SPD

Simplify US Equity PLUS Downside Convexity ETF
*Unless otherwise stated, data provided by FactSet.

SPD Fund Description

SPD is an actively managed fund-of-funds that provides exposure to US large-cap stocks while applying a downside options overlay strategy.

SPD Factset Analytics Insight

SPD is one of the first ETFs to launch from Simplify. The fund is actively managed and seeks capital appreciation by investing the bulk of portfolio assets in ETFs providing exposure to the S&P 500 Index combined with a modest allocation in a put option overlay. The option strategy is designed to provide downside protection without capping any upside participation, or in other words, creates downside convexity in the fund. The specific put option contracts are selected strategically based on the adviser’s evaluation of relative value, strike price and maturity. Investors should anticipate a non-linear relationship between the fund’s and market returns. Meaning, by exercising put options, the fund adviser expects the fund’s return to fall less than the market. It is important to note that the fund’s goal of protection against losses is not guaranteed.

SPD MSCI ESG Analytics Insight

Simplify US Equity PLUS Downside Convexity ETF has an MSCI ESG Fund Rating of A based on a score of 6.16 out of 10. The MSCI ESG Fund Rating measures the resiliency of portfolios to long-term risks and opportunities arising from environmental, social, and governance factors. ESG Fund Ratings range from best (AAA) to worst (CCC). Highly rated funds consist of companies that tend to show strong and/or improving management of financially relevant environmental, social and governance issues. These companies may be more resilient to disruptions arising from ESG events.

The fund’s Peer Rank reflects the ranking of a fund’s MSCI ESG Fund Quality Score against the scores of other funds within the same peer group, as defined by the Thomson Reuters Lipper Global Classification. Simplify US Equity PLUS Downside Convexity ETF ranks in the 46th percentile within its peer group and in the 54th percentile within the global universe of all funds covered by MSCI ESG Fund Ratings.

PERFORMANCE [as of 10/19/21] 1 MONTH 3 MONTHS YTD 1 YEAR 3 YEARS 5 YEARS 10 YEARS
SPD -3.02% -1.23% 13.93% 20.56% -- -- --
SPD (NAV) 1.19% 5.02% 18.07% 28.72% -- -- --
No Underlying Index -- -- -- -- -- -- --
MSCI USA Large Cap Index 1.90% 6.11% 21.02% 33.02% 20.82% 19.03% 16.78%
All returns over 1 year are annualized. All returns are total returns unless otherwise stated.

SPD Summary Data

Simplify
09/03/20
Open-Ended Fund
0.28%
$342.73M
$3.24M
0.16%

SPD Portfolio Data

$601.26B
28.62
4.72
0.75%
N/A
3

SPD Index Data

No Underlying Index
Proprietary
Proprietary
MSCI USA Large Cap Index

SPD Portfolio Management

0.28%
--
--
--

SPD Tax Exposures

20.00% / 39.60%
--
Qualified dividends
No

SPD Fund Structure

Open-Ended Fund
No
No
-- / --
N/A
N/A
Low
Daily

SPD Factset Analytics Block Liquidity

As of 10/20/21
5
4
3
2
1

This measurement shows how easy it is to trade a $1 million USD block of SPD. SPD is rated a N/A out of 5.

SPD Tradability

103,516
$3.24M
74,039
$2.37M
0.16%
$0.05
0.07%
2.08% / -0.62%
None
100.00%
50,000
1.48
0.03%
--
0
$31.61
N/A

SPD Sector/Industry Breakdown


SPD
Segment Benchmark
35.47%
38.43%
14.79%
14.61%
13.44%
11.96%
13.14%
13.41%
8.77%
7.84%
5.58%
5.87%
2.54%
2.14%
2.41%
2.04%
2.38%
1.78%
1.32%
1.44%

SPD Top 10 Holdings

0.74%
0.02%
100.00%

SPD Countries


SPD
Segment Benchmark
100.00%
99.90%
--
0.10%

SPD Regions


SPD
Segment Benchmark
100.00%
100.00%

SPD Economic Development


SPD
Segment Benchmark
100.00%
100.00%

SPD Performance Statistics

0.98
0.88
0.88
0.84
0.13%
MSCI USA Large Cap Index

SPD MSCI ESG Ratings

6.16 / 10
53.72
45.97
6.08%
--
136.07

SPD Benchmark Comparison Holdings

3
291
263
88.42%

SPD Benchmark Comparison Summary


SPD
Segment Benchmark
3
291
$601.26B
$656.83B
28.62
29.41
4.72
5.17
1.30%
1.27%
Low
Low

SPD Benchmark Comparison Market Cap Size


SPD
Segment Benchmark
98.51%
100.00%
1.49%
0.00%
0.00%
0.00%
0.00%
0.00%