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SBIL vs. FOXY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SBIL vs. FOXY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Simplify Government Money Market ETF (SBIL) and Simplify Currency Strategy ETF (FOXY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SBIL achieves a 1.51% return, which is significantly lower than FOXY's 11.24% return.


SBIL

1D
0.02%
1M
0.31%
YTD
1.51%
6M
1.81%
1Y
3Y*
5Y*
10Y*

FOXY

1D
-0.31%
1M
1.36%
YTD
11.24%
6M
7.77%
1Y
22.40%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SBIL vs. FOXY - Yearly Performance Comparison


Correlation

The correlation between SBIL and FOXY is -0.11, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jul 16, 2025

-0.11

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Return for Risk

SBIL vs. FOXY — Risk / Return Rank

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

SBIL

FOXY
FOXY Risk / Return Rank: 7474
Overall Rank
FOXY Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
FOXY Sortino Ratio Rank: 7373
Sortino Ratio Rank
FOXY Omega Ratio Rank: 6666
Omega Ratio Rank
FOXY Calmar Ratio Rank: 8989
Calmar Ratio Rank
FOXY Martin Ratio Rank: 7777
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.

SBIL vs. FOXY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Simplify Government Money Market ETF (SBIL) and Simplify Currency Strategy ETF (FOXY). 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.

SBIL vs. FOXY - Sharpe Ratio Comparison


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Sharpe Ratios by Period


SBILFOXYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.25

Sharpe Ratio (All Time)

Calculated using the full available price history

14.15

1.35

+12.79

Drawdowns

SBIL vs. FOXY - Drawdown Comparison

The maximum SBIL drawdown since its inception was -0.03%, smaller than the maximum FOXY drawdown of -13.09%. Use the drawdown chart below to compare losses from any high point for SBIL and FOXY.


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Drawdown Indicators


SBILFOXYDifference

Max Drawdown

Largest peak-to-trough decline

-0.03%

-13.09%

+13.06%

Max Drawdown (1Y)

Largest decline over 1 year

-4.32%

Current Drawdown

Current decline from peak

0.00%

-1.59%

+1.59%

Average Drawdown

Average peak-to-trough decline

-0.00%

-2.12%

+2.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.54%

Volatility

SBIL vs. FOXY - Volatility Comparison


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Volatility by Period


SBILFOXYDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.17%

Volatility (6M)

Calculated over the trailing 6-month period

7.42%

Volatility (1Y)

Calculated over the trailing 1-year period

0.28%

10.00%

-9.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.28%

15.09%

-14.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.28%

15.09%

-14.81%

SBIL vs. FOXY - Expense Ratio Comparison

SBIL has a 0.15% expense ratio, which is lower than FOXY's 0.81% expense ratio.


Dividends

SBIL vs. FOXY - Dividend Comparison

SBIL's dividend yield for the trailing twelve months is around 3.26%, less than FOXY's 8.16% yield.


Frequently Asked Questions


SBIL and FOXY have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SBIL is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SBIL is cheaper with a 0.15% expense ratio, compared with 0.81% for FOXY.

FOXY has the higher dividend yield at 8.16%, compared with 3.26% for SBIL.

SBIL is categorized as Money Market, while FOXY is Leveraged Currency. Their fees differ too: 0.15% for SBIL and 0.81% for FOXY.

Portfolio Optimizer

Find the right allocation for SBIL and FOXY

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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