Simplify Volatility Premium ETF (SVOL)
| Assets | $1.15B |
| Expense Ratio | 0.72% |
| PE Ratio | 26.77 |
| Shares Out | 53.28M |
| Dividend (ttm) | $3.46 |
| Dividend Yield | 16.38% |
| Ex-Dividend Date | Jan 28, 2025 |
| Payout Ratio | 438.56% |
| 1-Year Return | -7.04% |
| Volume | 1,104,643 |
| Open | 21.55 |
| Previous Close | 21.55 |
| Day's Range | 21.10 - 21.55 |
| 52-Week Low | 19.41 |
| 52-Week High | 23.03 |
| Beta | 0.55 |
| Holdings | 24 |
| Inception Date | May 12, 2021 |
About SVOL
Fund Home PageThe Simplify Volatility Premium ETF (SVOL) is an exchange-traded fund that mostly invests in volatility alternatives. The fund is an actively managed portfolio that aims to provide income via short exposure to S&P 500 VIX short-term futures, reset daily. The fund also utilizes an option overlay strategy to protect against adverse moves in VIX. SVOL was launched on May 12, 2021 and is issued by Simplify.
Top 10 Holdings
118.51% of assets| Name | Symbol | Weight |
|---|---|---|
| SPDR S&P 500 ETF Trust | SPY | 52.10% |
| S&P500 EMINI FUT Mar25 | ESH5 Index | 17.44% |
| Simplify Aggregate Bond ETF | AGGH | 9.45% |
| Simplify US Equity PLUS Upside Convexity ETF | SPUC | 8.80% |
| Simplify Multi-QIS Alternative ETF | QIS | 8.57% |
| B 04/01/25 Govt | B 0 04.01.25 | 8.37% |
| Simplify National Muni Bond ETF | NMB | 6.68% |
| Simplify Intermediate Term Treasury Futures Strategy ETF | TYA | 4.17% |
| Simplify High Yield PLUS Credit Hedge ETF | CDX | 2.56% |
| Cash | Cash | 0.37% |
Dividends
| Ex-Dividend | Amount | Pay Date |
|---|---|---|
| Jan 28, 2025 | $0.270 | Jan 31, 2025 |
| Dec 23, 2024 | $0.260 | Dec 31, 2024 |
| Nov 25, 2024 | $0.270 | Nov 29, 2024 |
| Oct 28, 2024 | $0.280 | Oct 31, 2024 |
| Sep 25, 2024 | $0.280 | Sep 30, 2024 |
| Aug 27, 2024 | $0.300 | Aug 30, 2024 |
News
Navigating A Dynamic Volatility Environment
The Simplify Volatility Premium ETF exemplifies an innovative approach to volatility harvesting, aiming to generate sustainable income while maintaining Net Asset Value stability. In January 2025, a k...
SVOL: Questionable Changes In Holdings Add Too Much Risk (Rating Downgrade)
Due to recent unpredictable market conditions and significant shifts in SVOL's holdings, I am downgrading SVOL from a Buy to a Hold. SVOL has moved away from bonds and treasuries, adding complex and l...
SVOL: Double-Digit Yield And Likely To Outperform
The Simplify Volatility Premium ETF offers a high yield by writing options against the VIX, supported by actively managed core bond holdings. SVOL's strategy includes shorting VIX futures and holding ...
Undercovered ETFs: Parking Cash, CLOs, Bonds, Mexico +
The 'Undercovered' Dozen series highlights lesser-covered ETFs, offering insights from various authors on potential opportunities and trends in this space. The Janus Henderson AAA CLO ETF (JAAA) inves...
SVOL: NAV Erosion Is Not The Problem
SVOL's NAV erosion and dividend cuts are expected due to its design. Reinvesting dividends can maintain principal and still capture competitive yields. Despite NAV erosion, SVOL has shown positive tot...
SVOL: ~15% Monthly Yield That Shouldn't Be Ignored By Passive Income Investors
Option-driven ETFs provide a decent avenue for passive income investors to access high and uncorrelated returns. Yet, in SVOL's case we can talk about introducing an additional layer of diversificatio...
SVOL: Capturing VIX Premia For A 16.12% Yield
The Simplify Volatility Premium ETF sells VIX futures for income, hedging with out-of-the-money VIX calls to mitigate large volatility spikes. SVOL allocates excess capital into diversified fixed-inco...
