Share Price Chart
Loading graphics...
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Simplify Short Term Treasury Futures Strategy ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
Loading graphics...
Returns By Period
Simplify Short Term Treasury Futures Strategy ETF (TUA) has returned -3.21% so far this year and -0.42% over the past 12 months.
Simplify Short Term Treasury Futures Strategy ETF
- 1D
- 0.24%
- 1M
- -4.04%
- YTD
- -3.21%
- 6M
- -2.23%
- 1Y
- -0.42%
- 3Y*
- -1.82%
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Nov 15, 2022, TUA's average daily return is 0.00%, while the average monthly return is -0.03%.
Historically, 49% of months were positive and 51% were negative. The best month was Mar 2023 with a return of +7.5%, while the worst month was Jun 2023 at -5.8%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 4 months.
On a daily basis, TUA closed higher 48% of trading days. The best single day was Mar 13, 2023 with a return of +5.6%, while the worst single day was Mar 16, 2023 at -2.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -0.52% | 1.38% | -4.04% | -3.21% | |||||||||
| 2025 | 0.80% | 2.44% | 0.97% | 2.78% | -2.89% | 1.66% | -2.18% | 2.85% | -0.23% | 0.23% | 0.73% | 0.06% | 7.27% |
| 2024 | -0.17% | -4.00% | -0.46% | -3.98% | 1.49% | 1.47% | 4.18% | 2.62% | 2.12% | -5.14% | -0.36% | -0.97% | -3.59% |
| 2023 | 2.03% | -5.56% | 7.51% | -0.20% | -3.77% | -5.76% | -0.44% | 0.19% | -2.59% | -0.18% | 3.74% | 3.83% | -2.04% |
| 2022 | -0.11% | -0.70% | -0.81% |
Benchmark Metrics
Simplify Short Term Treasury Futures Strategy ETF has an annualized alpha of 0.98%, beta of -0.08, and R² of 0.01 versus S&P 500 Index. Calculated based on daily prices since November 16, 2022.
- This ETF participated in 44.14% of S&P 500 Index downside but only 12.39% of its upside — more exposed to losses than it benefited from rallies.
- Beta of -0.08 may look defensive, but with R² of 0.01 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 0.01 means this ETF moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 0.98%
- Beta
- -0.08
- R²
- 0.01
- Upside Capture
- 12.39%
- Downside Capture
- 44.14%
Expense Ratio
TUA has an expense ratio of 0.16%, which is considered low.
Return for Risk
Risk / Return Rank
TUA ranks 10 for risk / return — in the bottom 10% 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.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Simplify Short Term Treasury Futures Strategy ETF (TUA) and compare them to a chosen benchmark (S&P 500 Index).
| TUA | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.05 | 0.90 | -0.95 |
Sortino ratioReturn per unit of downside risk | -0.02 | 1.39 | -1.41 |
Omega ratioGain probability vs. loss probability | 1.00 | 1.21 | -0.21 |
Calmar ratioReturn relative to maximum drawdown | -0.02 | 1.40 | -1.42 |
Martin ratioReturn relative to average drawdown | -0.07 | 6.61 | -6.67 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore TUA risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
Dividends
Dividend History
Simplify Short Term Treasury Futures Strategy ETF provided a 3.74% dividend yield over the last twelve months, with an annual payout of $0.79 per share.
| Period | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
| Dividend | $0.79 | $0.84 | $1.10 | $1.12 | $0.04 |
Dividend yield | 3.74% | 3.84% | 5.19% | 4.83% | 0.15% |
Monthly Dividends
The table displays the monthly dividend distributions for Simplify Short Term Treasury Futures Strategy ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.02 | $0.03 | $0.05 | $0.10 | |||||||||
| 2025 | $0.05 | $0.05 | $0.05 | $0.08 | $0.08 | $0.10 | $0.10 | $0.08 | $0.06 | $0.03 | $0.05 | $0.11 | $0.84 |
| 2024 | $0.10 | $0.10 | $0.02 | $0.10 | $0.10 | $0.10 | $0.10 | $0.10 | $0.08 | $0.10 | $0.10 | $0.10 | $1.10 |
| 2023 | $0.10 | $0.10 | $0.10 | $0.10 | $0.10 | $0.10 | $0.10 | $0.10 | $0.00 | $0.10 | $0.10 | $0.12 | $1.12 |
| 2022 | $0.04 | $0.04 |
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.
Loading graphics...
Worst Drawdowns
The table below displays the maximum drawdowns of the Simplify Short Term Treasury Futures Strategy 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 Short Term Treasury Futures Strategy ETF was 15.85%, occurring on Oct 17, 2023. The portfolio has not yet recovered.
The current Simplify Short Term Treasury Futures Strategy ETF drawdown is 8.00%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -15.85% | Mar 27, 2023 | 142 | Oct 17, 2023 | — | — | — |
| -9.27% | Jan 19, 2023 | 34 | Mar 8, 2023 | 3 | Mar 13, 2023 | 37 |
| -2.81% | Mar 20, 2023 | 2 | Mar 21, 2023 | 2 | Mar 23, 2023 | 4 |
| -2.63% | Dec 19, 2022 | 12 | Jan 5, 2023 | 5 | Jan 12, 2023 | 17 |
| -2.47% | Mar 16, 2023 | 1 | Mar 16, 2023 | 1 | Mar 17, 2023 | 2 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading graphics...