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CDX vs. IBHD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CDX vs. IBHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Simplify High Yield PLUS Credit Hedge ETF (CDX) and iShares iBonds 2024 Term High Yield & Income ETF (IBHD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


CDX

1D
-0.19%
1M
-0.71%
YTD
-2.44%
6M
-2.70%
1Y
-1.77%
3Y*
7.17%
5Y*
10Y*

IBHD

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CDX vs. IBHD - Yearly Performance Comparison


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Return for Risk

CDX vs. IBHD — Risk / Return Rank

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

CDX
CDX Risk / Return Rank: 55
Overall Rank
CDX Sharpe Ratio Rank: 66
Sharpe Ratio Rank
CDX Sortino Ratio Rank: 55
Sortino Ratio Rank
CDX Omega Ratio Rank: 55
Omega Ratio Rank
CDX Calmar Ratio Rank: 55
Calmar Ratio Rank
CDX Martin Ratio Rank: 44
Martin Ratio Rank

IBHD
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.

CDX vs. IBHD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Simplify High Yield PLUS Credit Hedge ETF (CDX) and iShares iBonds 2024 Term High Yield & Income ETF (IBHD). 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.


CDXIBHDDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.95

Calmar ratioReturn relative to maximum drawdown

-0.43

Martin ratioReturn relative to average drawdown

-1.00

CDX vs. IBHD - Sharpe Ratio Comparison


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Sharpe Ratios by Period


CDXIBHDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.31

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

Drawdowns

CDX vs. IBHD - Drawdown Comparison

The maximum CDX drawdown since its inception was -13.24%, which is greater than IBHD's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for CDX and IBHD.


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Drawdown Indicators


CDXIBHDDifference

Max Drawdown

Largest peak-to-trough decline

-13.24%

0.00%

-13.24%

Max Drawdown (1Y)

Largest decline over 1 year

-4.18%

Max Drawdown (3Y)

Largest decline over 3 years

-8.88%

Current Drawdown

Current decline from peak

-7.41%

0.00%

-7.41%

Average Drawdown

Average peak-to-trough decline

-4.34%

0.00%

-4.34%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.77%

Volatility

CDX vs. IBHD - Volatility Comparison


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Volatility by Period


CDXIBHDDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.61%

Volatility (6M)

Calculated over the trailing 6-month period

4.72%

Volatility (1Y)

Calculated over the trailing 1-year period

5.69%

0.00%

+5.69%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.10%

0.00%

+11.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.10%

0.00%

+11.10%

CDX vs. IBHD - Expense Ratio Comparison

CDX has a 0.26% expense ratio, which is lower than IBHD's 0.35% expense ratio.


Dividends

CDX vs. IBHD - Dividend Comparison

CDX's dividend yield for the trailing twelve months is around 8.37%, while IBHD has not paid dividends to shareholders.


PositionTTM2025202420232022
CDX
Simplify High Yield PLUS Credit Hedge ETF
8.37%7.18%12.60%5.26%7.51%
IBHD
iShares iBonds 2024 Term High Yield & Income ETF
0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


On fees, CDX is cheaper at 0.26% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CDX is cheaper with a 0.26% expense ratio, compared with 0.35% for IBHD.

CDX has the higher dividend yield at 8.37%, compared with 0.00% for IBHD.

They also come from different issuers: Simplify and iShares. Their fees differ too: 0.26% for CDX and 0.35% for IBHD.

Portfolio Optimizer

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