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SBAR vs. ANGL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SBAR vs. ANGL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Simplify Barrier Income ETF (SBAR) and VanEck Vectors Fallen Angel High Yield Bond ETF (ANGL). The values are adjusted to include any dividend payments, if applicable.

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SBAR vs. ANGL - Yearly Performance Comparison


Returns By Period

In the year-to-date period, SBAR achieves a -3.29% return, which is significantly lower than ANGL's -1.20% return.


SBAR

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

ANGL

1D
1.06%
1M
-2.61%
YTD
-1.20%
6M
-0.35%
1Y
5.95%
3Y*
7.14%
5Y*
3.18%
10Y*
6.66%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SBAR vs. ANGL - Expense Ratio Comparison

SBAR has a 0.75% expense ratio, which is higher than ANGL's 0.35% expense ratio.


Return for Risk

SBAR vs. ANGL — Risk / Return Rank

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

SBAR

ANGL
ANGL Risk / Return Rank: 5454
Overall Rank
ANGL Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
ANGL Sortino Ratio Rank: 5151
Sortino Ratio Rank
ANGL Omega Ratio Rank: 6262
Omega Ratio Rank
ANGL Calmar Ratio Rank: 4848
Calmar Ratio Rank
ANGL Martin Ratio Rank: 5353
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.

SBAR vs. ANGL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Simplify Barrier Income ETF (SBAR) and VanEck Vectors Fallen Angel High Yield Bond ETF (ANGL). 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.

SBAR vs. ANGL - Sharpe Ratio Comparison


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Sharpe Ratios by Period


SBARANGLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.92

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.72

Sharpe Ratio (All Time)

Calculated using the full available price history

1.05

0.72

+0.33

Correlation

The correlation between SBAR and ANGL is 0.52, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

SBAR vs. ANGL - Dividend Comparison

SBAR's dividend yield for the trailing twelve months is around 12.31%, more than ANGL's 6.37% yield.


TTM20252024202320222021202020192018201720162015
SBAR
Simplify Barrier Income ETF
12.31%8.56%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ANGL
VanEck Vectors Fallen Angel High Yield Bond ETF
6.37%6.20%6.29%5.27%4.72%3.90%4.67%5.19%5.99%5.25%5.34%5.81%

Drawdowns

SBAR vs. ANGL - Drawdown Comparison

The maximum SBAR drawdown since its inception was -5.32%, smaller than the maximum ANGL drawdown of -29.31%. Use the drawdown chart below to compare losses from any high point for SBAR and ANGL.


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Drawdown Indicators


SBARANGLDifference

Max Drawdown

Largest peak-to-trough decline

-5.32%

-29.31%

+23.99%

Max Drawdown (1Y)

Largest decline over 1 year

-5.28%

Max Drawdown (5Y)

Largest decline over 5 years

-19.25%

Max Drawdown (10Y)

Largest decline over 10 years

-29.31%

Current Drawdown

Current decline from peak

-4.39%

-3.00%

-1.39%

Average Drawdown

Average peak-to-trough decline

-0.94%

-3.33%

+2.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.27%

Volatility

SBAR vs. ANGL - Volatility Comparison


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Volatility by Period


SBARANGLDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.59%

Volatility (6M)

Calculated over the trailing 6-month period

3.34%

Volatility (1Y)

Calculated over the trailing 1-year period

10.15%

6.51%

+3.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.15%

7.60%

+2.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.15%

9.30%

+0.85%