SPUC vs. GDE

In the year-to-date period, SPUC achieves a 0.61% return, which is significantly lower than GDE's 17.44% return.

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SPUC has a 0.29% expense ratio, which is higher than GDE's 0.20% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Simplify US Equity PLUS Upside Convexity ETF (SPUC) and WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE). 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 SPUC Sharpe Ratio is 0.36, which is lower than the GDE Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of SPUC and GDE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

SPUC's dividend yield for the trailing twelve months is around 0.89%, less than GDE's 6.08% yield.

The maximum SPUC drawdown since its inception was -29.20%, smaller than the maximum GDE drawdown of -32.01%. Use the drawdown chart below to compare losses from any high point for SPUC and GDE. For additional features, visit the drawdowns tool.

Simplify US Equity PLUS Upside Convexity ETF (SPUC) has a higher volatility of 12.27% compared to WisdomTree Efficient Gold Plus Equity Strategy Fund (GDE) at 6.93%. This indicates that SPUC's price experiences larger fluctuations and is considered to be riskier than GDE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.