Simplify Volatility Premium ETF (SVOL)
Description
The SVOL ETF contains 0 constituents. It is focused on holdings in the region.
Price $20.84 as of 2022-10-20Cost/Risk/Yield
| Dividend yield | 16.23% |
| Expense ratio | 0.5% |
| Average spread | 0.432% |
| 1Y roundtrip cost | 0.932% |
Historic prices
Total Returns (including dividends)
Monthly returns heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | -3.7% | -4.7% | 3.0% | -6.7% | 4.3% | -3.9% | 5.4% | -1.3% | -6.9% | -0.3% | -14.8% | ||
| 2021 | 2.8% | -1.3% | 3.5% | -3.1% | 5.7% | -4.4% | 4.3% | 7.6% | |||||
| -3.7% | -4.7% | 3.0% | -6.7% | 4.3% | -1.1% | 4.1% | 2.1% | -10.0% | 5.4% | -4.4% | 4.3% |
Historical Dividends
Monthly dividend heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | ||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2022 | 0.39 | 0.34 | 0.37 | 0.33 | 0.32 | 0.32 | 0.32 | 2.38 | |||||
| 2021 | 0.26 | 0.35 | 0.29 | 0.36 | 1.25 | ||||||||
| 0.39 | 0.34 | 0.37 | 0.33 | 0.32 | 0.00 | 0.32 | 0.32 | 0.26 | 0.35 | 0.29 | 0.36 |
Sectors and Top Holdings
| Security | % Assets |
|---|---|
| Top 0 Weights | 0.00% |
Compare with similar ETFs
| SVOL | GURU | SHE | SVXY | XSW | XYLD | |
|---|---|---|---|---|---|---|
| Product name | Simplify Volatility Premium ETF | Global X Guru Index ETF | SPDR SSGA Gender Diversity Index ETF | Short VIX Short-Term Futures ETF | SPDR S&P Software & Services ETF | Global X S&P 500 Covered Call ETF |
| Issuer | Simplify | Global X | SPDR | ProShares | SPDR | Global X |
| Price | $20.84 | $32.47 | $75.14 | $49.24 | $107.84 | $39.1 |
| Expense Ratio | 0.5% |  0.75% |  0.2% | 1.38% | 0.35% | 0.6% |
| Average Spread | 0.432% | 0.554% | 0.053% | 0.020% | 0.139% | 0.153% |
| AUM | $40,268,400 | $49,319,900 | $206,253,000 | $297,234,000 | $353,738,000 | $518,855,000 |
| Shares | 1,932,264 | 1,518,937 | 2,744,915 | 6,036,428 | 3,280,207 | 13,269,954 |
| Average Daily Volume | 69,333 | 1,479 | 8,197 | 2,252,490 | 19,317 | 497,350 |
| Home page | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site | Visit external site |
| Inception Date | 2021-05-12 | 2012-06-04 | 2016-03-07 | 2011-10-03 | 2011-09-28 | 2013-06-24 |
| Index Tracked | No Underlying Index | Solactive Guru Index | SSgA Gender Diversity Index | S&P 500 VIX Short-Term Futures Index | S&P Software & Services Select Industry | CBOE S&P 500 BuyWrite Index |
| Category | Volatility | Large Cap Blend Equities | Large Cap Growth Equities | Leveraged Volatility | Technology Equities | Long-Short |
| Asset Class | Volatility | Equity | Equity | Volatility | Equity | Multi-Asset |
| Asset Class Size | Large/Mid Caps | Large/Mid Caps | Large/Mid/Small Caps | Large Caps | ||
| Value or Growth | Blend | Blend | Growth | Blend | ||
| Region | North America | North America | North America | North America | ||
| Countries | U.S. | U.S. | U.S. | U.S. | U.S. | U.S. |
| Annual Dividend Rate | $3.383 | $0.053 | $1.155 | $0 | $0.092 | $4.925 |
| Annual Dividend Yield | 0.162% | 0.002% | 0.015% | 0.000% | 0.001% | 0.126% |
| Number of Holdings | 0 | 70 | 191 | 181 | 498 | |
| YTD Return | -14.63% | -31.42% | -25.72% | -20.00% | -34.79% | -15.24% |
| Beta | 0.83 | 1.08 | 0.95 | -0.61 | 1.27 | 0.35 |
| Upside Beta | -0.53 | 0.15 | 0.54 | -0.71 | 0.17 | 0.09 |
| Downside Beta | -1.10 | -0.26 | 0.01 | -0.02 | -0.35 | -0.35 |
| Volatility 1Y | 19.57% | 29.45% | 24.66% | 39.43% | 36.75% | 15.80% |
| Sharpe Ratio 3Y | 0.00 | -0.09 | 0.03 | -0.24 | 0.22 | -0.09 |
| Treynor Ratio 3Y | 0.00 | 0.00 | 0.00 | 0.01 | 0.00 | 0.00 |