DYLG vs. BUCK

Last updated Jun 4, 2026

DYLG (Global X Dow 30 Covered Call & Growth ETF) and BUCK (Simplify Treasury Option Income ETF) are both exchange-traded funds - DYLG is a Derivative Income fund tracking the Cboe DJIA Half BuyWrite Index - Benchmark TR Gross, while BUCK is a Government Bonds fund actively managed by Simplify. DYLG is passively managed, while BUCK is actively managed. Over the past year, DYLG returned 17.86% vs 7.95% for BUCK. At a 0.13 correlation, their price movements are largely independent. Both charge a 0.35% expense ratio.

Performance

DYLG vs. BUCK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Dow 30 Covered Call & Growth ETF (DYLG) and Simplify Treasury Option Income ETF (BUCK). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, DYLG achieves a 4.63% return, which is significantly higher than BUCK's 1.90% return.

DYLG

• 1D: -0.65%
• 1M: 3.69%
• YTD: 4.63%
• 6M: 5.52%
• 1Y: 17.86%
• 3Y*: —
• 5Y*: —
• 10Y*: —

BUCK

• 1D: 0.02%
• 1M: 0.38%
• YTD: 1.90%
• 6M: 2.09%
• 1Y: 7.95%
• 3Y*: 5.27%
• 5Y*: —
• 10Y*: —

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

DYLG vs. BUCK - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
DYLG Global X Dow 30 Covered Call & Growth ETF	4.63%	12.50%	14.46%	4.05%
BUCK Simplify Treasury Option Income ETF	1.90%	4.13%	7.25%	2.03%

Correlation

The correlation between DYLG and BUCK is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.14
Correlation (All Time) Calculated using the full available price history since Jul 27, 2023	0.13

DYLG vs. BUCK - Sectors Allocation Comparison

Sectors	DYLG	BUCK
Financial Services	27.2%	100.0%
Industrials	18.4%	-
Technology	17.1%	-
Healthcare	13.1%	-
Consumer Cyclical	11.6%	-
Consumer Defensive	4.4%	-
Basic Materials	4.0%	-
Energy	2.4%	-
Communication Services	1.9%	-
Real Estate	-	-
Utilities	-	-

Return for Risk

DYLG vs. BUCK — Risk / Return Rank

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

DYLG

DYLG Risk / Return Rank: 53
DYLG Sharpe Ratio Rank: 56
DYLG Sortino Ratio Rank: 57
DYLG Omega Ratio Rank: 57
DYLG Calmar Ratio Rank: 43
DYLG Martin Ratio Rank: 52

BUCK

BUCK Risk / Return Rank: 87
BUCK Sharpe Ratio Rank: 77
BUCK Sortino Ratio Rank: 84
BUCK Omega Ratio Rank: 86
BUCK Calmar Ratio Rank: 92
BUCK Martin Ratio Rank: 95

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.

DYLG vs. BUCK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Dow 30 Covered Call & Growth ETF (DYLG) and Simplify Treasury Option Income ETF (BUCK). 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.

	DYLG	BUCK	Difference
Sharpe ratio: Return per unit of total volatility	1.90	2.54	-0.64
Sortino ratio: Return per unit of downside risk	2.74	3.83	-1.08
Omega ratio: Gain probability vs. loss probability	1.35	1.54	-0.19
Calmar ratio: Return relative to maximum drawdown	2.16	6.11	-3.95
Martin ratio: Return relative to average drawdown	8.78	32.31	-23.53
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DYLG vs. BUCK - Sharpe Ratio Comparison

The current DYLG Sharpe Ratio is 1.90, which is comparable to the BUCK Sharpe Ratio of 2.54. The chart below compares the historical Sharpe Ratios of DYLG and BUCK, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	DYLG	BUCK	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.90	2.54	-0.64
Sharpe Ratio (All Time) Calculated using the full available price history	1.10	1.47	-0.37

Drawdowns

DYLG vs. BUCK - Drawdown Comparison

The maximum DYLG drawdown since its inception was -13.98%, which is greater than BUCK's maximum drawdown of -5.43%. Use the drawdown chart below to compare losses from any high point for DYLG and BUCK.

Drawdown Indicators

	DYLG	BUCK	Difference
Max Drawdown Largest peak-to-trough decline	-13.98%	-5.43%	-8.55%
Max Drawdown (1Y) Largest decline over 1 year	-8.31%	-1.31%	-7.00%
Max Drawdown (3Y) Largest decline over 3 years	—	-5.43%	—
Current Drawdown Current decline from peak	-0.65%	-0.04%	-0.61%
Average Drawdown Average peak-to-trough decline	-1.86%	-0.49%	-1.37%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.04%	0.25%	+1.79%

Volatility

DYLG vs. BUCK - Volatility Comparison

Global X Dow 30 Covered Call & Growth ETF (DYLG) has a higher volatility of 2.46% compared to Simplify Treasury Option Income ETF (BUCK) at 0.70%. This indicates that DYLG's price experiences larger fluctuations and is considered to be riskier than BUCK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	DYLG	BUCK	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.46%	0.70%	+1.76%
Volatility (6M) Calculated over the trailing 6-month period	7.46%	1.53%	+5.93%
Volatility (1Y) Calculated over the trailing 1-year period	9.44%	3.14%	+6.30%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.44%	3.49%	+7.95%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.44%	3.49%	+7.95%

DYLG vs. BUCK - Expense Ratio Comparison

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

Dividends

DYLG vs. BUCK - Dividend Comparison

DYLG's dividend yield for the trailing twelve months is around 9.54%, more than BUCK's 7.42% yield.

Position	TTM	2025	2024	2023	2022
BUCK Simplify Treasury Option Income ETF	7.42%	7.59%	8.84%	4.84%	0.59%
DYLG Global X Dow 30 Covered Call & Growth ETF	9.54%	9.63%	16.55%	1.38%	0.00%

Frequently Asked Questions

Can I hold both DYLG and BUCK in my portfolio?

DYLG and BUCK have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DYLG or BUCK?

DYLG has higher volatility (2.46%) compared to BUCK (0.70%). In terms of maximum drawdown, DYLG dropped -13.98% vs BUCK's -5.43%.

Which ETF is better, DYLG or BUCK?

On 1-year performance, DYLG leads with 17.86% vs 7.95% for BUCK. 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.

Which ETF has performed better, DYLG or BUCK?

Over the 1-year period, DYLG has performed better with a 17.86% return vs 7.95%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DYLG or BUCK?

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

Which ETF pays a higher dividend yield, DYLG or BUCK?

DYLG has the higher dividend yield at 9.54%, compared with 7.42% for BUCK.

What is the main difference between DYLG and BUCK?

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

Which has better risk-adjusted returns?

BUCK currently has the higher Sharpe Ratio (2.54 vs 1.90), 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.