TUA vs. CDX

In the year-to-date period, TUA achieves a 2.49% return, which is significantly lower than CDX's 7.13% return.

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TUA has a 0.16% expense ratio, which is lower than CDX's 0.26% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.

This table presents a comparison of risk-adjusted performance metrics for Simplify Short Term Treasury Futures Strategy ETF (TUA) and Simplify High Yield PLUS Credit Hedge ETF (CDX). 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 TUA Sharpe Ratio is 0.63, which is comparable to the CDX Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of TUA and CDX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

TUA's dividend yield for the trailing twelve months is around 4.70%, less than CDX's 11.53% yield.

The maximum TUA drawdown since its inception was -15.85%, which is greater than CDX's maximum drawdown of -13.24%. Use the drawdown chart below to compare losses from any high point for TUA and CDX. For additional features, visit the drawdowns tool.

Simplify Short Term Treasury Futures Strategy ETF (TUA) has a higher volatility of 2.82% compared to Simplify High Yield PLUS Credit Hedge ETF (CDX) at 2.24%. This indicates that TUA's price experiences larger fluctuations and is considered to be riskier than CDX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.