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Simplify Gold Strategy PLUS Income ETF (YGLD) Sharpe Ratio: 0.58

ETF · Currency in USD · Last updated Jun 3, 2026

The ETF aims to provide approximately 150% economic gold exposure through selected gold futures while generating income by employing an option spread writing strategy on equity, fixed income, and currency ETFs.

YGLD's Sharpe Ratio of 0.58 indicates that for each unit of volatility, it generates 0.58 units of excess return above the risk-free rate. The ratio is calculated using historical daily returns over the past 12 months (as of Jun 3, 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.

YGLD Sharpe Ratio Rank

YGLD Sharpe Ratio Rank: 18.418
Concerning

YGLD ranks above 18.4% of all investments in our database based on Sharpe Ratio over the past 12 months, indicating weak returns relative to total risk taken. 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

  • Weak risk-adjusted returns relative to category peers
  • Evaluate whether this holding aligns with your risk-return objectives
  • Consider reducing exposure or re-evaluating position size
  • Review higher-ranked alternatives in the same category

YGLD Sharpe Ratio Market Positioning

The chart shows YGLD'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%): 0.90 or lower
  • Yellow zone (middle 50%): 0.90 to 2.51
  • Green zone (top 25%): 2.51 or higher
  • Top 1%: 7.87+
  • Median: 1.75 — half of all investments score higher

How it compares to other similar ETFs

The table compares Simplify Gold Strategy PLUS Income ETF's Sharpe Ratio with other ETFs in the Gold, Leveraged Commodities category across multiple time periods, showing how YGLD'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 Jun 3, 2026.

SymbolName1Y Sharpe Ratio5Y Sharpe Ratio10Y Sharpe RatioAll Time Sharpe Ratio
UCOProShares Ultra Bloomberg Crude Oil2.08
GDEWisdomTree Efficient Gold Plus Equity Strategy Fund1.94
OILUMicroSectors Oil & Gas Exploration & Production 3X Leveraged ETN1.88
RINGiShares MSCI Global Gold Miners ETF1.57
GBUGSprott Active Gold & Silver Miners ETF1.45
GDXVanEck Gold Miners ETF1.44
GDMNWisdomTree Efficient Gold Plus Gold Miners Strategy Fund1.36
DBPInvesco DB Precious Metals Fund1.34
AGQProShares Ultra Silver1.28
IAUMiShares Gold Trust Micro1.24
YGLDSimplify Gold Strategy PLUS Income ETF0.58

S&P 500 Index

How to choose period

Historical Sharpe Ratio

The chart shows YGLD'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 YGLD consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

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Sharpe Ratio Calculator

How does YGLD fit in your portfolio?

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