SPYC vs. SGRT
SPYC (Simplify US Equity PLUS Convexity ETF) and SGRT (SMART Earnings Growth ETF) are both Large Cap Growth Equities funds. Both are actively managed. Their 0.70 correlation means they have sometimes moved together and sometimes differently. SPYC charges 0.28%/yr vs 0.59%/yr for SGRT.
Performance
SPYC vs. SGRT - Performance Comparison
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Returns By Period
In the year-to-date period, SPYC achieves a 8.73% return, which is significantly lower than SGRT's 27.55% return.
SPYC
- 1D
- 2.21%
- 1M
- 1.92%
- 6M
- 7.65%
- YTD
- 8.73%
- 1Y
- 16.56%
- 3Y*
- 17.68%
- 5Y*
- 9.22%
- 10Y*
- —
- ALL TIME*
- 12.27%
SGRT
- 1D
- 1.98%
- 1M
- -5.20%
- 6M
- 20.29%
- YTD
- 27.55%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.04M | $1.25M | $2.19M | |
| $484.09K | $367.88K | $545.25K |
SPYC vs. SGRT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
SPYC Simplify US Equity PLUS Convexity ETF | 8.73% | 4.48% |
SGRT SMART Earnings Growth ETF | 27.55% | 26.83% |
Correlation
The correlation between SPYC and SGRT is 0.70, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Aug 20, 2025 | 0.70 |
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Return for Risk
SPYC vs. SGRT — Risk / Return Rank
SPYC
SGRT
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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 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 ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.19 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 1.23 | — | — |
| Martin ratioReturn relative to average drawdown | 3.77 | — | — |
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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 -24.98%. Use the drawdown chart below to compare losses from any high point for SPYC and SGRT.
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Drawdown Indicators
| SPYC | SGRT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -28.51% | -24.98% | -3.53% |
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 DrawdownCurrent decline from peak | 0.00% | -16.99% | +16.99% |
Average DrawdownAverage peak-to-trough decline | -8.08% | -4.30% | -3.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.40% | — | — |
Volatility
SPYC vs. SGRT - Volatility Comparison
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Volatility by Period
| SPYC | SGRT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.97% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 11.11% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 15.64% | 38.89% | -23.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.02% | 38.89% | -18.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.61% | 38.89% | -19.28% |
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 0.86%, more than SGRT's 0.13% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
SGRT SMART Earnings Growth ETF | 0.13% | 0.16% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPYC Simplify US Equity PLUS Convexity ETF | 0.86% | 0.89% | 1.02% | 1.76% | 1.34% | 1.01% | 0.40% |
Frequently Asked Questions
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.
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.
SPYC is cheaper with a 0.28% expense ratio, compared with 0.59% for SGRT.
SPYC has the higher dividend yield at 0.86%, compared with 0.13% for SGRT.
Their fees differ too: 0.28% for SPYC and 0.59% for SGRT.
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