SPYC vs. SGRT

Last updated Jun 24, 2026

SPYC (Simplify US Equity PLUS Convexity ETF) and SGRT (SMART Earnings Growth 30 ETF) are both Large Cap Growth Equities funds. Both are actively managed. A 0.70 correlation means they provide meaningful diversification when combined. SPYC charges 0.28%/yr vs 0.59%/yr for SGRT.

Performance

SPYC vs. SGRT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Simplify US Equity PLUS Convexity ETF (SPYC) and SMART Earnings Growth 30 ETF (SGRT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, SPYC achieves a 5.45% return, which is significantly lower than SGRT's 45.10% return.

SPYC

• 1D: -1.60%
• 1M: -0.87%
• YTD: 5.45%
• 6M: 3.83%
• 1Y: 16.02%
• 3Y*: 17.77%
• 5Y*: 9.47%
• 10Y*: —

SGRT

• 1D: -5.57%
• 1M: 3.81%
• YTD: 45.10%
• 6M: 41.12%
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

SPYC vs. SGRT - Yearly Performance Comparison

	2026 (YTD)	2025
SPYC Simplify US Equity PLUS Convexity ETF	5.45%	4.48%
SGRT SMART Earnings Growth 30 ETF	45.10%	26.83%

Correlation

The correlation between SPYC and SGRT is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (All Time) Calculated using the full available price history since Aug 20, 2025	0.70

Return for Risk

SPYC vs. SGRT — Risk / Return Rank

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

SPYC

SPYC Risk / Return Rank: 28
SPYC Sharpe Ratio Rank: 29
SPYC Sortino Ratio Rank: 29
SPYC Omega Ratio Rank: 27
SPYC Calmar Ratio Rank: 26
SPYC Martin Ratio Rank: 27

SGRT

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.

SPYC vs. SGRT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Simplify US Equity PLUS Convexity ETF (SPYC) and SMART Earnings Growth 30 ETF (SGRT). 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.

	SPYC	SGRT	Difference
Sharpe ratio: Return per unit of total volatility	1.01	—	—
Sortino ratio: Return per unit of downside risk	1.51	—	—
Omega ratio: Gain probability vs. loss probability	1.18	—	—
Calmar ratio: Return relative to maximum drawdown	1.19	—	—
Martin ratio: Return relative to average drawdown	3.56	—	—

Drawdowns

SPYC vs. SGRT - Drawdown Comparison

The maximum SPYC drawdown since its inception was -28.51%, which is greater than SGRT's maximum drawdown of -17.87%. Use the drawdown chart below to compare losses from any high point for SPYC and SGRT.

Drawdown Indicators

	SPYC	SGRT	Difference
Max Drawdown Largest peak-to-trough decline	-28.51%	-17.87%	-10.64%
Max Drawdown (1Y) Largest decline over 1 year	-13.47%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-22.81%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-28.51%	—	—
Current Drawdown Current decline from peak	-3.02%	-5.57%	+2.55%
Average Drawdown Average peak-to-trough decline	-8.19%	-3.22%	-4.97%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.51%	—	—

Volatility

Volatility by Period

	SPYC	SGRT	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.54%	—	—
Volatility (6M) Calculated over the trailing 6-month period	10.76%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	16.00%	35.41%	-19.41%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.97%	35.41%	-15.44%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.68%	35.41%	-15.73%

SPYC vs. SGRT - Expense Ratio Comparison

SPYC has a 0.28% expense ratio, which is lower than SGRT's 0.59% expense ratio.

Dividends

SPYC vs. SGRT - Dividend Comparison

SPYC's dividend yield for the trailing twelve months is around 0.89%, more than SGRT's 0.11% yield.

Position	TTM	2025	2024	2023	2022	2021	2020
SGRT SMART Earnings Growth 30 ETF	0.11%	0.16%	0.00%	0.00%	0.00%	0.00%	0.00%
SPYC Simplify US Equity PLUS Convexity ETF	0.89%	0.89%	1.02%	1.76%	1.34%	1.01%	0.40%

Frequently Asked Questions

Can I hold both SPYC and SGRT in my portfolio?

SPYC and SGRT have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which ETF is better, SPYC or SGRT?

On fees, SPYC is cheaper at 0.28% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, SPYC or SGRT?

SPYC is cheaper with a 0.28% expense ratio, compared with 0.59% for SGRT.

Which ETF pays a higher dividend yield, SPYC or SGRT?

SPYC has the higher dividend yield at 0.89%, compared with 0.11% for SGRT.

What is the main difference between SPYC and SGRT?

Their fees differ too: 0.28% for SPYC and 0.59% for SGRT.