Simplify Asset ManagementDerivative IncomeSVOL · NYSE Arca

Simplify Volatility Premium ETF (SVOL)

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Price: $16.06; —30 Oct 2026
Assets: $514.2M; Total net assets
Expense ratio: 0.66%; Category 0.88%
Yield: 6.71%; Trailing distributions

1Y return: 11.5%+4.1%; Category 7.3%
3Y CAGR: 8.7%-6.5%; Category 15.1%
5Y CAGR: 6.8%-2.8%; Category 9.6%

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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	-0.2%	+6.9%	+12.3%	+8.8%	+11.5%	+8.7%	+6.8%	—	+8.6%
Derivative Income average	-2.5%	3.4%	3.2%	6.3%	7.3%	15.1%	9.6%	—	5.5%
Difference	+2.2%	+3.5%	+9.1%	+2.5%	+4.1%	-6.5%	-2.8%	—	+3.1%

Holdings

The 4 largest positions make up 29.7% of the fund.

Top holdings

Largest holdings by weight
Ticker	Holding	Weight
QIS	Simplify Multi-QIS Alternative ETF	9.36%
CTAP	Simplify US Eq PLUS Mgd Futs Stgy ETF	7.99%
NMB	Simplify National Muni Bond ETF	6.98%
XV	Simplify Target 15 Distribution ETF	5.39%

Portfolio valuation

Weighted averages of what the fund holds.

P/E: 23.2
P/B: 5.0
P/S: 3.3
P/CF: 18.2

Sector allocation

Share of the equity the fund holds.

Technology39.9%
Financial services11.5%
Health care9.9%
Communication services9.4%
Consumer discretionary8.6%
Industrials7.7%
Consumer staples4.5%
Energy3.5%
Real estate1.8%
Utilities1.8%
Materials1.6%

Asset mix

Bonds131.3%
Stocks14.8%

Credit quality

Share of the bonds by rating.

US government184.0%
AA100.0%

ETF details

Issuer: Simplify Asset Management
Category: Alternatives · Derivative Income
Ticker: SVOL
Exchange: NYSE Arca
Inception: 12 May 2021 (5.5 years)
Structure: Exchange Traded Fund
Expense ratio: 0.66% (category 0.88%)
Holdings turnover: 31% (category 68%)
Distribution yield: 6.71%
Beta, 3 years: 0.83
Total net assets: $514.2M
Average maturity: 9.83 years

Prices and returns as of 30 Oct 2026; total return with distributions reinvested, before brokerage and taxes. Not investment advice.

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