SIMPLIFY VOLATILITY PREMIUM ETF

Symbol: SVOL

Exchange: NYSE ARCA

Sector: Technology

Category: Derivative Income

Inception Date: 12/05/2021

Latest Date: 02/04/2026

Current Price: $15.48

Expense Ratio: 0.66%

Assets Under Management
$607.4M
0.85% 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

-7.53%

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

-8.71%

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

-6.60%

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

0.66%

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

-2.90%

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

18.25%

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: 02/04/2025 - 02/04/2026.

Methodology: adjusted prices + daily simple return
Average Daily Return

0.032%

Best Day

19.113%

09/04/2025
Worst Day

-9.297%

04/04/2025
Days with Data

251

Recent Price History (Last 90 Days)

Date Open High Low Close Volume
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
27/03/2026 $15.24 $15.30 $15.11 $15.19 1,021,400
26/03/2026 $15.69 $15.69 $15.29 $15.30 478,000
25/03/2026 $15.86 $15.97 $15.78 $15.91 502,400
24/03/2026 $15.75 $15.89 $15.66 $15.81 422,800
23/03/2026 $15.97 $16.04 $15.80 $15.80 408,500
20/03/2026 $15.96 $16.01 $15.78 $15.80 460,800