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IBGA vs. TUA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IBGA vs. TUA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares iBonds Dec 2044 Term Treasury ETF (IBGA) and Simplify Short Term Treasury Futures Strategy ETF (TUA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IBGA achieves a 0.45% return, which is significantly higher than TUA's -6.11% return.


IBGA

1D
0.16%
1M
1.86%
YTD
0.45%
6M
0.38%
1Y
4.16%
3Y*
5Y*
10Y*

TUA

1D
0.49%
1M
-0.44%
YTD
-6.11%
6M
-5.54%
1Y
-3.80%
3Y*
-0.18%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IBGA vs. TUA - Yearly Performance Comparison


Correlation

The correlation between IBGA and TUA is 0.72, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.72

Correlation (All Time)
Calculated using the full available price history since Jun 12, 2024

0.68

The correlation between IBGA and TUA has been stable across timeframes, ranging from 0.68 to 0.72 - a consistent structural relationship.

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Return for Risk

IBGA vs. TUA — Risk / Return Rank

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

IBGA
IBGA Risk / Return Rank: 1616
Overall Rank
IBGA Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
IBGA Sortino Ratio Rank: 1616
Sortino Ratio Rank
IBGA Omega Ratio Rank: 1515
Omega Ratio Rank
IBGA Calmar Ratio Rank: 1717
Calmar Ratio Rank
IBGA Martin Ratio Rank: 1717
Martin Ratio Rank

TUA
TUA Risk / Return Rank: 44
Overall Rank
TUA Sharpe Ratio Rank: 55
Sharpe Ratio Rank
TUA Sortino Ratio Rank: 44
Sortino Ratio Rank
TUA Omega Ratio Rank: 44
Omega Ratio Rank
TUA Calmar Ratio Rank: 55
Calmar Ratio Rank
TUA Martin Ratio Rank: 22
Martin Ratio Rank
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.

IBGA vs. TUA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares iBonds Dec 2044 Term Treasury ETF (IBGA) and Simplify Short Term Treasury Futures Strategy ETF (TUA). 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.


IBGATUADifference
Sharpe ratioReturn per unit of total volatility

+1.07

Sortino ratioReturn per unit of downside risk

+1.53

Omega ratioGain probability vs. loss probability

1.09

0.92

+0.18

Calmar ratioReturn relative to maximum drawdown

0.63

-0.52

+1.15

Martin ratioReturn relative to average drawdown

1.64

-1.30

+2.94

IBGA vs. TUA - Sharpe Ratio Comparison

The current IBGA Sharpe Ratio is 0.52, which is higher than the TUA Sharpe Ratio of -0.54. The chart below compares the historical Sharpe Ratios of IBGA and TUA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

IBGA vs. TUA - Drawdown Comparison

The maximum IBGA drawdown since its inception was -11.69%, smaller than the maximum TUA drawdown of -15.85%. Use the drawdown chart below to compare losses from any high point for IBGA and TUA.


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Drawdown Indicators


IBGATUADifference

Max Drawdown

Largest peak-to-trough decline

-11.69%

-15.85%

+4.16%

Max Drawdown (1Y)

Largest decline over 1 year

-6.60%

-7.37%

+0.77%

Max Drawdown (3Y)

Largest decline over 3 years

-9.14%

Current Drawdown

Current decline from peak

-3.88%

-10.75%

+6.87%

Average Drawdown

Average peak-to-trough decline

-5.02%

-8.39%

+3.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.54%

2.93%

-0.39%

Volatility

IBGA vs. TUA - Volatility Comparison

The current volatility for iShares iBonds Dec 2044 Term Treasury ETF (IBGA) is 1.97%, while Simplify Short Term Treasury Futures Strategy ETF (TUA) has a volatility of 2.72%. This indicates that IBGA experiences smaller price fluctuations and is considered to be less risky than TUA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IBGATUADifference

Volatility (1M)

Calculated over the trailing 1-month period

1.97%

2.72%

-0.75%

Volatility (6M)

Calculated over the trailing 6-month period

5.80%

5.28%

+0.52%

Volatility (1Y)

Calculated over the trailing 1-year period

8.00%

7.03%

+0.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.82%

10.75%

-0.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.82%

10.75%

-0.93%

IBGA vs. TUA - Expense Ratio Comparison

IBGA has a 0.07% expense ratio, which is lower than TUA's 0.16% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

IBGA vs. TUA - Dividend Comparison

IBGA's dividend yield for the trailing twelve months is around 4.62%, more than TUA's 3.58% yield.


PositionTTM2025202420232022
IBGA
iShares iBonds Dec 2044 Term Treasury ETF
4.62%4.49%2.03%0.00%0.00%
TUA
Simplify Short Term Treasury Futures Strategy ETF
3.58%3.84%5.19%4.83%0.15%

Frequently Asked Questions


IBGA and TUA have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TUA has higher volatility (2.72%) compared to IBGA (1.97%). In terms of maximum drawdown, IBGA dropped -11.69% vs TUA's -15.85%.

On 1-year performance, IBGA leads with 4.16% vs -3.80% for TUA. On fees, IBGA is cheaper at 0.07% per year. On volatility, IBGA has been the lower-risk option at 1.97%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, IBGA has performed better with a 4.16% return vs -3.80%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IBGA is cheaper with a 0.07% expense ratio, compared with 0.16% for TUA.

IBGA has the higher dividend yield at 4.62%, compared with 3.58% for TUA.

They also come from different issuers: iShares and Simplify. Their fees differ too: 0.07% for IBGA and 0.16% for TUA.

IBGA currently has the higher Sharpe Ratio (0.52 vs -0.54), 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.

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