CDX vs. CRDT

In the year-to-date period, CDX achieves a 8.06% return, which is significantly higher than CRDT's 0.83% return.

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CDX has a 0.26% expense ratio, which is lower than CRDT's 0.50% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Simplify High Yield PLUS Credit Hedge ETF (CDX) and Simplify Opportunistic Income ETF (CRDT). 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.

The current CDX Sharpe Ratio is 0.77, which is comparable to the CRDT Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of CDX and CRDT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

CDX's dividend yield for the trailing twelve months is around 11.43%, more than CRDT's 7.23% yield.

The maximum CDX drawdown since its inception was -13.24%, which is greater than CRDT's maximum drawdown of -4.34%. Use the drawdown chart below to compare losses from any high point for CDX and CRDT. For additional features, visit the drawdowns tool.

The current volatility for Simplify High Yield PLUS Credit Hedge ETF (CDX) is 2.34%, while Simplify Opportunistic Income ETF (CRDT) has a volatility of 2.50%. This indicates that CDX experiences smaller price fluctuations and is considered to be less risky than CRDT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.