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SPUC vs. SPCT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SPUC vs. SPCT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Simplify US Equity PLUS Upside Convexity ETF (SPUC) and Liberty One Spectrum ETF (SPCT). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with SPUC having a 9.61% return and SPCT slightly higher at 9.92%.


SPUC

1D
-0.55%
1M
0.42%
6M
7.42%
YTD
9.61%
1Y
21.56%
3Y*
21.30%
5Y*
13.11%
10Y*

SPCT

1D
0.99%
1M
1.35%
6M
7.01%
YTD
9.92%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SPUC vs. SPCT - Yearly Performance Comparison


Correlation

The correlation between SPUC and SPCT is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Sep 30, 2025

0.48

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Return for Risk

SPUC vs. SPCT — Risk / Return Rank

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

SPUC
SPUC Risk / Return Rank: 4545
Overall Rank
SPUC Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
SPUC Sortino Ratio Rank: 4242
Sortino Ratio Rank
SPUC Omega Ratio Rank: 4343
Omega Ratio Rank
SPUC Calmar Ratio Rank: 4545
Calmar Ratio Rank
SPUC Martin Ratio Rank: 4747
Martin Ratio Rank

SPCT

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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.

SPUC vs. SPCT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Simplify US Equity PLUS Upside Convexity ETF (SPUC) and Liberty One Spectrum ETF (SPCT). 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.


SPUCSPCTDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.23

Calmar ratioReturn relative to maximum drawdown

1.87

Martin ratioReturn relative to average drawdown

6.26

SPUC vs. SPCT - Sharpe Ratio Comparison


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Drawdowns

SPUC vs. SPCT - Drawdown Comparison

The maximum SPUC drawdown since its inception was -29.20%, which is greater than SPCT's maximum drawdown of -7.17%. Use the drawdown chart below to compare losses from any high point for SPUC and SPCT.


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Drawdown Indicators


SPUCSPCTDifference

Max Drawdown

Largest peak-to-trough decline

-29.20%

-7.17%

-22.03%

Max Drawdown (1Y)

Largest decline over 1 year

-11.56%

Max Drawdown (3Y)

Largest decline over 3 years

-28.17%

Max Drawdown (5Y)

Largest decline over 5 years

-29.20%

Current Drawdown

Current decline from peak

-0.56%

0.00%

-0.56%

Average Drawdown

Average peak-to-trough decline

-8.34%

-1.49%

-6.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.45%

Volatility

SPUC vs. SPCT - Volatility Comparison


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Volatility by Period


SPUCSPCTDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.43%

Volatility (6M)

Calculated over the trailing 6-month period

11.02%

Volatility (1Y)

Calculated over the trailing 1-year period

16.60%

9.27%

+7.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.00%

9.27%

+12.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.36%

9.27%

+12.09%

SPUC vs. SPCT - Expense Ratio Comparison

SPUC has a 0.53% expense ratio, which is lower than SPCT's 0.85% expense ratio.


Dividends

SPUC vs. SPCT - Dividend Comparison

SPUC's dividend yield for the trailing twelve months is around 10.03%, more than SPCT's 0.73% yield.


PositionTTM202520242023202220212020
SPCT
Liberty One Spectrum ETF
0.73%0.16%0.00%0.00%0.00%0.00%0.00%
SPUC
Simplify US Equity PLUS Upside Convexity ETF
10.03%7.70%0.94%1.33%1.53%2.00%0.75%

Frequently Asked Questions


SPUC and SPCT have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SPUC is cheaper at 0.53% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPUC is cheaper with a 0.53% expense ratio, compared with 0.85% for SPCT.

SPUC has the higher dividend yield at 10.03%, compared with 0.73% for SPCT.

They also come from different issuers: Simplify and Liberty One. Their fees differ too: 0.53% for SPUC and 0.85% for SPCT.

Portfolio Optimizer

Find the right allocation for SPUC and SPCT

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