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ISIN
US82889N8305
Issuer
Simplify
Inception Date
Feb 14, 2022
Region
North America (U.S.)
Leveraged
1x (No leverage)
Index Tracked
No Index (Active)
Distribution Policy
Distributing
Asset Class
Bond
Assets Under Management
$398M

Share Price Chart


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Performance

CDX Performance Chart

Simplify High Yield PLUS Credit Hedge ETF (CDX) is down 1.5% since the beginning of the year. CDX is currently trading at $21 per share.


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S&P 500 Index

Returns By Period

Simplify High Yield PLUS Credit Hedge ETF (CDX) has returned -1.51% so far this year and -1.35% over the past 12 months.


Simplify High Yield PLUS Credit Hedge ETF

1D
0.00%
1M
0.19%
YTD
-1.51%
6M
-1.29%
1Y
-1.35%
3Y*
7.96%
5Y*
10Y*

Benchmark (S&P 500 Index)

1D
-1.44%
1M
-1.45%
YTD
7.60%
6M
6.59%
1Y
22.24%
3Y*
19.20%
5Y*
11.54%
10Y*
13.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CDX Monthly Returns History

Based on dividend-adjusted daily data since Feb 15, 2022, CDX's average daily return is +0.02%, while the average monthly return is +0.37%. At this rate, an investment would double in approximately 15.6 years.

Historically, 62% of months were positive and 38% were negative. The best month was Jul 2022 with a return of +6.6%, while the worst month was Jun 2022 at -5.7%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 2 months.

On a daily basis, CDX closed higher 50% of trading days. The best single day was Apr 9, 2025 with a return of +11.0%, while the worst single day was Apr 10, 2025 at -8.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.06%-0.09%-2.16%1.01%-0.74%0.43%-1.51%
20252.48%3.05%0.70%0.56%1.92%1.12%-0.43%-0.48%1.10%-0.44%0.22%-0.62%9.51%
20240.90%0.78%0.32%-0.02%0.35%1.60%1.85%3.54%0.53%-2.19%2.08%-2.14%7.71%
20231.54%-1.57%4.07%0.99%-0.41%0.35%-0.01%1.01%-0.69%1.16%4.13%1.63%12.74%
20220.80%-2.14%-3.92%0.91%-5.66%6.55%-5.38%-1.32%0.37%3.44%-1.56%-8.26%

Benchmark Metrics

Simplify High Yield PLUS Credit Hedge ETF has an annualized alpha of 0.14%, beta of 0.35, and R2 of 0.31 versus S&P 500 Index. Calculated based on daily prices since February 15, 2022.

  • This ETF participated in 31.35% of S&P 500 Index downside but only 25.66% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.35 may look defensive, but with R2 of 0.31 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
  • R2 of 0.31 means the benchmark explains less than half of this ETF's behavior - treat beta with caution or consider switching to a more representative benchmark.

Alpha
0.14%
Beta
0.35
0.31
Upside Capture
25.66%
Downside Capture
31.35%

Expense Ratio

CDX has an expense ratio of 0.26%, which is considered low.


Return for Risk

Risk / Return Rank

CDX ranks 6 for risk / return — in the bottom 6% of ETFs on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


CDX Risk / Return Rank: 66
Overall Rank
CDX Sharpe Ratio Rank: 77
Sharpe Ratio Rank
CDX Sortino Ratio Rank: 66
Sortino Ratio Rank
CDX Omega Ratio Rank: 66
Omega Ratio Rank
CDX Calmar Ratio Rank: 66
Calmar Ratio Rank
CDX Martin Ratio Rank: 66
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Simplify High Yield PLUS Credit Hedge ETF (CDX) and compare them to S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CDXBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-2.02

Sortino ratioReturn per unit of downside risk

-2.73

Omega ratioGain probability vs. loss probability

0.97

1.32

-0.36

Calmar ratioReturn relative to maximum drawdown

-0.32

2.46

-2.78

Martin ratioReturn relative to average drawdown

-0.71

10.92

-11.63

Dividends

Dividend History

Simplify High Yield PLUS Credit Hedge ETF provided a 8.29% dividend yield over the last twelve months, with an annual payout of $1.76 per share.


6.00%8.00%10.00%12.00%$0.00$0.50$1.00$1.50$2.00$2.502022202320242025
Dividends
Dividend Yield
PeriodTTM2025202420232022
Dividend$1.76$1.60$2.75$1.20$1.61

Dividend yield

8.29%7.18%12.60%5.26%7.51%

Monthly Dividends

The table displays the monthly dividend distributions for Simplify High Yield PLUS Credit Hedge ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026$0.15$0.15$0.15$0.14$0.12$0.00$0.71
2025$0.05$0.05$0.15$0.15$0.15$0.15$0.15$0.15$0.15$0.15$0.15$0.15$1.60
2024$0.10$0.10$0.15$0.15$0.10$0.15$0.20$0.20$0.20$0.20$0.25$0.95$2.75
2023$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$0.10$1.20
2022$0.06$0.09$0.10$0.10$0.06$0.10$0.10$0.10$0.10$0.79$1.61

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Simplify High Yield PLUS Credit Hedge ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Simplify High Yield PLUS Credit Hedge ETF was 13.24%, occurring on Oct 20, 2022. Recovery took 268 trading sessions.

The current Simplify High Yield PLUS Credit Hedge ETF drawdown is 6.53%.


Related event

Drawdown

Fall

Recovery

Underwater

Bear market2022
-13.24%Oct 2022
7mo 21d1y 25d
1y 8moMar 2022 - Nov 2023
2025 selloff2025
-8.88%Apr 2025
1d
1y 2moApr 2025 - now
2025 selloff2025
-6.73%Apr 2025
1d5d
6dApr 2025 - Apr 2025
2024 pullback2024
-3.15%Dec 2024
2mo 16d1mo 3d
3mo 19dOct 2024 - Jan 2025
2024 pullback2024
-2.41%Apr 2024
28d28d
1mo 26dMar 2024 - May 2024

Drawdown Indicators


CDXBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-13.24%

-56.78%

+43.54%

Max Drawdown (1Y)

Largest decline over 1 year

-4.18%

-9.10%

+4.92%

Max Drawdown (3Y)

Largest decline over 3 years

-8.88%

-18.90%

+10.02%

Max Drawdown (5Y)

Largest decline over 5 years

-25.43%

Max Drawdown (10Y)

Largest decline over 10 years

-33.92%

Current Drawdown

Current decline from peak

-6.53%

-3.21%

-3.32%

Average Drawdown

Average peak-to-trough decline

-4.36%

-10.71%

+6.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.90%

2.04%

-0.14%

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Portfolio Analyzer

Build a portfolio with CDX

Add Simplify High Yield PLUS Credit Hedge ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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