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HIGH vs. BKLN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between HIGH and BKLN is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.3

Performance

HIGH vs. BKLN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Simplify Enhanced Income ETF (HIGH) and Invesco Senior Loan ETF (BKLN). The values are adjusted to include any dividend payments, if applicable.

5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
15.71%
23.01%
HIGH
BKLN

Key characteristics

Sharpe Ratio

HIGH:

0.38

BKLN:

1.70

Sortino Ratio

HIGH:

0.83

BKLN:

2.66

Omega Ratio

HIGH:

1.15

BKLN:

1.53

Calmar Ratio

HIGH:

0.64

BKLN:

1.91

Martin Ratio

HIGH:

2.38

BKLN:

12.91

Ulcer Index

HIGH:

2.32%

BKLN:

0.53%

Daily Std Dev

HIGH:

14.49%

BKLN:

4.00%

Max Drawdown

HIGH:

-8.60%

BKLN:

-24.17%

Current Drawdown

HIGH:

0.00%

BKLN:

-0.11%

Returns By Period

In the year-to-date period, HIGH achieves a 5.55% return, which is significantly higher than BKLN's 0.53% return.


HIGH

YTD

5.55%

1M

7.44%

6M

4.86%

1Y

5.25%

5Y*

N/A

10Y*

N/A

BKLN

YTD

0.53%

1M

0.28%

6M

2.03%

1Y

6.43%

5Y*

5.94%

10Y*

3.62%

*Annualized

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HIGH vs. BKLN - Expense Ratio Comparison

HIGH has a 0.51% expense ratio, which is lower than BKLN's 0.65% expense ratio.


Expense ratio chart for BKLN: current value is 0.65%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BKLN: 0.65%
Expense ratio chart for HIGH: current value is 0.51%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
HIGH: 0.51%

Risk-Adjusted Performance

HIGH vs. BKLN — Risk-Adjusted Performance Rank

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

HIGH
The Risk-Adjusted Performance Rank of HIGH is 6464
Overall Rank
The Sharpe Ratio Rank of HIGH is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of HIGH is 6060
Sortino Ratio Rank
The Omega Ratio Rank of HIGH is 7171
Omega Ratio Rank
The Calmar Ratio Rank of HIGH is 7272
Calmar Ratio Rank
The Martin Ratio Rank of HIGH is 6666
Martin Ratio Rank

BKLN
The Risk-Adjusted Performance Rank of BKLN is 9494
Overall Rank
The Sharpe Ratio Rank of BKLN is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of BKLN is 9494
Sortino Ratio Rank
The Omega Ratio Rank of BKLN is 9797
Omega Ratio Rank
The Calmar Ratio Rank of BKLN is 9393
Calmar Ratio Rank
The Martin Ratio Rank of BKLN is 9595
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

HIGH vs. BKLN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Simplify Enhanced Income ETF (HIGH) and Invesco Senior Loan ETF (BKLN). 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 chart of Sharpe ratio for HIGH, currently valued at 0.38, compared to the broader market-1.000.001.002.003.004.00
HIGH: 0.38
BKLN: 1.70
The chart of Sortino ratio for HIGH, currently valued at 0.83, compared to the broader market-2.000.002.004.006.008.00
HIGH: 0.83
BKLN: 2.66
The chart of Omega ratio for HIGH, currently valued at 1.15, compared to the broader market0.501.001.502.002.50
HIGH: 1.15
BKLN: 1.53
The chart of Calmar ratio for HIGH, currently valued at 0.64, compared to the broader market0.002.004.006.008.0010.0012.00
HIGH: 0.64
BKLN: 1.91
The chart of Martin ratio for HIGH, currently valued at 2.38, compared to the broader market0.0020.0040.0060.00
HIGH: 2.38
BKLN: 12.91

The current HIGH Sharpe Ratio is 0.38, which is lower than the BKLN Sharpe Ratio of 1.70. The chart below compares the historical Sharpe Ratios of HIGH and BKLN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.38
1.70
HIGH
BKLN

Dividends

HIGH vs. BKLN - Dividend Comparison

HIGH's dividend yield for the trailing twelve months is around 6.97%, less than BKLN's 8.07% yield.


TTM20242023202220212020201920182017201620152014
HIGH
Simplify Enhanced Income ETF
6.97%8.34%9.39%0.62%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BKLN
Invesco Senior Loan ETF
8.07%8.41%8.59%4.93%3.11%3.56%4.86%4.52%3.50%4.54%4.12%4.12%

Drawdowns

HIGH vs. BKLN - Drawdown Comparison

The maximum HIGH drawdown since its inception was -8.60%, smaller than the maximum BKLN drawdown of -24.17%. Use the drawdown chart below to compare losses from any high point for HIGH and BKLN. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril0
-0.11%
HIGH
BKLN

Volatility

HIGH vs. BKLN - Volatility Comparison

Simplify Enhanced Income ETF (HIGH) has a higher volatility of 12.68% compared to Invesco Senior Loan ETF (BKLN) at 3.41%. This indicates that HIGH's price experiences larger fluctuations and is considered to be riskier than BKLN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
12.68%
3.41%
HIGH
BKLN