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

Performance

SBIL vs. LSAT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Simplify Government Money Market ETF (SBIL) and Leadershares Alphafactor Tactical Focused ETF (LSAT). 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 1.66% return, which is significantly lower than LSAT's 9.79% return.


SBIL

1D
0.00%
1M
0.24%
YTD
1.66%
6M
1.74%
1Y
3Y*
5Y*
10Y*

LSAT

1D
-0.23%
1M
-0.48%
YTD
9.79%
6M
8.01%
1Y
10.52%
3Y*
11.86%
5Y*
6.45%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SBIL vs. LSAT - Yearly Performance Comparison


Correlation

The correlation between SBIL and LSAT is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
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. LSAT — Risk / Return Rank

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

SBIL

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


LSAT
LSAT Risk / Return Rank: 2424
Overall Rank
LSAT Sharpe Ratio Rank: 2424
Sharpe Ratio Rank
LSAT Sortino Ratio Rank: 2424
Sortino Ratio Rank
LSAT Omega Ratio Rank: 2121
Omega Ratio Rank
LSAT Calmar Ratio Rank: 2828
Calmar Ratio Rank
LSAT Martin Ratio Rank: 2424
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. LSAT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Simplify Government Money Market ETF (SBIL) and Leadershares Alphafactor Tactical Focused ETF (LSAT). 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.


SBILLSATDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.14

Calmar ratioReturn relative to maximum drawdown

1.33

Martin ratioReturn relative to average drawdown

3.12

SBIL vs. LSAT - Sharpe Ratio Comparison


Loading charts...

Drawdowns

SBIL vs. LSAT - Drawdown Comparison

The maximum SBIL drawdown since its inception was -0.03%, smaller than the maximum LSAT drawdown of -20.48%. Use the drawdown chart below to compare losses from any high point for SBIL and LSAT.


Loading charts...

Drawdown Indicators


SBILLSATDifference

Max Drawdown

Largest peak-to-trough decline

-0.03%

-20.48%

+20.45%

Max Drawdown (1Y)

Largest decline over 1 year

-7.94%

Max Drawdown (3Y)

Largest decline over 3 years

-18.25%

Max Drawdown (5Y)

Largest decline over 5 years

-20.48%

Current Drawdown

Current decline from peak

0.00%

-1.96%

+1.96%

Average Drawdown

Average peak-to-trough decline

-0.00%

-5.51%

+5.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.38%

Volatility

SBIL vs. LSAT - Volatility Comparison


Loading charts...

Volatility by Period


SBILLSATDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.34%

Volatility (6M)

Calculated over the trailing 6-month period

9.37%

Volatility (1Y)

Calculated over the trailing 1-year period

0.27%

12.91%

-12.64%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.27%

16.25%

-15.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.27%

16.75%

-16.48%

SBIL vs. LSAT - Expense Ratio Comparison

SBIL has a 0.15% expense ratio, which is lower than LSAT's 0.99% expense ratio.


Dividends

SBIL vs. LSAT - Dividend Comparison

SBIL's dividend yield for the trailing twelve months is around 3.25%, more than LSAT's 1.73% yield.


PositionTTM202520242023202220212020
LSAT
Leadershares Alphafactor Tactical Focused ETF
1.73%1.90%1.31%1.85%0.36%3.44%0.30%
SBIL
Simplify Government Money Market ETF
3.25%1.79%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SBIL and LSAT 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.

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 0.99% for LSAT.

SBIL has the higher dividend yield at 3.25%, compared with 1.73% for LSAT.

They also come from different issuers: Simplify and Redwood. Their fees differ too: 0.15% for SBIL and 0.99% for LSAT.

Portfolio Optimizer

Find the right allocation for SBIL and LSAT

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