EQLS vs. IOO

In the year-to-date period, EQLS achieves a 5.64% return, which is significantly higher than IOO's -3.25% return.

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EQLS has a 1.00% expense ratio, which is higher than IOO's 0.40% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Simplify Market Neutral Equity Long/Short ETF (EQLS) and iShares Global 100 ETF (IOO). 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 EQLS Sharpe Ratio is -0.23, which is lower than the IOO Sharpe Ratio of 0.42. The chart below compares the historical Sharpe Ratios of EQLS and IOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

EQLS's dividend yield for the trailing twelve months is around 1.36%, more than IOO's 1.11% yield.

The maximum EQLS drawdown since its inception was -16.24%, smaller than the maximum IOO drawdown of -55.85%. Use the drawdown chart below to compare losses from any high point for EQLS and IOO. For additional features, visit the drawdowns tool.