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SVOL

Simplify Volatility Premium ETF

As of 06/27/2025

NAV

$ 17.87

NAV Change

+ $ 0.25 /1.42%

Price

$ 17.82

Price Change

+ $ 0.26 /1.48%

The Simplify Volatility Premium ETF (SVOL) seeks to provide investment results, before fees and expenses, that correspond to approximately one-fifth to three-tenths (-0.2x to -0.3x) the inverse of the performance of the Cboe Volatility Index (VIX) short-term futures index while also seeking to mitigate extreme volatility.

We believe many traditional sources of income are failing to meet investor needs in today’s low yield environment. SVOL aims to provide an attractive income stream and source of diversification while seeking to avoid risks inherent in other income-producing asset classes.

The fund’s short VIX position provides investors an optimized exposure for monetizing the premium in the VIX futures market. A modest option overlay budget is then deployed into VIX call options to help protect against adverse moves in VIX.

Fund Overview

As of 06/27/2025

Ticker Symbol
SVOL
Gross Expense Ratio
0.72%
CUSIP
82889N863
Total Assets
$892,359,813.82
Shares Outstanding
49,950,001
Distribution Rate as of 05/31/2025 Distribution rate calculation employs the most recent distribution, and multiplies the payment by 12 (monthly) or 4 (quarterly) to get an annualized total. The annualized total is then divided by the most recent net asset value (NAV) to determine the distribution rate.
Distribution Rate Close
Distribution rate calculation employs the most recent distribution, and multiplies the payment by 12 (monthly) or 4 (quarterly) to get an annualized total. The annualized total is then divided by the most recent net asset value (NAV) to determine the distribution rate.
20.59%
Distribution Frequency
Monthly
30-Day SEC Yield (Subsidized) as of 05/31/2025 SEC 30-day Yield is available once fund has a full quarter of performance.
SEC 30-Day Yield Close
SEC 30-day Yield is available once fund has a full quarter of performance.
-
30-Day SEC Yield (Unsubsidized) as of 05/31/2025
2.50%
Options Available
Yes
Inception Date
05/12/2021
Premium/Discount (%) as of 06/27/2025
-0.25%
NAV Per Share as of 06/27/2025
$17.87
Market Price as of 06/27/2025
$17.82
30-Day Median Bid-Ask Spread
0.28%
Bid/Ask
$17.80/$17.81
Midpoint Price
$17.81
Volume
1,055,920
NAV Symbol
SVOL.NV
IOPV Symbol
Shares Out. Symbol
SVOL.SO
Schedule K-1
No

Management Fees

This table describes the fees and expenses that you may pay if you buy, sell, and hold shares of the Fund. Investors purchasing or selling shares of the Fund in the secondary market may be subject to costs (including customary brokerage commissions) charged by their broker. The fee table located in the prospectus and updates in prospectus supplements prevail.

Annual Fund Operating Expenses (expenses that you pay each year as a percentage of the value of your investment)
Management Fees0.50%
Distribution and Service (12b-1) Fees0.00%
Other Expenses10.15%
Acquired Fund Fees and Expenses20.07%
Total Annual Fund Operating Expenses0.72%

1. Other Expenses include interest expenses of 0.15%.
2. Acquired Fund Fees and Expenses are the indirect costs of investing in other investment companies. The operating expenses in this fee table do not correlate to the expense ratio in the Fund’s financial highlights because the financial statements include only the direct operating expenses incurred by the Fund.

Fund Performance (Total Return)

As of 05/31/2025 03/31/2025

Cumulative 1 Month 3 Month 6 Month YTD 1 Year Since Inception
NAV 7.56% -11.04% -12.56% -9.89% -8.78% 29.68%
Market Price 7.76% -10.67% -11.81% -9.15% -8.33% 29.43%
Annualized 1 Year 3 Year Since Inception
NAV -8.78% 7.82% 6.62%
Market Price -8.33% 7.79% 6.58%
Cumulative 1 Year Since Inception
NAV -6.08% 30.66%
Market Price -6.15% 29.65%
Annualized 1 Year 3 Year 5 Year Since Inception
NAV -6.08% 7.08% 7.13%
Market Price -6.15% 6.87% 6.92%
Calendar Year NAV Market Price
2024 7.17% 6.71%
2023 23.05% 22.84%
2022 -4.57% -3.21%
2021

