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Trending ETFs

Simplify Volatility Premium ETF

Active ETF
SVOL
Payout Change
Pending
Price as of:
$22.48 +0.3 +1.35%
primary theme
U.S. Large-Cap Blend Equity
SVOL (ETF)

Simplify Volatility Premium ETF

Payout Change
Pending
Price as of:
$22.48 +0.3 +1.35%
primary theme
U.S. Large-Cap Blend Equity
SVOL (ETF)

Simplify Volatility Premium ETF

Payout Change
Pending
Price as of:
$22.48 +0.3 +1.35%
primary theme
U.S. Large-Cap Blend Equity

Name

Price

Aum/Mkt Cap

YIELD & DIV

Exp Ratio

Watchlist

$22.48

$110 M

17.08%

$3.84

0.54%

Vitals

YTD Return

-8.5%

1 yr return

-0.6%

3 Yr Avg Return

N/A

5 Yr Avg Return

N/A

Net Assets

$110 M

Holdings in Top 10

N/A

52 WEEK LOW AND HIGH

$22.2
$21.85
$28.40

Expenses

OPERATING FEES

Expense Ratio 0.54%

SALES FEES

Front Load N/A

Deferred Load N/A

TRADING FEES

Turnover N/A

Redemption Fee N/A


Min Investment

Standard (Taxable)

N/A

IRA

N/A


Fund Classification

Fund Type

Exchange Traded Fund

Investment Style

Large Blend


Name

Price

Aum/Mkt Cap

YIELD & DIV

Exp Ratio

Watchlist

$22.48

$110 M

17.08%

$3.84

0.54%

SVOL - Profile

Distributions

  • YTD Total Return -16.7%
  • 3 Yr Annualized Total Return N/A
  • 5 Yr Annualized Total Return N/A
  • Capital Gain Distribution Frequency N/A
  • Net Income Ratio -0.51%
DIVIDENDS
  • Dividend Yield 17.1%
  • Dividend Distribution Frequency Monthly

Fund Details

  • Legal Name
    Simplify Volatility Premium ETF
  • Fund Family Name
    Simplify Asset Management
  • Inception Date
    May 12, 2021
  • Shares Outstanding
    4800001
  • Share Class
    N/A
  • Currency
    USD
  • Domiciled Country
    United States
  • Manager
    Michael Green

Fund Description

In pursuing its investment objective, the fund primarily purchases or sells futures contracts, call options, and put options on VIX futures. The fund will hold cash, cash-like instruments or high-quality short term fixed income securities. Up to twenty percent of the fund’s net assets will be subject to the fund’s option overlay to mitigate against extreme volatility.


SVOL - Performance

Return Ranking - Trailing

Period SVOL Return Category Return Low Category Return High Rank in Category (%)
YTD -8.5% -53.4% 35.0% 18.79%
1 Yr -0.6% -38.2% 59.0% 39.82%
3 Yr N/A* -6.0% 26.9% N/A
5 Yr N/A* -2.5% 18.5% N/A
10 Yr N/A* 2.8% 16.6% N/A

* Annualized

Return Ranking - Calendar

Period SVOL Return Category Return Low Category Return High Rank in Category (%)
2021 N/A -87.2% 537.8% N/A
2020 N/A -94.0% 2181.7% N/A
2019 N/A -22.7% 41.1% N/A
2018 N/A -100.0% 17.3% N/A
2017 N/A -100.0% 36.4% N/A

Total Return Ranking - Trailing

Period SVOL Return Category Return Low Category Return High Rank in Category (%)
YTD -16.7% -97.2% 35.0% 26.63%
1 Yr -0.6% -38.2% 67.6% 41.60%
3 Yr N/A* -7.1% 26.9% N/A
5 Yr N/A* -2.9% 20.3% N/A
10 Yr N/A* 2.8% 16.6% N/A

* Annualized

Total Return Ranking - Calendar

Period SVOL Return Category Return Low Category Return High Rank in Category (%)
2021 N/A -87.2% 537.8% N/A
2020 N/A -94.0% 2181.7% N/A
2019 N/A -21.6% 41.8% N/A
2018 N/A -100.0% 17.3% N/A
2017 N/A -100.0% 35.2% N/A

SVOL - Holdings

Concentration Analysis

SVOL Category Low Category High SVOL % Rank
Net Assets 110 M 177 K 1.21 T 79.27%
Number of Holdings N/A 1 4154 N/A
Net Assets in Top 10 N/A 971 270 B N/A
Weighting of Top 10 N/A 1.8% 100.0% N/A

