SBAR vs. ILS

Last updated Apr 1, 2026

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

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

Performance

SBAR vs. ILS - Performance Comparison

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

SBAR vs. ILS - Yearly Performance Comparison

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

Returns By Period

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

SBAR

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

ILS

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

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

SBAR vs. ILS - Expense Ratio Comparison

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

ILS

Brookmont Catastrophic Bond ETF

SBAR

Simplify Barrier Income ETF

Return for Risk

SBAR vs. ILS - Risk-Adjusted Trends Comparison

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

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

Correlation

The correlation between SBAR and ILS 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

SBAR vs. ILS - Dividend Comparison

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

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

Drawdowns

SBAR vs. ILS - Drawdown Comparison

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

Drawdown Indicators

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

Volatility

Volatility by Period

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