Historical Premium/Discount

Calendar Year 2024 1st Quarter of 2025
Days Traded at Premium
184
23
Days Traded at Discount
68
37

Portfolio Holdings

Ticker Name Quantity Weight
AGGH SIMPLIFY AGGREGATE BOND E 5,193,254 11.80%
LITL SIMPLIFY PPR SNDLR US SM 91,464 0.28%
NMB SIMPLIFY NATIONAL MUNI B 2,714,076 7.48%
NXTI SIMPLIFY NEXT INTG C IDX 22,303 0.08%
QIS SIMPLIFY MULTI-QIS ALT ET 3,927,620 9.44%
SBAR SIMPLIFY BARRIER INCOME E 1,100,000 3.22%
SPUC SIMPLIFY US EQUITY PLUS U 1,936,678 9.55%
TYA SIMPLIFY INTERMEDIATE TER 2,917,182 4.36%
XV SIMPLIFY TARGET 15 DISTR 1,000,000 2.98%
USU5 COM US LONG BOND(CBT) Sep25 1,738 22.29%
UXN5 IND CBOE VIX FUTURE Jul25 -2,758 -5.83%
UXQ5 IND CBOE VIX FUTURE Aug25 -6,329 -14.32%
SPXW US 06/30/25 C6200 SPXW Jul 2025 6200 Call 7,546 0.38%
SPXW US 06/30/25 P5725 SPXW Jul 2025 5725 Put 2,781 0.00%
SPXW US 06/30/25 P5750 SPXW Jul 2025 5750 Put 1,833 0.00%
SPXW US 07/03/25 C6200 SPXW Jul 2025 6200 Call 3,098 0.70%
SPXW US 07/09/25 C6275 SPXW Jul 2025 6275 Call 6,260 0.80%
SPXW US 07/18/25 C6300 SPXW Jul 2025 6300 Call 7,149 1.97%
SPXW US 07/31/25 C6500 SPXW Jul 2025 6500 Call 12,674 1.09%
SPXW US 08/15/25 C6400 SPXW Aug 2025 6400 Call 1,717 0.77%
SPXW US 08/15/25 C6650 SPXW Aug 2025 6650 Call 4,299 0.25%
USQ5C 116.0 Comdty USQ5C 116.0 Comdty -2,000 -0.17%
USQ5P 112.0 Comdty USQ5P 112.0 Comdty -1,600 -0.09%
USQ5P 113.0 Comdty USQ5P 113.0 Comdty -1,600 -0.14%
USQ5P 114.0 Comdty USQ5P 114.0 Comdty -800 -0.11%
VIX US 07/16/25 C50 VIX Jul 2025 50 Call 10,001 0.02%
VIX US 07/16/25 C60 VIX Jul 2025 60 Call 12,000 0.01%
VIX US 07/16/25 C70 VIX Jul 2025 70 Call 14,000 0.01%
VIX US 07/16/25 C80 VIX Jul 2025 80 Call 12,094 0.01%
VIX US 07/16/25 C90 VIX Jul 2025 90 Call 10,000 0.00%
VIX US 08/20/25 C60 VIX Aug 2025 60 Call 4,000 0.01%
- TREASURY BILL DN 7/25 6,000,000 0.67%
- TREASURY BILL DN 7/25 5,000,000 0.56%
- TREASURY BILL DN 8/25 135,000,000 15.06%
- TREASURY BILL DN 8/25 3,500,000 0.39%
- TREASURY BILL DN 8/25 630,000,000 70.28%
- TREASURY BILL DN 8/25 134,000,000 14.94%
- TREASURY BILL DN 8/25 53,000,000 5.90%
- TREASURY BILL DN 8/25 7,000,000 0.78%
- TREASURY BILL DN 9/25 29,000,000 3.21%
- TREASURY BILL DN 9/25 17,500,000 1.94%
- Estimated Net Cash -621,753,425 -69.68%

Recent Distributions

Ex-Dividend Date Record Date Payable Date Total Distribution
N/A
$0.30000
$0.30000
$0.27000
$0.27000
View Distribution History

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