Simplify Asset ManagementDerivative IncomeSVOL · NYSE Arca

Simplify Volatility Premium ETF (SVOL)

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Price: $16.77; —11 Sept 2026
Assets: $531.3M; Total net assets
Expense ratio: 0.66%; Category 0.88%
Yield: 12.62%; Trailing distributions

1Y return: 14.6%+5.5%; Category 9.0%
3Y CAGR: 7.8%-5.4%; Category 13.2%
5Y CAGR: 7.9%+0.4%; Category 7.5%

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Simplify Volatility Premium ETF

Calendar-year returns

Fund only: no comparison series covers this fund's history.

Risk statistics

Five years of daily closes. Risk-free rate 4% a year.

Standard deviation: —
Maximum drawdown: —
Sharpe ratio: —
Sortino ratio: —
Beta: —
Alpha: —
R²: —
Information ratio: —
Upside capture: —
Downside capture: —
Tracking error: —

Trailing returns compared with benchmark
Period	1M	3M	6M	YTD	1Y	3YCAGR	5YCAGR	10YCAGR	LaunchCAGR
ETF	+5.1%	+10.8%	+17.4%	+9.9%	+14.6%	+7.8%	+7.9%	—	+9.0%
Derivative Income average	1.2%	3.4%	8.0%	6.9%	9.0%	13.2%	7.5%	—	7.3%
Difference	+3.9%	+7.4%	+9.4%	+3.0%	+5.5%	-5.4%	+0.4%	—	+1.8%

Holdings

The 5 largest positions make up 34.4% of the fund.

Top holdings

Largest holdings by weight
Ticker	Holding	Weight
QIS	Simplify Multi-QIS Alternative ETF	7.78%
CTAP	Simplify US Eq PLUS Mgd Futs Stgy ETF	7.71%
NMB	Simplify National Muni Bond ETF	7.09%
BUCK	Simplify Treasury Option Income ETF	6.15%
NXTI	Simplify Next Intangible Core Index ETF	5.65%

Portfolio valuation

Weighted averages of what the fund holds.

P/E: 24.1
P/B: 5.3
P/S: 3.2
P/CF: 18.4

Sector allocation

Share of the equity the fund holds.

Technology39.7%
Financial services12.0%
Health care10.2%
Industrials8.3%
Consumer discretionary8.2%
Communication services7.6%
Consumer staples5.6%
Energy3.6%
Real estate1.8%
Utilities1.6%
Materials1.4%

Asset mix

Cash76.6%
Bonds30.5%
Stocks18.0%

Credit quality

Share of the bonds by rating.

US government67.8%
AA100.0%

ETF details

Issuer: Simplify Asset Management
Category: Alternatives · Derivative Income
Ticker: SVOL
Exchange: NYSE Arca
Inception: 12 May 2021 (5.3 years)
Structure: Exchange Traded Fund
Expense ratio: 0.66% (category 0.88%)
Holdings turnover: 298% (category 68%)
Distribution yield: 12.62%
Beta, 3 years: 0.81
Total net assets: $531.3M
Average maturity: 9.85 years

Prices and returns as of 11 Sept 2026; total return with distributions reinvested, before brokerage and taxes. Not investment advice.

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