SPD vs. RYLD

In the year-to-date period, SPD achieves a 5.14% return, which is significantly higher than RYLD's -6.83% return.

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SPD has a 0.28% expense ratio, which is lower than RYLD's 0.60% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Simplify US Equity PLUS Downside Convexity ETF (SPD) and Global X Russell 2000 Covered Call ETF (RYLD). 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.

The current SPD Sharpe Ratio is 0.60, which is higher than the RYLD Sharpe Ratio of -0.01. The chart below compares the historical Sharpe Ratios of SPD and RYLD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

SPD's dividend yield for the trailing twelve months is around 1.03%, less than RYLD's 13.23% yield.

The maximum SPD drawdown since its inception was -27.38%, smaller than the maximum RYLD drawdown of -41.53%. Use the drawdown chart below to compare losses from any high point for SPD and RYLD. For additional features, visit the drawdowns tool.

Simplify US Equity PLUS Downside Convexity ETF (SPD) has a higher volatility of 7.02% compared to Global X Russell 2000 Covered Call ETF (RYLD) at 5.46%. This indicates that SPD's price experiences larger fluctuations and is considered to be riskier than RYLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.