Simplify Volatility Premium ETF (SVOL) Performance
SVOL total return
Distributions reinvested · as of Oct 23, 2026- YTD
- +10.8% since Dec 31, 2025
- 1 year
- +14.8% total return
- 5 years
- +7.5% a year
- Since first price
- +9.3% a year since 2021
SVOL trailing returns vs SPY, QQQ, AGG
| Period | SVOL total return | Price only | S&P 500 (SPY) | Nasdaq-100 (QQQ) | U.S. bonds (AGG) |
|---|---|---|---|---|---|
| 1 month | −0.3% | −1.9% | −1.0% | −5.0% | +0.9% |
| 3 months | +8.9% | +3.4% | +3.2% | +1.9% | −0.4% |
| 6 months | +15.3% | +3.9% | +7.8% | +8.4% | −1.5% |
| YTD | +10.8% | −5.4% | +12.3% | +15.1% | −1.0% |
| 1 year | +14.8% | −6.8% | +14.4% | +15.9% | −1.1% |
| 3 years | +30.2%+9.2%/yr | −24.7% | +87.4%+23.3%/yr | +101.4%+26.3%/yr | +16.6%+5.2%/yr |
| 5 years | +43.8%+7.5%/yr | −40.6% | +79.3%+12.4%/yr | +94.0%+14.2%/yr | −0.8%−0.2%/yr |
| Since inceptionMay 13, 2021 | +62.1%+9.3%/yr | −33.6% | — | — | — |
Total return from adjusted closes (distributions reinvested, before tax). Periods of 3 years or more are also shown annualized. Price only excludes distributions.
Growth of $10,000: SVOL vs SPY
From May 13, 2021: SVOL grew to $16,213, SPY to $19,933.
Year-end values with distributions reinvested, no taxes or trading costs. Start: first common trading day of both funds.
SVOL returns by calendar year
3 of 4 full years positive. Best 2023 (+22.9%), worst 2022 (−3.3%). 2026 is year to date.
SVOL annual returns table
| Year | SVOL | Largest drop | SPY | QQQ | AGG |
|---|---|---|---|---|---|
| 2026YTD | +10.8% | −11.4% | +12.3% | +15.1% | −1.0% |
| 2025 | +2.4% | −33.5% | +17.7% | +20.8% | +7.2% |
| 2024 | +6.8% | −10.9% | +24.9% | +25.6% | +1.3% |
| 2023 | +22.9% | −5.6% | +26.2% | +54.9% | +5.7% |
| 2022 | −3.3% | −15.6% | −18.2% | −32.6% | −13.0% |
Largest drop = deepest fall from a high within that calendar year.
Calendar-year return vs largest drop within the year
Most years include a sizable fall at some point even when the year ends higher.
SVOL largest drawdowns
Now 1.7% below the high| Peak | Decline | Bottom | Recovered | Fall | Underwater |
|---|---|---|---|---|---|
| Feb 19, 2025 | −33.5% | Apr 8, 2025 | Jul 15, 2026 | 48 days | 1.4 years |
| Jan 12, 2022 | −15.6% | May 9, 2022 | May 8, 2023 | 4 months | 1.3 years |
| Jul 12, 2024 | −10.9% | Aug 5, 2024 | Aug 15, 2024 | 24 days | 34 days |
Declines from a closing high (distributions reinvested) of 10% or more. Underwater = time from the peak until the old high was regained.
SVOL risk statistics
| Statistic | 3 years | 5 years | Since 2021 |
|---|---|---|---|
| Annualized return | +7.9% | +8.4% | +8.2% |
| Volatility (annualized) | 14.2% | 13.7% | 13.5% |
| Sharpe ratio | 0.30 | 0.40 | 0.40 |
| Sortino ratio | 0.42 | 0.56 | 0.58 |
| Best month | +7.8% | +7.8% | +7.8% |
| Worst month | −10.5% | −10.5% | −10.5% |
| Best 12 months | +18.1% | +27.9% | +27.9% |
| Worst 12 months | −12.2% | −12.2% | −12.2% |
| Positive months | 69% | 65% | 64% |
| Beta vs S&P 500 | 0.84 | 0.65 | — |
| Correlation with S&P 500 | 0.74 | 0.74 | — |
From monthly total returns. Sharpe and Sortino use 1–3 month T-bills (BIL) as the risk-free rate, so they need history from 2007 on.
SVOL rolling returns
| Holding period | Periods | Worst | Median | Best | Positive |
|---|---|---|---|---|---|
| 1-year | 54 | −12.2% | +9.4% | +27.9% | 67% |
| 3-year (a year) | 30 | +5.9% | +8.8% | +12.8% | 100% |
| 5-year (a year) | 6 | +6.6% | +7.2% | +8.4% | 100% |
Every holding period starting at a month-end since 2021. Returns for 3 years and longer are annualized.
SVOL performance overview
Simplify Volatility Premium ETF (SVOL) returned +14.8% over the past year and +7.5% a year over five years, with distributions reinvested. Since its first recorded price in 2021 it has returned +9.3% a year, turning $10,000 into about $16,213. Over the same year S&P 500 (SPY) returned +14.4%.
The deepest decline was −33.5%, from Feb 19, 2025 to Apr 8, 2025, and it took 1.3 years to get back to the old high. SVOL finished 3 of its 4 full calendar years with a gain; the best year was 2023 (+22.9%) and the worst 2022 (−3.3%). Volatility has been 13.5% a year.
Related: SVOL chart, SVOL dividends. See the SVOL overview for the latest quote and fund facts.
SVOL performance FAQ
What is the SVOL return over the past year?
SVOL returned +14.8% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it fell 6.8%.
What is the average annual return of SVOL?
SVOL has returned +7.5% a year over 5 years, +9.3% a year since May 13, 2021 (total return, distributions reinvested).
How much would $10,000 invested in SVOL be worth?
$10,000 invested in SVOL at its first recorded close on May 13, 2021 would be worth about $16,213 on October 23, 2026 with distributions reinvested.
What was the worst year for SVOL?
The worst calendar year was 2022, with a total return of −3.3%. The best was 2023 at +22.9%.
What is the biggest drawdown of SVOL?
The largest peak-to-trough decline was −33.5% between February 19, 2025 and April 8, 2025. It recovered to the old high on July 15, 2026, 1.3 years after the bottom.
How volatile is SVOL?
Over the past 3 years SVOL had an annualized volatility of 14.2% and a Sharpe ratio of 0.30 (excess return over 1–3 month T-bills per unit of risk).