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BUCK vs. BIL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Performance

BUCK vs. BIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Simplify Stable Income ETF (BUCK) and SPDR Barclays 1-3 Month T-Bill ETF (BIL). The values are adjusted to include any dividend payments, if applicable.

0.00%1.00%2.00%3.00%4.00%JuneJulyAugustSeptemberOctoberNovember
4.29%
2.49%
BUCK
BIL

Returns By Period

In the year-to-date period, BUCK achieves a 7.03% return, which is significantly higher than BIL's 4.67% return.


BUCK

YTD

7.03%

1M

1.40%

6M

4.29%

1Y

7.44%

5Y (annualized)

N/A

10Y (annualized)

N/A

BIL

YTD

4.67%

1M

0.38%

6M

2.49%

1Y

5.22%

5Y (annualized)

2.28%

10Y (annualized)

1.56%

Key characteristics


BUCKBIL
Sharpe Ratio2.0520.32
Sortino Ratio2.99271.85
Omega Ratio1.39157.95
Calmar Ratio3.66480.75
Martin Ratio14.154,427.45
Ulcer Index0.53%0.00%
Daily Std Dev3.63%0.26%
Max Drawdown-2.03%-0.77%
Current Drawdown0.00%0.00%

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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.


BUCK
Simplify Stable Income ETF
Expense ratio chart for BUCK: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
Expense ratio chart for BIL: current value at 0.14% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.14%

Correlation

-0.50.00.51.0-0.0

The correlation between BUCK and BIL is -0.00. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.

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.


Sharpe ratio
The chart of Sharpe ratio for BUCK, currently valued at 2.05, compared to the broader market0.002.004.002.0520.32
The chart of Sortino ratio for BUCK, currently valued at 2.99, compared to the broader market-2.000.002.004.006.008.0010.0012.002.99271.85
The chart of Omega ratio for BUCK, currently valued at 1.39, compared to the broader market0.501.001.502.002.503.001.39157.95
The chart of Calmar ratio for BUCK, currently valued at 3.66, compared to the broader market0.005.0010.0015.003.66480.75
The chart of Martin ratio for BUCK, currently valued at 14.15, compared to the broader market0.0020.0040.0060.0080.00100.00120.0014.154,427.45
BUCK
BIL

The current BUCK Sharpe Ratio is 2.05, which is lower than the BIL Sharpe Ratio of 20.32. The chart below compares the historical Sharpe Ratios of BUCK and BIL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio0.005.0010.0015.0020.00JuneJulyAugustSeptemberOctoberNovember
2.05
20.32
BUCK
BIL

Dividends

BUCK vs. BIL - Dividend Comparison

BUCK's dividend yield for the trailing twelve months is around 8.61%, more than BIL's 5.15% yield.


TTM20232022202120202019201820172016
BUCK
Simplify Stable Income ETF
8.61%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.


-0.80%-0.60%-0.40%-0.20%0.00%JuneJulyAugustSeptemberOctoberNovember00
BUCK
BIL

Volatility

BUCK vs. BIL - Volatility Comparison

Simplify Stable Income ETF (BUCK) has a higher volatility of 1.07% compared to SPDR Barclays 1-3 Month T-Bill ETF (BIL) at 0.07%. 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.


0.00%0.50%1.00%1.50%JuneJulyAugustSeptemberOctoberNovember
1.07%
0.07%
BUCK
BIL