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MTBA vs. IBTK
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

MTBA vs. IBTK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Simplify MBS ETF (MTBA) and iShares iBonds Dec 2030 Term Treasury ETF (IBTK). The values are adjusted to include any dividend payments, if applicable.

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MTBA vs. IBTK - Yearly Performance Comparison


2026 (YTD)202520242023
MTBA
Simplify MBS ETF
-0.43%7.74%1.99%3.64%
IBTK
iShares iBonds Dec 2030 Term Treasury ETF
-0.04%7.41%1.18%4.94%

Returns By Period

In the year-to-date period, MTBA achieves a -0.43% return, which is significantly lower than IBTK's -0.04% return.


MTBA

1D
0.28%
1M
-1.80%
YTD
-0.43%
6M
1.22%
1Y
4.74%
3Y*
5Y*
10Y*

IBTK

1D
0.08%
1M
-1.44%
YTD
-0.04%
6M
1.05%
1Y
4.16%
3Y*
2.95%
5Y*
-0.19%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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MTBA vs. IBTK - Expense Ratio Comparison

MTBA has a 0.15% expense ratio, which is higher than IBTK's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Return for Risk

MTBA vs. IBTK — Risk / Return Rank

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

MTBA
MTBA Risk / Return Rank: 7676
Overall Rank
MTBA Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
MTBA Sortino Ratio Rank: 7979
Sortino Ratio Rank
MTBA Omega Ratio Rank: 7575
Omega Ratio Rank
MTBA Calmar Ratio Rank: 7373
Calmar Ratio Rank
MTBA Martin Ratio Rank: 7474
Martin Ratio Rank

IBTK
IBTK Risk / Return Rank: 6666
Overall Rank
IBTK Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
IBTK Sortino Ratio Rank: 6969
Sortino Ratio Rank
IBTK Omega Ratio Rank: 5656
Omega Ratio Rank
IBTK Calmar Ratio Rank: 7777
Calmar Ratio Rank
IBTK Martin Ratio Rank: 6262
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.

MTBA vs. IBTK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Simplify MBS ETF (MTBA) and iShares iBonds Dec 2030 Term Treasury ETF (IBTK). 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.


MTBAIBTKDifference

Sharpe ratio

Return per unit of total volatility

1.43

1.16

+0.27

Sortino ratio

Return per unit of downside risk

1.97

1.75

+0.22

Omega ratio

Gain probability vs. loss probability

1.27

1.21

+0.06

Calmar ratio

Return relative to maximum drawdown

1.80

2.05

-0.25

Martin ratio

Return relative to average drawdown

7.36

6.14

+1.22

MTBA vs. IBTK - Sharpe Ratio Comparison

The current MTBA Sharpe Ratio is 1.43, which is comparable to the IBTK Sharpe Ratio of 1.16. The chart below compares the historical Sharpe Ratios of MTBA and IBTK, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


MTBAIBTKDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.43

1.16

+0.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

1.37

-0.01

+1.38

Correlation

The correlation between MTBA and IBTK is 0.87, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

MTBA vs. IBTK - Dividend Comparison

MTBA's dividend yield for the trailing twelve months is around 6.08%, more than IBTK's 3.79% yield.


TTM202520242023202220212020
MTBA
Simplify MBS ETF
6.08%5.98%6.03%0.48%0.00%0.00%0.00%
IBTK
iShares iBonds Dec 2030 Term Treasury ETF
3.79%3.79%3.93%3.05%2.27%0.84%0.26%

Drawdowns

MTBA vs. IBTK - Drawdown Comparison

The maximum MTBA drawdown since its inception was -3.48%, smaller than the maximum IBTK drawdown of -86.47%. Use the drawdown chart below to compare losses from any high point for MTBA and IBTK.


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Drawdown Indicators


MTBAIBTKDifference

Max Drawdown

Largest peak-to-trough decline

-3.48%

-86.47%

+82.99%

Max Drawdown (1Y)

Largest decline over 1 year

-2.69%

-2.11%

-0.58%

Max Drawdown (5Y)

Largest decline over 5 years

-19.22%

Current Drawdown

Current decline from peak

-1.80%

-9.59%

+7.79%

Average Drawdown

Average peak-to-trough decline

-0.74%

-12.72%

+11.98%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.66%

0.70%

-0.04%

Volatility

MTBA vs. IBTK - Volatility Comparison

Simplify MBS ETF (MTBA) has a higher volatility of 1.65% compared to iShares iBonds Dec 2030 Term Treasury ETF (IBTK) at 1.20%. This indicates that MTBA's price experiences larger fluctuations and is considered to be riskier than IBTK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MTBAIBTKDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.65%

1.20%

+0.45%

Volatility (6M)

Calculated over the trailing 6-month period

2.09%

2.03%

+0.06%

Volatility (1Y)

Calculated over the trailing 1-year period

3.33%

3.62%

-0.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

3.97%

6.79%

-2.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

3.97%

262.91%

-258.94%