SPUC vs. PSMD
Compare and contrast key facts about Simplify US Equity PLUS Upside Convexity ETF (SPUC) and Pacer Swan SOS Moderate (December) ETF (PSMD).
SPUC and PSMD are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SPUC is an actively managed fund by Simplify. It was launched on Sep 3, 2020. PSMD is an actively managed fund by Pacer. It was launched on Dec 22, 2020.
Performance
SPUC vs. PSMD - Performance Comparison
Loading graphics...
SPUC vs. PSMD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SPUC Simplify US Equity PLUS Upside Convexity ETF | -4.97% | 22.64% | 25.37% | 27.50% | -24.76% | 33.71% | 1.80% |
PSMD Pacer Swan SOS Moderate (December) ETF | -1.77% | 11.45% | 12.78% | 17.46% | -4.47% | 11.23% | 0.95% |
Returns By Period
In the year-to-date period, SPUC achieves a -4.97% return, which is significantly lower than PSMD's -1.77% return.
SPUC
- 1D
- 3.01%
- 1M
- -4.96%
- YTD
- -4.97%
- 6M
- -5.58%
- 1Y
- 24.78%
- 3Y*
- 20.26%
- 5Y*
- 11.88%
- 10Y*
- —
PSMD
- 1D
- 1.56%
- 1M
- -2.40%
- YTD
- -1.77%
- 6M
- 0.79%
- 1Y
- 11.20%
- 3Y*
- 11.24%
- 5Y*
- 8.15%
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
SPUC vs. PSMD - Expense Ratio Comparison
SPUC has a 0.29% expense ratio, which is lower than PSMD's 0.75% expense ratio.
Return for Risk
SPUC vs. PSMD — Risk / Return Rank
SPUC
PSMD
SPUC vs. PSMD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Simplify US Equity PLUS Upside Convexity ETF (SPUC) and Pacer Swan SOS Moderate (December) ETF (PSMD). 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.
| SPUC | PSMD | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.94 | 1.12 | -0.18 |
Sortino ratioReturn per unit of downside risk | 1.47 | 1.71 | -0.24 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.29 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 1.60 | 1.53 | +0.07 |
Martin ratioReturn relative to average drawdown | 6.08 | 8.66 | -2.57 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| SPUC | PSMD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.94 | 1.12 | -0.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.54 | 0.95 | -0.41 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.64 | 1.03 | -0.39 |
Correlation
The correlation between SPUC and PSMD is 0.87, 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
SPUC vs. PSMD - Dividend Comparison
SPUC's dividend yield for the trailing twelve months is around 8.17%, while PSMD has not paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SPUC Simplify US Equity PLUS Upside Convexity ETF | 8.17% | 7.70% | 0.94% | 1.33% | 1.53% | 2.00% | 0.75% |
PSMD Pacer Swan SOS Moderate (December) ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.47% | 0.00% |
Drawdowns
SPUC vs. PSMD - Drawdown Comparison
The maximum SPUC drawdown since its inception was -29.20%, which is greater than PSMD's maximum drawdown of -11.96%. Use the drawdown chart below to compare losses from any high point for SPUC and PSMD.
Loading graphics...
Drawdown Indicators
| SPUC | PSMD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.20% | -11.96% | -17.24% |
Max Drawdown (1Y)Largest decline over 1 year | -16.09% | -7.51% | -8.58% |
Max Drawdown (5Y)Largest decline over 5 years | -29.20% | -11.96% | -17.24% |
Current DrawdownCurrent decline from peak | -8.90% | -2.89% | -6.01% |
Average DrawdownAverage peak-to-trough decline | -8.70% | -1.71% | -6.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.23% | 1.32% | +2.91% |
Volatility
SPUC vs. PSMD - Volatility Comparison
Simplify US Equity PLUS Upside Convexity ETF (SPUC) has a higher volatility of 5.57% compared to Pacer Swan SOS Moderate (December) ETF (PSMD) at 3.10%. This indicates that SPUC's price experiences larger fluctuations and is considered to be riskier than PSMD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| SPUC | PSMD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.57% | 3.10% | +2.47% |
Volatility (6M)Calculated over the trailing 6-month period | 13.44% | 4.39% | +9.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.53% | 10.09% | +16.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.05% | 8.60% | +13.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.71% | 8.56% | +13.15% |