SVOL — Simplify Volatility Premium ETF
Data updated: 2026-09-11
SVOL — Simplify Volatility Premium ETF. Ultra-Short Treasury / Sovereign Bond · $542.50M AUM. Holdings, fees, performance and SEC filings.
SVOL Fund Overview
SVOL — Simplify Volatility Premium ETF is a US ETF managed by Simplify Exchange Traded Funds, categorised as Ultra-Short Treasury / Sovereign Bond. ABC INVEST provides holdings, performance, costs, cashflows, risk data, prospectus documents and SEC filings, sourced from SEC filings.
- Type: US ETF
- Manager: Simplify Exchange Traded Funds
- Category: Ultra-Short Treasury / Sovereign Bond
- Assets under management: $542.50M
- 1-year return: 7.4%
- Ticker: SVOL
- SEC CIK: 0001810747
- SEC series ID: S000071794
- Share class ID: C000227300
SVOL Holdings
Top 10 holdings of Simplify Volatility Premium ETF by percentage of net assets, from the fund's latest SEC N-PORT filing.
| Holding | % of net assets |
|---|---|
| United States Of America - Bureau Of The Public Debt | 81.99% |
| United States Of America - Bureau Of The Public Debt | 15.64% |
| Simplify Exchange Traded Funds | 14.82% |
| United States Of America - Bureau Of The Public Debt | 14.68% |
| Simplify Exchange Traded Funds | 7.84% |
| Simplify Exchange Traded Funds | 7.34% |
| Simplify Exchange Traded Funds | 7.13% |
| Simplify Exchange Traded Funds | 6.98% |
| United States Of America - Bureau Of The Public Debt | 6.80% |
| Simplify Exchange Traded Funds | 5.28% |
SVOL Portfolio Allocation
Asset-class allocation of Simplify Volatility Premium ETF by percentage of net assets, from the latest SEC N-PORT filing.
| Asset class | Allocation |
|---|---|
| Fixed Income | 123.5% |
| Equity | 52.8% |
| Derivatives | 2.2% |
| Cash & Equivalents | 2.1% |
SVOL Performance
Total returns for SVOL (as of 2026-09-01), from SEC filings.
| Period | Total return |
|---|---|
| YTD | 1.4% |
| 1 year | 7.4% |
| 3 years (annualised) | 6.2% |
| 5 years (annualised) | 6.7% |
SVOL Risk Information
Risk metrics for SVOL, derived from monthly returns in SEC filings.
- 1-year volatility (annualised): 14.5%
SVOL Costs and Fees
SVOL costs about $66 per $10,000 invested per year in fund expenses.
- Net expense ratio: 0.66%
- Gross expense ratio: 0.66%
- Portfolio turnover: 298%
- Brokerage commissions: 4.94 bps of average net assets (SEC N-CEN)
SVOL Cashflows
Over the 12 months to 2026-06, Simplify Volatility Premium ETF had net outflows of $281.67M, from monthly SEC N-PORT filings.
| Month | Net flow |
|---|---|
| 2026-06 | −$22.25M |
| 2026-05 | −$31.51M |
| 2026-04 | −$7.76M |
| 2026-03 | $17.12M |
| 2026-02 | $16.12M |
| 2026-01 | −$9.58M |
SVOL Debt Constituents
Largest debt holdings of Simplify Volatility Premium ETF by percentage of net assets, from the latest SEC N-PORT filing.
| Debt holding | % of net assets |
|---|---|
| United States Of America - Bureau Of The Public Debt | 81.99% |
| United States Of America - Bureau Of The Public Debt | 15.64% |
| United States Of America - Bureau Of The Public Debt | 14.68% |
| United States Of America - Bureau Of The Public Debt | 6.80% |
| United States Of America - Bureau Of The Public Debt | 3.31% |
| United States Of America - Bureau Of The Public Debt | 1.10% |
SVOL Prospectus and SEC Filings
Official Simplify Volatility Premium ETF filings on SEC EDGAR — prospectus, portfolio holdings and annual reports.
- Prospectus (485BPOS) — filed 2025-10-28
- Prospectus (485BPOS) — filed 2024-10-28
- Prospectus supplement (497) — filed 2025-10-31
- Portfolio holdings (N-PORT) — filed 2026-08-24
- Portfolio holdings (N-PORT) — filed 2026-05-27
- Portfolio holdings (N-PORT) — filed 2026-02-23
- Annual census (N-CEN) — filed 2026-09-11
- Annual census (N-CEN) — filed 2025-09-08
Related Funds
Other Ultra-Short Treasury / Sovereign Bond funds tracked on ABC INVEST:
Data Sources
ABC INVEST compiles this page from public filings made to the U.S. Securities and Exchange Commission (SEC) through EDGAR: portfolio holdings and monthly cashflows from Form N-PORT, expenses and returns from fund prospectuses (Form 485BPOS) and the SEC DERA Risk/Return Summary data sets, annual data from Form N-CEN, and shareholder reports from Form N-CSR.