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SLJY vs. YGLD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SLJY vs. YGLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amplify SILJ Covered Call ETF (SLJY) and Simplify Gold Strategy PLUS Income ETF (YGLD). The values are adjusted to include any dividend payments, if applicable.

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SLJY vs. YGLD - Yearly Performance Comparison


2026 (YTD)2025
SLJY
Amplify SILJ Covered Call ETF
8.36%43.38%
YGLD
Simplify Gold Strategy PLUS Income ETF
-1.29%38.74%

Returns By Period

In the year-to-date period, SLJY achieves a 8.36% return, which is significantly higher than YGLD's -1.29% return.


SLJY

1D
7.76%
1M
-21.18%
YTD
8.36%
6M
27.06%
1Y
3Y*
5Y*
10Y*

YGLD

1D
4.23%
1M
-23.15%
YTD
-1.29%
6M
10.04%
1Y
59.63%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SLJY vs. YGLD - Expense Ratio Comparison

SLJY has a 0.75% expense ratio, which is higher than YGLD's 0.50% expense ratio.


Return for Risk

SLJY vs. YGLD — Risk / Return Rank

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

SLJY

YGLD
YGLD Risk / Return Rank: 7474
Overall Rank
YGLD Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
YGLD Sortino Ratio Rank: 7474
Sortino Ratio Rank
YGLD Omega Ratio Rank: 7373
Omega Ratio Rank
YGLD Calmar Ratio Rank: 7373
Calmar Ratio Rank
YGLD Martin Ratio Rank: 7171
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.

SLJY vs. YGLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplify SILJ Covered Call ETF (SLJY) and Simplify Gold Strategy PLUS Income ETF (YGLD). 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.

SLJY vs. YGLD - Sharpe Ratio Comparison


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Sharpe Ratios by Period


SLJYYGLDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.37

Sharpe Ratio (All Time)

Calculated using the full available price history

2.07

1.52

+0.55

Correlation

The correlation between SLJY and YGLD is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

SLJY vs. YGLD - Dividend Comparison

SLJY's dividend yield for the trailing twelve months is around 12.01%, less than YGLD's 15.70% yield.


Drawdowns

SLJY vs. YGLD - Drawdown Comparison

The maximum SLJY drawdown since its inception was -30.60%, smaller than the maximum YGLD drawdown of -34.23%. Use the drawdown chart below to compare losses from any high point for SLJY and YGLD.


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Drawdown Indicators


SLJYYGLDDifference

Max Drawdown

Largest peak-to-trough decline

-30.60%

-34.23%

+3.63%

Max Drawdown (1Y)

Largest decline over 1 year

-34.23%

Current Drawdown

Current decline from peak

-21.18%

-28.77%

+7.59%

Average Drawdown

Average peak-to-trough decline

-6.81%

-5.15%

-1.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.86%

Volatility

SLJY vs. YGLD - Volatility Comparison


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Volatility by Period


SLJYYGLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.51%

Volatility (6M)

Calculated over the trailing 6-month period

36.91%

Volatility (1Y)

Calculated over the trailing 1-year period

51.23%

43.67%

+7.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

51.23%

40.12%

+11.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

51.23%

40.12%

+11.11%