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SBIL vs. TUA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SBIL vs. TUA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Simplify Government Money Market ETF (SBIL) and Simplify Short Term Treasury Futures Strategy ETF (TUA). 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 1.66% return, which is significantly higher than TUA's -6.57% return.


SBIL

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

TUA

1D
-0.49%
1M
-0.93%
YTD
-6.57%
6M
-6.35%
1Y
-3.65%
3Y*
-0.34%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SBIL vs. TUA - Yearly Performance Comparison


Correlation

The correlation between SBIL and TUA is 0.09, 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

0.09

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Return for Risk

SBIL vs. TUA — 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.


TUA
TUA Risk / Return Rank: 44
Overall Rank
TUA Sharpe Ratio Rank: 55
Sharpe Ratio Rank
TUA Sortino Ratio Rank: 44
Sortino Ratio Rank
TUA Omega Ratio Rank: 44
Omega Ratio Rank
TUA Calmar Ratio Rank: 55
Calmar Ratio Rank
TUA Martin Ratio Rank: 22
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. TUA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Simplify Government Money Market ETF (SBIL) and Simplify Short Term Treasury Futures Strategy ETF (TUA). 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.


SBILTUADifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.92

Calmar ratioReturn relative to maximum drawdown

-0.50

Martin ratioReturn relative to average drawdown

-1.26

SBIL vs. TUA - Sharpe Ratio Comparison


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Drawdowns

SBIL vs. TUA - Drawdown Comparison

The maximum SBIL drawdown since its inception was -0.03%, smaller than the maximum TUA drawdown of -15.85%. Use the drawdown chart below to compare losses from any high point for SBIL and TUA.


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Drawdown Indicators


SBILTUADifference

Max Drawdown

Largest peak-to-trough decline

-0.03%

-15.85%

+15.82%

Max Drawdown (1Y)

Largest decline over 1 year

-7.37%

Max Drawdown (3Y)

Largest decline over 3 years

-9.14%

Current Drawdown

Current decline from peak

0.00%

-11.19%

+11.19%

Average Drawdown

Average peak-to-trough decline

-0.00%

-8.39%

+8.39%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.90%

Volatility

SBIL vs. TUA - Volatility Comparison


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Volatility by Period


SBILTUADifference

Volatility (1M)

Calculated over the trailing 1-month period

2.66%

Volatility (6M)

Calculated over the trailing 6-month period

5.26%

Volatility (1Y)

Calculated over the trailing 1-year period

0.27%

7.02%

-6.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.27%

10.76%

-10.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.27%

10.76%

-10.49%

SBIL vs. TUA - Expense Ratio Comparison

SBIL has a 0.15% expense ratio, which is lower than TUA's 0.16% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

SBIL vs. TUA - Dividend Comparison

SBIL's dividend yield for the trailing twelve months is around 3.25%, less than TUA's 3.60% yield.


PositionTTM2025202420232022
SBIL
Simplify Government Money Market ETF
3.25%1.79%0.00%0.00%0.00%
TUA
Simplify Short Term Treasury Futures Strategy ETF
3.60%3.84%5.19%4.83%0.15%

Frequently Asked Questions


SBIL and TUA have a correlation of 0.09, 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 0.16% for TUA.

TUA has the higher dividend yield at 3.60%, compared with 3.25% for SBIL.

SBIL is categorized as Money Market, while TUA is Intermediate Core Bond. Their fees differ too: 0.15% for SBIL and 0.16% for TUA.

Portfolio Optimizer

Find the right allocation for SBIL and TUA

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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