ILS vs. SBAR

Last updated Apr 1, 2026

Compare and contrast key facts about Brookmont Catastrophic Bond ETF (ILS) and Simplify Barrier Income ETF (SBAR).

ILS and SBAR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. ILS is an actively managed fund by Brookmont. It was launched on Mar 31, 2025. SBAR is an actively managed fund by Simplify. It was launched on Apr 14, 2025.

Performance

ILS vs. SBAR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Brookmont Catastrophic Bond ETF (ILS) and Simplify Barrier Income ETF (SBAR). The values are adjusted to include any dividend payments, if applicable.

ILS vs. SBAR - Yearly Performance Comparison

	2026 (YTD)	2025
ILS Brookmont Catastrophic Bond ETF	1.04%	5.76%
SBAR Simplify Barrier Income ETF	-3.29%	13.80%

Returns By Period

In the year-to-date period, ILS achieves a 1.04% return, which is significantly higher than SBAR's -3.29% return.

ILS

• 1D: 0.10%
• 1M: 0.27%
• YTD: 1.04%
• 6M: 2.11%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

SBAR

• 1D: 0.99%
• 1M: -3.40%
• YTD: -3.29%
• 6M: -0.50%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

ILS vs. SBAR - Expense Ratio Comparison

ILS has a 1.58% expense ratio, which is higher than SBAR's 0.75% expense ratio.

ILS

Brookmont Catastrophic Bond ETF

SBAR

Simplify Barrier Income ETF

Return for Risk

ILS vs. SBAR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Brookmont Catastrophic Bond ETF (ILS) and Simplify Barrier Income ETF (SBAR). 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.

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

Sharpe Ratios by Period

	ILS	SBAR	Difference
Sharpe Ratio (All Time) Calculated using the full available price history	1.92	1.05	+0.87

Correlation

The correlation between ILS and SBAR is 0.06, 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.

Dividends

ILS vs. SBAR - Dividend Comparison

ILS's dividend yield for the trailing twelve months is around 8.15%, less than SBAR's 12.31% yield.

	TTM	2025
ILS Brookmont Catastrophic Bond ETF	8.15%	6.06%
SBAR Simplify Barrier Income ETF	12.31%	8.56%

Drawdowns

ILS vs. SBAR - Drawdown Comparison

The maximum ILS drawdown since its inception was -1.56%, smaller than the maximum SBAR drawdown of -5.32%. Use the drawdown chart below to compare losses from any high point for ILS and SBAR.

Drawdown Indicators

	ILS	SBAR	Difference
Max Drawdown Largest peak-to-trough decline	-1.56%	-5.32%	+3.76%
Current Drawdown Current decline from peak	0.00%	-4.39%	+4.39%
Average Drawdown Average peak-to-trough decline	-0.28%	-0.94%	+0.66%

Volatility

Volatility by Period

	ILS	SBAR	Difference
Volatility (1Y) Calculated over the trailing 1-year period	3.53%	10.15%	-6.62%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	3.53%	10.15%	-6.62%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	3.53%	10.15%	-6.62%