PortfoliosLab logoPortfoliosLab logo
SBIL vs. FTGC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SBIL vs. FTGC - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, SBIL achieves a 2.09% return, which is significantly lower than FTGC's 27.22% return.


SBIL

1D
0.02%
1M
0.31%
6M
1.75%
YTD
2.09%
1Y
3.85%
3Y*
5Y*
10Y*
ALL TIME*
3.84%

FTGC

1D
0.03%
1M
6.75%
6M
16.44%
YTD
27.22%
1Y
39.60%
3Y*
14.53%
5Y*
12.93%
10Y*
8.01%
ALL TIME*
3.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$15.55M$14.47M$23.37M
$31.14M$24.02M$26.67M

SBIL vs. FTGC - Yearly Performance Comparison


Correlation

The correlation between SBIL and FTGC is -0.07, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.07

Correlation (All Time)
Calculated using the full available price history since Jul 15, 2025

-0.07

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

SBIL vs. FTGC — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

SBIL
SBIL Risk / Return Rank: 100100
Overall Rank
SBIL Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
SBIL Sortino Ratio Rank: 100100
Sortino Ratio Rank
SBIL Omega Ratio Rank: 100100
Omega Ratio Rank
SBIL Calmar Ratio Rank: 100100
Calmar Ratio Rank
SBIL Martin Ratio Rank: 100100
Martin Ratio Rank

FTGC
FTGC Risk / Return Rank: 8787
Overall Rank
FTGC Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
FTGC Sortino Ratio Rank: 9191
Sortino Ratio Rank
FTGC Omega Ratio Rank: 9191
Omega Ratio Rank
FTGC Calmar Ratio Rank: 8484
Calmar Ratio Rank
FTGC Martin Ratio Rank: 8080
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

SBIL vs. FTGC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Simplify Government Money Market ETF (SBIL) and First Trust Global Tactical Commodity Strategy Fund (FTGC). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SBILFTGCDifference
Sharpe ratioReturn per unit of total volatility

+12.64

Sortino ratioReturn per unit of downside risk

+55.16

Omega ratioGain probability vs. loss probability

12.98

1.42

+11.55

Calmar ratioReturn relative to maximum drawdown

154.53

3.14

+151.40

Martin ratioReturn relative to average drawdown

868.15

10.32

+857.82

SBIL vs. FTGC - Sharpe Ratio Comparison

The current SBIL Sharpe Ratio is 15.08, which is higher than the FTGC Sharpe Ratio of 2.44. The chart below compares the historical Sharpe Ratios of SBIL and FTGC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

SBIL vs. FTGC - Drawdown Comparison

The maximum SBIL drawdown since its inception was -0.03%, smaller than the maximum FTGC drawdown of -59.47%. Use the drawdown chart below to compare losses from any high point for SBIL and FTGC.


Loading charts...

Drawdown Indicators


SBILFTGCDifference

Max Drawdown

Largest peak-to-trough decline

-0.03%

-59.47%

+59.44%

Max Drawdown (1Y)

Largest decline over 1 year

-0.02%

-12.34%

+12.32%

Max Drawdown (3Y)

Largest decline over 3 years

-12.34%

Max Drawdown (5Y)

Largest decline over 5 years

-22.64%

Max Drawdown (10Y)

Largest decline over 10 years

-35.91%

Current Drawdown

Current decline from peak

0.00%

-4.60%

+4.60%

Average Drawdown

Average peak-to-trough decline

0.00%

-27.17%

+27.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

3.75%

-3.75%

Volatility

SBIL vs. FTGC - Volatility Comparison

The current volatility for Simplify Government Money Market ETF (SBIL) is 0.05%, while First Trust Global Tactical Commodity Strategy Fund (FTGC) has a volatility of 4.34%. This indicates that SBIL experiences smaller price fluctuations and is considered to be less risky than FTGC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


SBILFTGCDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.05%

4.34%

-4.29%

Volatility (6M)

Calculated over the trailing 6-month period

0.18%

13.35%

-13.17%

Volatility (1Y)

Calculated over the trailing 1-year period

0.26%

15.87%

-15.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.26%

15.71%

-15.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.26%

14.73%

-14.47%

SBIL vs. FTGC - Expense Ratio Comparison

SBIL has a 0.15% expense ratio, which is lower than FTGC's 0.95% expense ratio.


Dividends

SBIL vs. FTGC - Dividend Comparison

SBIL's dividend yield for the trailing twelve months is around 3.87%, less than FTGC's 15.23% yield.


PositionTTM202520242023202220212020201920182017
FTGC
First Trust Global Tactical Commodity Strategy Fund
15.23%17.74%3.05%3.34%10.35%7.21%0.00%0.81%0.80%1.21%
SBIL
Simplify Government Money Market ETF
3.87%1.79%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SBIL and FTGC have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FTGC has higher volatility (4.34%) compared to SBIL (0.05%). In terms of maximum drawdown, SBIL dropped -0.03% vs FTGC's -59.47%.

On 1-year performance, FTGC leads with 39.60% vs 3.85% for SBIL. On fees, SBIL is cheaper at 0.15% per year. On volatility, SBIL has been the lower-risk option at 0.05%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, FTGC has performed better with a 39.60% return vs 3.85%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SBIL is cheaper with a 0.15% expense ratio, compared with 0.95% for FTGC.

FTGC has the higher dividend yield at 15.23%, compared with 3.87% for SBIL.

SBIL is categorized as Money Market, while FTGC is Commodities. They also come from different issuers: Simplify and First Trust. Their fees differ too: 0.15% for SBIL and 0.95% for FTGC.

SBIL currently has the higher Sharpe Ratio (15.08 vs 2.44), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for SBIL and FTGC

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

Open Portfolio Optimizer