CRDT vs. CDX

In the year-to-date period, CRDT achieves a 0.86% return, which is significantly lower than CDX's 7.78% return.

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

This table presents a comparison of risk-adjusted performance metrics for Simplify Opportunistic Income ETF (CRDT) and Simplify High Yield PLUS Credit Hedge ETF (CDX). 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 CRDT Sharpe Ratio is 0.95, which is comparable to the CDX Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of CRDT and CDX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

CRDT's dividend yield for the trailing twelve months is around 7.23%, less than CDX's 11.46% yield.

The maximum CRDT drawdown since its inception was -4.11%, smaller than the maximum CDX drawdown of -13.24%. Use the drawdown chart below to compare losses from any high point for CRDT and CDX. For additional features, visit the drawdowns tool.

Simplify Opportunistic Income ETF (CRDT) and Simplify High Yield PLUS Credit Hedge ETF (CDX) have volatilities of 2.53% and 2.41%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.