Top 10 Holdings

Asset Allocation

Weighting Return Low Return High SVOL % Rank
Stocks
0.00% 0.00% 130.24% N/A
Preferred Stocks
0.00% 0.00% 3.21% N/A
Other
0.00% -13.91% 134.98% N/A
Convertible Bonds
0.00% 0.00% 6.59% N/A
Cash
0.00% -102.29% 100.00% N/A
Bonds
0.00% -0.04% 95.81% N/A

SVOL - Expenses

Operational Fees

SVOL Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Expense Ratio 0.54% 0.01% 3.53% 58.77%
Management Fee 0.50% 0.00% 2.00% 49.11%
12b-1 Fee 0.00% 0.00% 1.00% 22.22%
Administrative Fee N/A 0.00% 0.85% N/A

Sales Fees

SVOL Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Front Load N/A 0.00% 5.75% N/A
Deferred Load N/A 1.00% 5.00% N/A

Trading Fees

SVOL Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Max Redemption Fee N/A 0.25% 2.00% N/A

Related Fees

Turnover provides investors a proxy for the trading fees incurred by mutual fund managers who frequently adjust position allocations. Higher turnover means higher trading fees.

SVOL Fees (% of AUM) Category Return Low Category Return High Rank in Category (%)
Turnover N/A 0.00% 496.00% 19.48%

SVOL - Distributions

Dividend Yield Analysis

SVOL Category Low Category High SVOL % Rank
Dividend Yield 17.08% 0.00% 14.76% 0.06%

Dividend Distribution Analysis

SVOL Category Low Category High Category Mod
Dividend Distribution Frequency Monthly Semi-Annually Monthly Monthly

Net Income Ratio Analysis

SVOL Category Low Category High SVOL % Rank
Net Income Ratio -0.51% -54.00% 6.06% 94.49%

Capital Gain Distribution Analysis

SVOL Category Low Category High Capital Mode
Capital Gain Distribution Frequency Semi-Annually Semi-Annually Semi-Annually

Dividend Payout History

View More +

SVOL - Fund Manager Analysis

Managers

Michael Green


Start Date

Tenure

Tenure Rank

May 12, 2021

1.05

1.1%

Michael Green is the managing director and chief strategist of Simplify Asset Management Inc. Prior to joining Simplify Asset, Michael served as partner, chief strategist and portfolio manager of Logica Capital Advisers, LLC, a Los Angeles-based hedge fund focused on derivative strategies from 2020 to 2021. Prior to Logica, Michael was portfolio manager for Thiel Macro, LLC, an investment firm that manages the personal capital of Peter Thiel from 2016 to 2019. Prior to Thiel, Michael founded Ice Farm Capital, a discretionary global macro hedge fund seeded by Soros Family Management.

Paul Kim


Start Date

Tenure

Tenure Rank

May 12, 2021

1.05

1.1%

Paul Kim is LVAM’s Head of Multi Manager and has overall responsibility for our range of Multi Manager funds. He is supported by Portfolio Managers Richard Timberlake and Simon Brooks. Paul joined LVAM in 2011 with 27 years’ investment experience having been Research Director at IMS Ltd. from 1999, a UK based multi-manager acquired by FundQuest in 2008. Previously, Paul held senior roles at Old Mutual, AXA Sun Life, Spencer Thornton and Alexander Stenhouse Fund Managers. He is a member of the Securities Institute.

David Berns


Start Date

Tenure

Tenure Rank

May 12, 2021

1.05

1.1%

David Berns, PhD, is the chief investment officer and co-founder of the Simplify Asset Management Inc. Prior to co-founding the Simplify Asset Management in 2020, he founded Portfolio Designer, LLC, a company that specializes in portfolio design and from 2018 to 2019 was a managing director at Nasdaq Dorsey Wright. Prior to joining Nasdaq Dorsey Wright, Inc., he founded and developed a company that specializes in proprietary trading. He has specialized in developing asset allocation, portfolio management, and risk management systems for managing private and institutional wealth. Mr. Berns has a PhD in Physics from the Massachusetts Institute of Technology in the field of Quantum Computation.

Shailesh Gupta


Start Date

Tenure

Tenure Rank

May 12, 2021

1.05

1.1%

Mr. Gupta is a Portfolio Manager of Anfield and the head of the Anfield’s Rates and Derivatives group. Prior to joining the Anfield, Mr. Gupta worked in the hedge fund industry as Head Trader - Europe and Asia-Pacific at Common Wealth Opportunity Capital and Co-Chief Investment Manager at Flint Rock Global Investors. Previously, Mr. Gupta worked at Pacific Investment Management Co. (PIMCO) for 10 years in various capacities.

Tenure Analysis

Category Low Category High Category Average Category Mode
0.04 39.02 6.53 0.41