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RINF vs. TUA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between RINF and TUA is 0.04, 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.


Performance

RINF vs. TUA - Performance Comparison

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

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Key characteristics

Sharpe Ratio

RINF:

0.61

TUA:

0.69

Sortino Ratio

RINF:

0.92

TUA:

1.05

Omega Ratio

RINF:

1.12

TUA:

1.13

Calmar Ratio

RINF:

0.65

TUA:

0.40

Martin Ratio

RINF:

2.39

TUA:

1.31

Ulcer Index

RINF:

2.09%

TUA:

4.75%

Daily Std Dev

RINF:

7.73%

TUA:

9.04%

Max Drawdown

RINF:

-43.45%

TUA:

-15.85%

Current Drawdown

RINF:

-0.17%

TUA:

-8.71%

Returns By Period

In the year-to-date period, RINF achieves a 1.74% return, which is significantly lower than TUA's 3.02% return.


RINF

YTD

1.74%

1M

2.35%

6M

1.82%

1Y

4.65%

3Y*

4.92%

5Y*

9.98%

10Y*

3.14%

TUA

YTD

3.02%

1M

-2.57%

6M

3.32%

1Y

6.23%

3Y*

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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RINF vs. TUA - Expense Ratio Comparison

RINF has a 0.30% expense ratio, which is higher than TUA's 0.16% expense ratio.


Risk-Adjusted Performance

RINF vs. TUA — Risk-Adjusted Performance Rank

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

RINF
The Risk-Adjusted Performance Rank of RINF is 5959
Overall Rank
The Sharpe Ratio Rank of RINF is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of RINF is 5656
Sortino Ratio Rank
The Omega Ratio Rank of RINF is 5050
Omega Ratio Rank
The Calmar Ratio Rank of RINF is 6666
Calmar Ratio Rank
The Martin Ratio Rank of RINF is 6363
Martin Ratio Rank

TUA
The Risk-Adjusted Performance Rank of TUA is 5555
Overall Rank
The Sharpe Ratio Rank of TUA is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of TUA is 6464
Sortino Ratio Rank
The Omega Ratio Rank of TUA is 5757
Omega Ratio Rank
The Calmar Ratio Rank of TUA is 4848
Calmar Ratio Rank
The Martin Ratio Rank of TUA is 4242
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.

RINF vs. TUA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Inflation Expectations ETF (RINF) 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.


The current RINF Sharpe Ratio is 0.61, which is comparable to the TUA Sharpe Ratio of 0.69. The chart below compares the historical Sharpe Ratios of RINF and TUA, 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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Dividends

RINF vs. TUA - Dividend Comparison

RINF's dividend yield for the trailing twelve months is around 4.42%, less than TUA's 4.67% yield.


TTM20242023202220212020201920182017201620152014
RINF
ProShares Inflation Expectations ETF
4.42%4.68%5.07%1.15%2.76%0.82%1.90%2.47%2.99%1.09%1.83%1.42%
TUA
Simplify Short Term Treasury Futures Strategy ETF
4.67%5.19%4.83%0.15%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

RINF vs. TUA - Drawdown Comparison

The maximum RINF drawdown since its inception was -43.45%, which is greater than TUA's maximum drawdown of -15.85%. Use the drawdown chart below to compare losses from any high point for RINF and TUA. For additional features, visit the drawdowns tool.


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Volatility

RINF vs. TUA - Volatility Comparison

The current volatility for ProShares Inflation Expectations ETF (RINF) is 2.01%, while Simplify Short Term Treasury Futures Strategy ETF (TUA) has a volatility of 2.84%. This indicates that RINF 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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