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HEQT vs. ONEH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HEQT vs. ONEH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Simplify Hedged Equity ETF (HEQT) and TrueShares Equity Hedge ETF (ONEH). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


HEQT

1D
-0.21%
1M
0.57%
YTD
4.76%
6M
4.67%
1Y
14.00%
3Y*
13.21%
5Y*
10Y*

ONEH

1D
-0.38%
1M
0.75%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

HEQT vs. ONEH - Yearly Performance Comparison


Correlation

The correlation between HEQT and ONEH is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jan 29, 2026

0.15

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Return for Risk

HEQT vs. ONEH — Risk / Return Rank

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

HEQT
HEQT Risk / Return Rank: 6868
Overall Rank
HEQT Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
HEQT Sortino Ratio Rank: 6969
Sortino Ratio Rank
HEQT Omega Ratio Rank: 7777
Omega Ratio Rank
HEQT Calmar Ratio Rank: 5757
Calmar Ratio Rank
HEQT Martin Ratio Rank: 7070
Martin Ratio Rank

ONEH

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

HEQT vs. ONEH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Simplify Hedged Equity ETF (HEQT) and TrueShares Equity Hedge ETF (ONEH). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


HEQTONEHDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.43

Calmar ratioReturn relative to maximum drawdown

2.76

Martin ratioReturn relative to average drawdown

12.50

HEQT vs. ONEH - Sharpe Ratio Comparison


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Drawdowns

HEQT vs. ONEH - Drawdown Comparison

The maximum HEQT drawdown since its inception was -11.51%, which is greater than ONEH's maximum drawdown of -3.55%. Use the drawdown chart below to compare losses from any high point for HEQT and ONEH.


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Drawdown Indicators


HEQTONEHDifference

Max Drawdown

Largest peak-to-trough decline

-11.51%

-3.55%

-7.96%

Max Drawdown (1Y)

Largest decline over 1 year

-5.09%

Max Drawdown (3Y)

Largest decline over 3 years

-10.57%

Current Drawdown

Current decline from peak

-0.42%

-1.20%

+0.78%

Average Drawdown

Average peak-to-trough decline

-2.77%

-1.51%

-1.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.12%

Volatility

HEQT vs. ONEH - Volatility Comparison


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Volatility by Period


HEQTONEHDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.92%

Volatility (6M)

Calculated over the trailing 6-month period

5.47%

Volatility (1Y)

Calculated over the trailing 1-year period

6.61%

5.38%

+1.23%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

8.47%

5.38%

+3.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.47%

5.38%

+3.09%

HEQT vs. ONEH - Expense Ratio Comparison

HEQT has a 0.43% expense ratio, which is lower than ONEH's 0.79% expense ratio.


Dividends

HEQT vs. ONEH - Dividend Comparison

HEQT's dividend yield for the trailing twelve months is around 1.20%, while ONEH has not paid dividends to shareholders.


PositionTTM20252024202320222021
HEQT
Simplify Hedged Equity ETF
1.20%1.19%1.29%4.10%3.94%0.27%
ONEH
TrueShares Equity Hedge ETF
0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


HEQT and ONEH have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, HEQT is cheaper at 0.43% per year. The better choice depends on whether you care most about return, fees, risk, or income.

HEQT is cheaper with a 0.43% expense ratio, compared with 0.79% for ONEH.

HEQT has the higher dividend yield at 1.20%, compared with 0.00% for ONEH.

They also come from different issuers: Simplify and TrueShares. Their fees differ too: 0.43% for HEQT and 0.79% for ONEH.

Portfolio Optimizer

Find the right allocation for HEQT and ONEH

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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