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TUA vs. IBGA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TUA vs. IBGA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Simplify Short Term Treasury Futures Strategy ETF (TUA) and iShares iBonds Dec 2044 Term Treasury ETF (IBGA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TUA achieves a -5.38% return, which is significantly lower than IBGA's -0.37% return.


TUA

1D
-0.39%
1M
-0.91%
YTD
-5.38%
6M
-5.28%
1Y
-1.78%
3Y*
-0.88%
5Y*
10Y*

IBGA

1D
-0.41%
1M
0.62%
YTD
-0.37%
6M
-1.42%
1Y
5.33%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TUA vs. IBGA - Yearly Performance Comparison


Correlation

The correlation between TUA and IBGA is 0.72, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.72

Correlation (All Time)
Calculated using the full available price history since Jun 13, 2024

0.69

The correlation between TUA and IBGA has been stable across timeframes, ranging from 0.69 to 0.72 - a consistent structural relationship.

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Return for Risk

TUA vs. IBGA — Risk / Return Rank

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

TUA
TUA Risk / Return Rank: 66
Overall Rank
TUA Sharpe Ratio Rank: 66
Sharpe Ratio Rank
TUA Sortino Ratio Rank: 55
Sortino Ratio Rank
TUA Omega Ratio Rank: 55
Omega Ratio Rank
TUA Calmar Ratio Rank: 66
Calmar Ratio Rank
TUA Martin Ratio Rank: 55
Martin Ratio Rank

IBGA
IBGA Risk / Return Rank: 2020
Overall Rank
IBGA Sharpe Ratio Rank: 2020
Sharpe Ratio Rank
IBGA Sortino Ratio Rank: 2020
Sortino Ratio Rank
IBGA Omega Ratio Rank: 1919
Omega Ratio Rank
IBGA Calmar Ratio Rank: 2020
Calmar Ratio Rank
IBGA Martin Ratio Rank: 2020
Martin Ratio Rank
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.

TUA vs. IBGA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Simplify Short Term Treasury Futures Strategy ETF (TUA) and iShares iBonds Dec 2044 Term Treasury ETF (IBGA). 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.


TUAIBGADifference
Sharpe ratioReturn per unit of total volatility

-0.91

Sortino ratioReturn per unit of downside risk

-1.32

Omega ratioGain probability vs. loss probability

0.96

1.11

-0.15

Calmar ratioReturn relative to maximum drawdown

-0.27

0.81

-1.08

Martin ratioReturn relative to average drawdown

-0.71

2.23

-2.94

TUA vs. IBGA - Sharpe Ratio Comparison

The current TUA Sharpe Ratio is -0.26, which is lower than the IBGA Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of TUA and IBGA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


TUAIBGADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.26

0.65

-0.91

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.13

0.22

-0.35

Drawdowns

TUA vs. IBGA - Drawdown Comparison

The maximum TUA drawdown since its inception was -15.85%, which is greater than IBGA's maximum drawdown of -11.69%. Use the drawdown chart below to compare losses from any high point for TUA and IBGA.


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Drawdown Indicators


TUAIBGADifference

Max Drawdown

Largest peak-to-trough decline

-15.85%

-11.69%

-4.16%

Max Drawdown (1Y)

Largest decline over 1 year

-6.68%

-6.60%

-0.08%

Max Drawdown (3Y)

Largest decline over 3 years

-9.14%

Current Drawdown

Current decline from peak

-10.05%

-4.67%

-5.38%

Average Drawdown

Average peak-to-trough decline

-8.37%

-5.05%

-3.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.53%

2.40%

+0.13%

Volatility

TUA vs. IBGA - Volatility Comparison

The current volatility for Simplify Short Term Treasury Futures Strategy ETF (TUA) is 1.95%, while iShares iBonds Dec 2044 Term Treasury ETF (IBGA) has a volatility of 2.59%. This indicates that TUA experiences smaller price fluctuations and is considered to be less risky than IBGA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TUAIBGADifference

Volatility (1M)

Calculated over the trailing 1-month period

1.95%

2.59%

-0.64%

Volatility (6M)

Calculated over the trailing 6-month period

4.84%

5.68%

-0.84%

Volatility (1Y)

Calculated over the trailing 1-year period

6.85%

8.21%

-1.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.76%

9.86%

+0.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.76%

9.86%

+0.90%

TUA vs. IBGA - Expense Ratio Comparison

TUA has a 0.16% expense ratio, which is higher than IBGA's 0.07% expense ratio. However, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

TUA vs. IBGA - Dividend Comparison

TUA's dividend yield for the trailing twelve months is around 3.56%, less than IBGA's 4.66% yield.


PositionTTM2025202420232022
IBGA
iShares iBonds Dec 2044 Term Treasury ETF
4.66%4.49%2.03%0.00%0.00%
TUA
Simplify Short Term Treasury Futures Strategy ETF
3.56%3.84%5.19%4.83%0.15%

Frequently Asked Questions


TUA and IBGA have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IBGA has higher volatility (2.59%) compared to TUA (1.95%). In terms of maximum drawdown, TUA dropped -15.85% vs IBGA's -11.69%.

On 1-year performance, IBGA leads with 5.33% vs -1.78% for TUA. On fees, IBGA is cheaper at 0.07% per year. On volatility, TUA has been the lower-risk option at 1.95%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, IBGA has performed better with a 5.33% return vs -1.78%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IBGA is cheaper with a 0.07% expense ratio, compared with 0.16% for TUA.

IBGA has the higher dividend yield at 4.66%, compared with 3.56% for TUA.

They also come from different issuers: Simplify and iShares. Their fees differ too: 0.16% for TUA and 0.07% for IBGA.

IBGA currently has the higher Sharpe Ratio (0.65 vs -0.26), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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