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BUCK vs. TLTW
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BUCK vs. TLTW - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Simplify Treasury Option Income ETF (BUCK) and iShares 20+ Year Treasury Bond BuyWrite Strategy ETF (TLTW). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BUCK achieves a 1.99% return, which is significantly higher than TLTW's 1.44% return.


BUCK

1D
0.09%
1M
0.43%
YTD
1.99%
6M
1.92%
1Y
7.46%
3Y*
5.27%
5Y*
10Y*

TLTW

1D
0.23%
1M
0.48%
YTD
1.44%
6M
0.46%
1Y
9.58%
3Y*
0.85%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BUCK vs. TLTW - Yearly Performance Comparison


2026 (YTD)2025202420232022
BUCK
Simplify Treasury Option Income ETF
1.99%4.13%7.25%4.63%0.39%
TLTW
iShares 20+ Year Treasury Bond BuyWrite Strategy ETF
1.44%11.36%-2.18%0.73%0.93%

Correlation

The correlation between BUCK and TLTW is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.25

Correlation (3Y)
Calculated over the trailing 3-year period

0.22

Correlation (All Time)
Calculated using the full available price history since Oct 31, 2022

0.18

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Return for Risk

BUCK vs. TLTW — Risk / Return Rank

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

BUCK
BUCK Risk / Return Rank: 8585
Overall Rank
BUCK Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
BUCK Sortino Ratio Rank: 8181
Sortino Ratio Rank
BUCK Omega Ratio Rank: 8585
Omega Ratio Rank
BUCK Calmar Ratio Rank: 9191
Calmar Ratio Rank
BUCK Martin Ratio Rank: 9595
Martin Ratio Rank

TLTW
TLTW Risk / Return Rank: 3434
Overall Rank
TLTW Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
TLTW Sortino Ratio Rank: 3535
Sortino Ratio Rank
TLTW Omega Ratio Rank: 3434
Omega Ratio Rank
TLTW Calmar Ratio Rank: 3333
Calmar Ratio Rank
TLTW Martin Ratio Rank: 3333
Martin Ratio Rank
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. TLTW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Simplify Treasury Option Income ETF (BUCK) and iShares 20+ Year Treasury Bond BuyWrite Strategy ETF (TLTW). 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.


BUCKTLTWDifference
Sharpe ratioReturn per unit of total volatility

+1.16

Sortino ratioReturn per unit of downside risk

+1.79

Omega ratioGain probability vs. loss probability

1.51

1.22

+0.29

Calmar ratioReturn relative to maximum drawdown

5.73

1.61

+4.12

Martin ratioReturn relative to average drawdown

30.33

4.81

+25.52

BUCK vs. TLTW - Sharpe Ratio Comparison

The current BUCK Sharpe Ratio is 2.42, which is higher than the TLTW Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of BUCK and TLTW, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


BUCKTLTWDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.42

1.26

+1.16

Sharpe Ratio (All Time)

Calculated using the full available price history

1.48

-0.02

+1.50

Drawdowns

BUCK vs. TLTW - Drawdown Comparison

The maximum BUCK drawdown since its inception was -5.43%, smaller than the maximum TLTW drawdown of -18.61%. Use the drawdown chart below to compare losses from any high point for BUCK and TLTW.


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Drawdown Indicators


BUCKTLTWDifference

Max Drawdown

Largest peak-to-trough decline

-5.43%

-18.61%

+13.18%

Max Drawdown (1Y)

Largest decline over 1 year

-1.31%

-5.97%

+4.66%

Max Drawdown (3Y)

Largest decline over 3 years

-5.43%

-17.19%

+11.76%

Current Drawdown

Current decline from peak

0.00%

-2.98%

+2.98%

Average Drawdown

Average peak-to-trough decline

-0.49%

-8.25%

+7.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.25%

2.00%

-1.75%

Volatility

BUCK vs. TLTW - Volatility Comparison

The current volatility for Simplify Treasury Option Income ETF (BUCK) is 0.70%, while iShares 20+ Year Treasury Bond BuyWrite Strategy ETF (TLTW) has a volatility of 2.44%. This indicates that BUCK experiences smaller price fluctuations and is considered to be less risky than TLTW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BUCKTLTWDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.70%

2.44%

-1.74%

Volatility (6M)

Calculated over the trailing 6-month period

1.52%

5.79%

-4.27%

Volatility (1Y)

Calculated over the trailing 1-year period

3.14%

7.70%

-4.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.48%

11.39%

-7.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.48%

11.39%

-7.91%

BUCK vs. TLTW - Expense Ratio Comparison

Both BUCK and TLTW have an expense ratio of 0.35%.


Dividends

BUCK vs. TLTW - Dividend Comparison

BUCK's dividend yield for the trailing twelve months is around 7.41%, less than TLTW's 11.73% yield.


PositionTTM2025202420232022
BUCK
Simplify Treasury Option Income ETF
7.41%7.59%8.84%4.84%0.59%
TLTW
iShares 20+ Year Treasury Bond BuyWrite Strategy ETF
11.73%14.82%14.47%19.59%8.71%

Frequently Asked Questions


BUCK and TLTW have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TLTW has higher volatility (2.44%) compared to BUCK (0.70%). In terms of maximum drawdown, BUCK dropped -5.43% vs TLTW's -18.61%.

On 3-year performance, BUCK leads with 5.27% vs 0.85% for TLTW. Both ETFs have the same 0.35% expense ratio. On volatility, BUCK has been the lower-risk option at 0.70%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, BUCK has performed better with a 5.27% return vs 0.85%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

BUCK and TLTW have the same expense ratio: 0.35% per year.

TLTW has the higher dividend yield at 11.73%, compared with 7.41% for BUCK.

BUCK is categorized as Government Bonds, while TLTW is Derivative Income. They also come from different issuers: Simplify and iShares.

BUCK currently has the higher Sharpe Ratio (2.42 vs 1.26), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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