SPD vs. XBI

In the year-to-date period, SPD achieves a 9.62% return, which is significantly higher than XBI's -11.78% return.

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SPD has a 0.28% expense ratio, which is lower than XBI's 0.35% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Simplify US Equity PLUS Downside Convexity ETF (SPD) and SPDR S&P Biotech ETF (XBI). 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 0.79, which is higher than the XBI Sharpe Ratio of -0.35. The chart below compares the historical Sharpe Ratios of SPD and XBI, 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 0.99%, more than XBI's 0.17% yield.

The maximum SPD drawdown since its inception was -27.38%, smaller than the maximum XBI drawdown of -63.89%. Use the drawdown chart below to compare losses from any high point for SPD and XBI. For additional features, visit the drawdowns tool.

The current volatility for Simplify US Equity PLUS Downside Convexity ETF (SPD) is 7.07%, while SPDR S&P Biotech ETF (XBI) has a volatility of 10.93%. This indicates that SPD experiences smaller price fluctuations and is considered to be less risky than XBI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.