Simplify Volatility Premium ETFSVOL
SVOL
0
Funds holding %
of 6,823 funds
–
Analysts bullish %
Fund manager confidence
Based on 2024 Q3 regulatory filings by fund managers ($100M+ AUM)
200% more funds holding in top 10
Funds holding in top 10: 1 [Q2] → 3 (+2) [Q3]
182% more repeat investments, than reductions
Existing positions increased: 31 | Existing positions reduced: 11
92% more first-time investments, than exits
New positions opened: 25 | Existing positions closed: 13
31% more capital invested
Capital invested by funds: $81.6M [Q2] → $107M (+$25.7M) [Q3]
17% more funds holding
Funds holding: 65 [Q2] → 76 (+11) [Q3]
0.61% more ownership
Funds ownership: 8.13% [Q2] → 8.74% (+0.61%) [Q3]
90% less call options, than puts
Call options by funds: $345K | Put options by funds: $3.57M
Research analyst outlook
We haven’t received any recent analyst ratings for SVOL.
Financial journalist opinion
Based on 4 articles about SVOL published over the past 30 days
Neutral
Seeking Alpha
6 hours ago
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) invests in AAA tranches of CLOs, providing lower risk through diversification and predictable outcomes, according to John Bowman. Stratos Capital Partners views the Vanguard Extended Duration Treasury ETF (EDV) as attractive for its high-yield and potential bond price appreciation as interest rates decline.
Neutral
MarketBeat
5 days ago
Market Volatility Ahead? These 3 ETFs Stand Out
Volatility is an essential but dangerous component of investment. On the one hand, the capacity for the price of a security to swing back and forth around a mean provides investors with opportunities to profit using strategic buys or sells of that security.
Neutral
Seeking Alpha
2 weeks ago
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 total returns and the capability to outperform the S&P 500 and other income funds like JEPI. SVOL's strategy involves shorting VIX futures with treasury bill collateral, leading to inherent NAV erosion.
Positive
Seeking Alpha
3 weeks ago
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 diversification as the underlying strategy is quite different from what other common option-driven ETFs apply. Apart from this, SVOL offers ~15% yield and a nice downside protection.
Positive
Seeking Alpha
1 month ago
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-income investments, including other Simplify funds, to enhance returns while maintaining a measured risk approach. The fund's strategy benefits from current market conditions, such as easing geopolitical tensions and favorable VIX-curve shape, making VIX-selling potentially profitable in the near term.
Positive
Seeking Alpha
1 month ago
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 management strategy, not a volatility bet, boosting yield on cash. Despite a declining nominal dividend, SVOL maintains a steady 15-17% yield, showcasing management's commitment to income stability.
Neutral
Business Wire
1 month ago
Simplify Provides Estimated Capital Gain Distribution Information for 2024
NEW YORK--(BUSINESS WIRE)--Simplify announced today that it expects to deliver capital gains distributions across six Simplify ETFs.
Positive
Seeking Alpha
2 months ago
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. The fund has outperformed the S&P 500 since its inception with half the correlation to the market and higher risk-adjusted returns. Although the fund has proven resilient to sharper spikes in market volatility, it remains untested to Black Swan events.
Neutral
Seeking Alpha
2 months ago
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 contracts, raising concerns about prudence. Dividend reductions from $0.32 to $0.28 have been noted, although the distribution yield target remains at 15%+.
Positive
Seeking Alpha
3 months ago
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 heavily invested in Treasury Bills, with increased complexity and diversification into currency futures and multiple VIX call expiration dates. Despite a slight dividend cut to $0.28, the 16% yield is mostly sustainable, supported by expected market growth and improved options trade profits from rate cuts.
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