Summary
YGLD
Prices · period metrics · 12M
NAV as of 03/09/2026
02/04/2025 → 02/04/2026
Return 17.86% Volatility 44.50% Sharpe 1.28
Official loaded data — not a live quote.

SIMPLIFY GOLD STRATEGY ETF

Symbol: YGLD

Exchange: NYSE

Sector: N/A

Category: Commodities Focused

Inception date: 02/12/2024

Latest date: 03/09/2026

Current price: $36.07

Expense ratio: 0.53%

Assets under management
$34.4M
-1.28% daily change

Period performance

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

Adjusted return
--
--

Performance metrics

Period total return

16.22%

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

0.74%

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

-23.63%

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

17.86%

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

76.69%

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: 03/09/2025 - 03/09/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.107%

Best day

8.348%

03/02/2026
Worst day

-15.391%

30/01/2026
Days with data

252

Recent price history (last 90 days)

Date Open High Low Close Volume
03/09/2026 $36.54 $37.26 $35.79 $36.07 20,700
02/09/2026 $34.12 $34.84 $34.12 $34.75 11,300
01/09/2026 $34.58 $34.58 $33.75 $33.75 35,300
31/08/2026 $35.93 $35.94 $35.37 $35.94 22,400
28/08/2026 $38.94 $39.01 $35.71 $36.04 36,800
27/08/2026 $38.76 $39.10 $38.03 $39.10 15,900
26/08/2026 $38.89 $39.45 $38.39 $38.60 18,000
25/08/2026 $39.70 $40.47 $39.37 $40.45 15,800
24/08/2026 $40.55 $40.97 $39.92 $40.22 21,200
21/08/2026 $39.19 $39.80 $38.96 $39.64 24,300