BUCK vs. BIL
Compare and contrast key facts about Simplify Stable Income ETF (BUCK) and SPDR Barclays 1-3 Month T-Bill ETF (BIL).
BUCK and BIL are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BUCK is an actively managed fund by Simplify. It was launched on Oct 27, 2022. BIL is a passively managed fund by State Street that tracks the performance of the Barclays Capital U.S. 1-3 Month Treasury Bill Index. It was launched on May 25, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: BUCK or BIL.
Key characteristics
| BUCK | BIL | |
|---|---|---|
| YTD Return | 6.30% | 4.55% |
| 1Y Return | 6.58% | 5.30% |
| Sharpe Ratio | 1.85 | 20.60 |
| Sortino Ratio | 2.69 | 338.80 |
| Omega Ratio | 1.35 | 240.57 |
| Calmar Ratio | 3.28 | 489.15 |
| Martin Ratio | 12.68 | 5,520.34 |
| Ulcer Index | 0.53% | 0.00% |
| Daily Std Dev | 3.61% | 0.26% |
| Max Drawdown | -2.03% | -0.77% |
| Current Drawdown | 0.00% | 0.00% |
Correlation
The correlation between BUCK and BIL is 0.00, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
BUCK vs. BIL - Performance Comparison
In the year-to-date period, BUCK achieves a 6.30% return, which is significantly higher than BIL's 4.55% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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BUCK vs. BIL - Expense Ratio Comparison
BUCK has a 0.35% expense ratio, which is higher than BIL's 0.14% expense ratio.
Risk-Adjusted Performance
BUCK vs. BIL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Simplify Stable Income ETF (BUCK) and SPDR Barclays 1-3 Month T-Bill ETF (BIL). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Dividends
BUCK vs. BIL - Dividend Comparison
BUCK's dividend yield for the trailing twelve months is around 8.67%, more than BIL's 5.15% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|
BUCK Simplify Stable Income ETF | 8.67% | 4.84% | 0.59% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 5.15% | 4.92% | 1.35% | 0.00% | 0.30% | 2.05% | 1.66% | 0.68% | 0.07% |
Drawdowns
BUCK vs. BIL - Drawdown Comparison
The maximum BUCK drawdown since its inception was -2.03%, which is greater than BIL's maximum drawdown of -0.77%. Use the drawdown chart below to compare losses from any high point for BUCK and BIL. For additional features, visit the drawdowns tool.
Volatility
BUCK vs. BIL - Volatility Comparison
Simplify Stable Income ETF (BUCK) has a higher volatility of 1.20% compared to SPDR Barclays 1-3 Month T-Bill ETF (BIL) at 0.08%. This indicates that BUCK's price experiences larger fluctuations and is considered to be riskier than BIL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.