 24.74% (Sharpe / Sortino numerator)

Volatility

53.08%

Sharpe ratio

0.398

VaR 95%

-5.52%

CVaR 95%: -8.80%
Max drawdown: -34.90%
Sortino ratio: 0.434
Calmar ratio: 0.71

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

9.23%

Ann. 60.59% (Sharpe / Sortino numerator)

Volatility

44.50%

Sharpe ratio

1.280

VaR 95%

-4.34%

CVaR 95%: -7.00%
Max drawdown: -34.90%
Sortino ratio: 1.528
Calmar ratio: 1.74

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

56.97%

Ann. 29.42% (Sharpe / Sortino numerator)

Volatility

39.92%

Sharpe ratio

0.646

VaR 95%

-4.13%

CVaR 95%: -6.18%
Max drawdown: -42.48%
Sortino ratio: 0.788
Calmar ratio: 0.69

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 - 21/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.072%

Best day

8.348%

03/02/2026
Worst day

-15.391%

30/01/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
21/07/2026 $31.82 $32.10 $31.76 $32.05 8,800
20/07/2026 $31.20 $31.25 $31.01 $31.13 8,200
17/07/2026 $30.55 $31.44 $30.55 $31.28 10,300
16/07/2026 $30.80 $31.12 $30.67 $30.84 4,900
15/07/2026 $31.74 $32.05 $31.50 $31.68 3,900
14/07/2026 $31.52 $32.22 $31.52 $31.65 7,900
13/07/2026 $31.73 $31.88 $30.97 $31.09 8,700
10/07/2026 $32.32 $32.56 $32.20 $32.41 5,300
09/07/2026 $32.19 $32.81 $32.19 $32.53 4,200
08/07/2026 $31.97 $32.34 $31.39 $32.12 14,900