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SPD vs. SGOV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPD vs. SGOV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Simplify US Equity PLUS Downside Convexity ETF (SPD) and iShares 0-3 Month Treasury Bond ETF (SGOV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SPD achieves a 4.76% return, which is significantly higher than SGOV's 1.71% return.


SPD

1D
-1.37%
1M
-0.72%
YTD
4.76%
6M
3.47%
1Y
13.81%
3Y*
16.57%
5Y*
7.86%
10Y*

SGOV

1D
0.01%
1M
0.28%
YTD
1.71%
6M
1.80%
1Y
3.92%
3Y*
4.68%
5Y*
3.58%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPD vs. SGOV - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
SPD
Simplify US Equity PLUS Downside Convexity ETF
4.76%18.86%17.49%20.94%-25.96%24.81%8.06%
SGOV
iShares 0-3 Month Treasury Bond ETF
1.71%4.24%5.27%5.12%1.58%0.04%0.02%

Correlation

The correlation between SPD and SGOV is -0.11, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.11

Correlation (3Y)
Calculated over the trailing 3-year period

0.00

Correlation (5Y)
Calculated over the trailing 5-year period

0.03

Correlation (All Time)
Calculated using the full available price history since Sep 4, 2020

0.01

The correlation between SPD and SGOV shifts across timeframes, from -0.11 (1 year) to 0.03 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

SPD vs. SGOV — Risk / Return Rank

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

SPD
SPD Risk / Return Rank: 2828
Overall Rank
SPD Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
SPD Sortino Ratio Rank: 2929
Sortino Ratio Rank
SPD Omega Ratio Rank: 2727
Omega Ratio Rank
SPD Calmar Ratio Rank: 2525
Calmar Ratio Rank
SPD Martin Ratio Rank: 2727
Martin Ratio Rank

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

SPD vs. SGOV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Simplify US Equity PLUS Downside Convexity ETF (SPD) and iShares 0-3 Month Treasury Bond ETF (SGOV). 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.


SPDSGOVDifference
Sharpe ratioReturn per unit of total volatility

-19.31

Sortino ratioReturn per unit of downside risk

-272.05

Omega ratioGain probability vs. loss probability

1.18

194.05

-192.87

Calmar ratioReturn relative to maximum drawdown

1.17

395.07

-393.90

Martin ratioReturn relative to average drawdown

3.60

4,426.92

-4,423.32

SPD vs. SGOV - Sharpe Ratio Comparison

The current SPD Sharpe Ratio is 1.02, which is lower than the SGOV Sharpe Ratio of 20.32. The chart below compares the historical Sharpe Ratios of SPD and SGOV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

SPD vs. SGOV - Drawdown Comparison

The maximum SPD drawdown since its inception was -27.38%, which is greater than SGOV's maximum drawdown of -0.03%. Use the drawdown chart below to compare losses from any high point for SPD and SGOV.


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Drawdown Indicators


SPDSGOVDifference

Max Drawdown

Largest peak-to-trough decline

-27.38%

-0.03%

-27.35%

Max Drawdown (1Y)

Largest decline over 1 year

-11.90%

-0.01%

-11.89%

Max Drawdown (3Y)

Largest decline over 3 years

-15.18%

-0.01%

-15.17%

Max Drawdown (5Y)

Largest decline over 5 years

-27.38%

-0.03%

-27.35%

Current Drawdown

Current decline from peak

-2.50%

0.00%

-2.50%

Average Drawdown

Average peak-to-trough decline

-7.67%

-0.00%

-7.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.84%

0.00%

+3.84%

Volatility

SPD vs. SGOV - Volatility Comparison

Simplify US Equity PLUS Downside Convexity ETF (SPD) has a higher volatility of 4.70% compared to iShares 0-3 Month Treasury Bond ETF (SGOV) at 0.06%. This indicates that SPD's price experiences larger fluctuations and is considered to be riskier than SGOV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SPDSGOVDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.70%

0.06%

+4.64%

Volatility (6M)

Calculated over the trailing 6-month period

9.40%

0.13%

+9.27%

Volatility (1Y)

Calculated over the trailing 1-year period

13.65%

0.19%

+13.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.14%

0.24%

+15.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.01%

0.24%

+15.77%

SPD vs. SGOV - Expense Ratio Comparison

SPD has a 0.53% expense ratio, which is higher than SGOV's 0.09% expense ratio.


Dividends

SPD vs. SGOV - Dividend Comparison

SPD's dividend yield for the trailing twelve months is around 0.98%, less than SGOV's 3.85% yield.


PositionTTM202520242023202220212020
SGOV
iShares 0-3 Month Treasury Bond ETF
3.85%4.10%5.10%4.87%1.45%0.03%0.05%
SPD
Simplify US Equity PLUS Downside Convexity ETF
0.98%0.97%1.14%1.91%1.64%0.88%0.43%

Frequently Asked Questions


SPD and SGOV have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SPD has higher volatility (4.70%) compared to SGOV (0.06%). In terms of maximum drawdown, SPD dropped -27.38% vs SGOV's -0.03%.

On 5-year performance, SPD leads with 7.86% vs 3.58% for SGOV. On fees, SGOV is cheaper at 0.09% per year. On volatility, SGOV has been the lower-risk option at 0.06%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, SPD has performed better with a 7.86% return vs 3.58%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SGOV is cheaper with a 0.09% expense ratio, compared with 0.53% for SPD.

SGOV has the higher dividend yield at 3.85%, compared with 0.98% for SPD.

SPD is categorized as Large Cap Blend Equities, while SGOV is Ultrashort Bond. They also come from different issuers: Simplify and iShares. Their fees differ too: 0.53% for SPD and 0.09% for SGOV.

SGOV currently has the higher Sharpe Ratio (20.32 vs 1.02), 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 SPD and SGOV

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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