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Simplify US Equity PLUS GBTC ETF (SPBC) Sharpe Ratio: 0.95

ETF · Currency in USD · Last updated Jul 15, 2026

SPBC is an actively managed ETF by Simplify. SPBC launched on May 24, 2021 and has a 0.50% expense ratio.

SPBC's Sharpe Ratio of 0.95 indicates that for each unit of volatility, it generates 0.95 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jul 15, 2026).

Sharpe uses total volatility (standard deviation) which includes both upside and downside price movements, making it useful for comparing risk-adjusted returns across different assets. For how to read this number and when it can mislead, see Sharpe Ratio Explained.

SPBC Sharpe Ratio Rank

SPBC Sharpe Ratio Rank: 32.032
Below Average

SPBC ranks above 32.0% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating below-average returns relative to volatility. Securities are ranked from 0 (worst) to 100 (best).

What moves the rank

  • Strong returns with low total volatility → Higher rank
  • High volatility (both upside and downside) → Lower rank
  • Consistent returns → Higher rank than volatile returns of same magnitude
  • Sharp drawdowns increase volatility → Lower rank

What you can do with this information

  • Returns may not adequately compensate for volatility taken
  • Consider smaller allocation given below-average risk-adjusted profile
  • Explore higher-ranked investments with better consistency
  • Assess whether the volatility profile aligns with your portfolio goals

SPBC Sharpe Ratio Market Positioning

The chart shows SPBC's Sharpe Ratio relative to all ETFs on our platform, with color zones indicating percentile rankings. Higher ratios indicate better risk-adjusted returns.

  • Red zone (bottom 25%): 0.74 or lower
  • Yellow zone (middle 50%): 0.74 to 1.91
  • Green zone (top 25%): 1.91 or higher
  • Top 1%: 6.46+
  • Median: 1.41 — half of all investments score higher

How it compares to other similar ETFs

The table compares Simplify US Equity PLUS GBTC ETF's Sharpe Ratio with other ETFs in the Diversified Portfolio category across multiple time periods, showing how SPBC's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jul 15, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
IYLDiShares Morningstar Multi-Asset Income ETF2.27
INCMFranklin Income Focus ETF2.22
AVMAAvantis Moderate Allocation ETF2.13
HIDEAlpha Architect High Inflation And Deflation ETF2.11
DDXDefined Duration 10 ETF2.01
GAACambria Global Asset Allocation ETF1.97
BAMOBrookstone Opportunities ETF1.89
RAAXVanEck Inflation Allocation ETF1.88
FTBIFirst Trust Balanced Income ETF1.88
BAMYBrookstone Yield ETF1.86
SPBCSimplify US Equity PLUS GBTC ETF0.95

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows SPBC's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when SPBC consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does SPBC fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

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