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SVOLSimplify Volatility Premium ETF

Get incomeTake a bet5y track recordRanked #42 of 995 in this goal

Seeks investment results that correspond to approximately -0.2x to -0.3x the performance of a short-term volatility futures index while mitigating extreme volatility.

By Simplify Asset Management · Launched 2021

Annual Cost

0.66%

#3,635 of 6,040 · average

Fund Size

$531M

#1,612 of 6,040 · large

Return (1Y)

+14.3%

Track Record

5 years

#2,334 of 6,040 · seasoned

Performance

Total-return NAV · USD
Growth of $10,000
$11,298+13.0%

Total-return NAV, USD. Net of fund fees, before tax.

What's inside

How Beacon categorizes this fund

Asset class

Alternative

Region

Global

Strategy

Option income

Holdings

By weight

Concentration

Top 10 holdings = 165.4% of fundconcentrated

United States Treasury Bills
82.5%
United States Treasury Bills
28.5%
Simplify Exchange Traded Funds
12.5%
Simplify Exchange Traded Funds
7.9%
Simplify Exchange Traded Funds
7.4%
Simplify Exchange Traded Funds
6.9%
Simplify Exchange Traded Funds
6.5%
United States Treasury Bills
4.5%
United States Treasury Bills
4.3%
Simplify Exchange Traded Funds
4.2%

Asset allocation

Cash
76.5%
Bonds
30.5%
Stocks
18.0%

Risk profile

Last 12 months · Sharpe & Sortino need 3+ years
Volatility (1Y)
15.9%Moderate

Year-on-year price swings

Max drawdown
-33.5%Severe

Worst peak-to-trough loss

Sharpe (3Y)
0.27Below average
Sortino (3Y)
0.41Moderate downside risk

Listing

Exchange
NYSE Arca

Full fund details

Objective
Seeks investment results that correspond to approximately -0.2x to -0.3x the performance of a short-term volatility futures index while mitigating extreme volatility.
Strategy
Actively manages an ETF that seeks daily results corresponding to -0.2x to -0.3x the performance of a short-term volatility futures index. Primarily invests in VIX futures and options, with a strategy to mitigate extreme volatility through an option overlay and cash-like instruments.
Inception date
May 12, 2021
Fund family
Simplify Asset Management

Next steps

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Data updated on 2026-09-18