SVOL: Another Dividend Cut, But I'm Not Worried
SVOL sells short VIX futures for income and holds income-producing assets, betting real volatility will be less than expected. Simplify clarified their strategy, revealing the IVV trade is a cash mana...
SVOL: Generating Alpha With A Unique Income Portfolio Diversifier
SVOL offers investors a unique 16.79% yielding, tax-efficient strategy combining VIX futures contracts and fixed income investments, providing high income and diversification in an equity portfolio. T...
SVOL: Changing Holdings Make Me Nervous (Rating Downgrade)
I am downgrading SVOL from "strong buy" to "buy" due to increased equity risk and opaqueness in its strategy. SVOL's new strategy involves significant exposure to S&P 500 ETF shares and short futures ...
SVOL: Big Yield Passing The Tests
SVOL's strategy of shorting VIX futures and using hedges like VIX calls and S&P500 put spreads proved effective during August's dip, preventing permanent capital losses. The fund's portfolio remains h...
SVOL: Is this 16% yielding a good ETF to buy and hold?
The Simplify Volatility Premium ETF (SVOL) has become one of the most popular funds among income investors this year. It has done modestly well since its inception, and has one of the highest dividend...
SVOL: Treat This Like A High-Yield Hedge Fund
The fund's large holdings in "fixed-income ETFs" and options mean it shouldn't be treated solely as a short VIX futures fund but rather as a hedge fund for income. Its fixed-income ETFs consist of Sim...
Net Asset Value Restatement for Simplify Aggregate Bond ETF (AGGH) & Simplify Volatility Premium ETF (SVOL)
NEW YORK--(BUSINESS WIRE)--Simplify announces net asset value restatement for AGGH and SVOL ETFs.
SVOL: The Hedge Worked, I Maintain A Strong Buy
The Simplify Volatility Premium ETF aims for 15% annual returns through short VIX futures, bond collateral, and options spreads, showcasing strong active management. Despite a recent VIX spike, SVOL's...
Navigating A Historic VIX Spike With SVOL
SVOL typically shorts between 20% and 30% of its portfolio across the VIX futures term structure, greatly limiting downside risk compared to other products with more exposure. SVOL allocates 2% to 4% ...
SVOL Just Passed A Massive Test, We're Big Buyers
SVOL is an interesting high-yield ETF, and we like how the fund is structured to produce income over time. In theory, SVOL should be somewhat susceptible to spikes in the VIX, and this has prevented u...
SVOL: Recent Sell-Off Highlights The Fund's Poor Construction
Simple investments can be more successful than complicated ones, as overly complex investments may hide unacceptable risks. The Simplify Volatility Premium ETF offered total returns of 27.54% over the...
SVOL: This 16% Yielding Monthly Dividend ETF Is Perfect For One Type Of Investor
High-yield monthly paying dividends are becoming increasingly popular. SVOL is a unique strategy ETF that offers a 16% yield, paid monthly. SVOL is designed to deliver market-like returns with lower v...
SVOL: A Manageable Super Yielder And Quality Income Diversifier
SVOL is a top-rated ETF with low volatility and a stable yield of about 16%. SVOL is a market observable income play that is highly manageable with known VIX patterns. It is a good portfolio diversifi...
SVOL Sees Big Improvement, But Still The Wrong Place To Be
The Simplify Volatility Premium ETF (SVOL) has returned a little over 7% with distributions, but a buy-and-hold of the S&P 500 would have returned almost double that. SVOL aims to short the VIX at a r...
SVOL: Looks Interesting Because Of The VIX Curve And Upcoming Elections
Simplify Volatility Premium ETF generates income by selling VIX futures and investing in income-producing securities like high-yield and government bonds. The SVOL ETF also buys out-of-the-money VIX c...
SVOL: I Think It's A Top Income ETF
Simplify Volatility Premium ETF has a high yield of 16% that might startle some, but there is reason to think it can deliver. SVOL's strategy involves shorting VIX futures contracts and investing in f...
SVOL: I Am Pleased With The New Holdings (Upgrade)
The Simplify Volatility Premium ETF aims to generate income by selling futures on the CBOE Volatility Index. SVOL has experienced some NAV erosion but has maintained a relatively stable level and outp...