BUCK vs. IBTE

Last updated Apr 1, 2026

Compare and contrast key facts about Simplify Stable Income ETF (BUCK) and iShares iBonds Dec 2024 Term Treasury ETF (IBTE).

BUCK and IBTE 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. IBTE is a passively managed fund by iShares that tracks the performance of the ICE 2024 Maturity US Treasury Index. It was launched on Feb 25, 2020.

Performance

BUCK vs. IBTE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Simplify Stable Income ETF (BUCK) and iShares iBonds Dec 2024 Term Treasury ETF (IBTE). The values are adjusted to include any dividend payments, if applicable.

BUCK vs. IBTE - Yearly Performance Comparison

	2026 (YTD)
BUCK Simplify Stable Income ETF	0.17%
IBTE iShares iBonds Dec 2024 Term Treasury ETF	0.00%

Returns By Period

BUCK

• 1D: 0.02%
• 1M: 0.13%
• YTD: 0.97%
• 6M: 2.27%
• 1Y: 2.66%
• 3Y*: 5.30%
• 5Y*: —
• 10Y*: —

IBTE

• 1D: 0.00%
• 1M: 0.00%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

BUCK vs. IBTE - Expense Ratio Comparison

BUCK has a 0.35% expense ratio, which is higher than IBTE's 0.07% expense ratio.

BUCK

Simplify Stable Income ETF

IBTE

iShares iBonds Dec 2024 Term Treasury ETF

Return for Risk

BUCK vs. IBTE — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BUCK

BUCK Risk / Return Rank: 27
BUCK Sharpe Ratio Rank: 31
BUCK Sortino Ratio Rank: 26
BUCK Omega Ratio Rank: 30
BUCK Calmar Ratio Rank: 25
BUCK Martin Ratio Rank: 23

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BUCK vs. IBTE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Simplify Stable Income ETF (BUCK) and iShares iBonds Dec 2024 Term Treasury ETF (IBTE). 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.

	BUCK	IBTE	Difference
Sharpe ratio Return per unit of total volatility	0.55	—	—
Sortino ratio Return per unit of downside risk	0.72	—	—
Omega ratio Gain probability vs. loss probability	1.12	—	—
Calmar ratio Return relative to maximum drawdown	0.51	—	—
Martin ratio Return relative to average drawdown	1.35	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	BUCK	IBTE	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.55	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.44	—	—

Dividends

BUCK vs. IBTE - Dividend Comparison

BUCK's dividend yield for the trailing twelve months is around 7.57%, while IBTE has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022
BUCK Simplify Stable Income ETF	7.57%	7.59%	8.84%	4.84%	0.59%
IBTE iShares iBonds Dec 2024 Term Treasury ETF	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

BUCK vs. IBTE - Drawdown Comparison

The maximum BUCK drawdown since its inception was -5.43%, which is greater than IBTE's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for BUCK and IBTE.

Drawdown Indicators

	BUCK	IBTE	Difference
Max Drawdown Largest peak-to-trough decline	-5.43%	0.00%	-5.43%
Max Drawdown (1Y) Largest decline over 1 year	-5.43%	—	—
Current Drawdown Current decline from peak	-0.13%	0.00%	-0.13%
Average Drawdown Average peak-to-trough decline	-0.52%	0.00%	-0.52%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.04%	—	—

Volatility

Volatility by Period

	BUCK	IBTE	Difference
Volatility (1M) Calculated over the trailing 1-month period	0.33%	—	—
Volatility (6M) Calculated over the trailing 6-month period	1.68%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	4.83%	0.00%	+4.83%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	3.55%	0.00%	+3.55%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	3.55%	0.00%	+3.55%