TUA vs. RINF
Compare and contrast key facts about Simplify Short Term Treasury Futures Strategy ETF (TUA) and ProShares Inflation Expectations ETF (RINF).
TUA and RINF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TUA is an actively managed fund by Simplify. It was launched on Nov 14, 2022. RINF is a passively managed fund by ProShares that tracks the performance of the FTSE 30-Year TIPS (Treasury Rate-Hedged) Index. It was launched on Jan 10, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TUA or RINF.
Key characteristics
| TUA | RINF | |
|---|---|---|
| YTD Return | -3.65% | 9.72% |
| 1Y Return | 3.45% | 1.02% |
| Sharpe Ratio | 0.33 | 0.10 |
| Sortino Ratio | 0.56 | 0.19 |
| Omega Ratio | 1.07 | 1.02 |
| Calmar Ratio | 0.21 | 0.08 |
| Martin Ratio | 0.70 | 0.20 |
| Ulcer Index | 4.78% | 3.92% |
| Daily Std Dev | 10.20% | 7.92% |
| Max Drawdown | -15.85% | -43.45% |
| Current Drawdown | -11.44% | -0.78% |
Correlation
The correlation between TUA and RINF is -0.36. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Performance
TUA vs. RINF - Performance Comparison
In the year-to-date period, TUA achieves a -3.65% return, which is significantly lower than RINF's 9.72% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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TUA vs. RINF - Expense Ratio Comparison
TUA has a 0.16% expense ratio, which is lower than RINF's 0.30% expense ratio.
Risk-Adjusted Performance
TUA vs. RINF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Simplify Short Term Treasury Futures Strategy ETF (TUA) and ProShares Inflation Expectations ETF (RINF). 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.
Dividends
TUA vs. RINF - Dividend Comparison
TUA's dividend yield for the trailing twelve months is around 5.22%, more than RINF's 4.94% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TUA Simplify Short Term Treasury Futures Strategy ETF | 5.22% | 4.83% | 0.15% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
RINF ProShares Inflation Expectations ETF | 4.94% | 5.07% | 1.15% | 2.76% | 0.83% | 1.91% | 2.47% | 2.99% | 1.09% | 1.83% | 1.42% | 0.94% |
Drawdowns
TUA vs. RINF - Drawdown Comparison
The maximum TUA drawdown since its inception was -15.85%, smaller than the maximum RINF drawdown of -43.45%. Use the drawdown chart below to compare losses from any high point for TUA and RINF. For additional features, visit the drawdowns tool.
Volatility
TUA vs. RINF - Volatility Comparison
The current volatility for Simplify Short Term Treasury Futures Strategy ETF (TUA) is 1.93%, while ProShares Inflation Expectations ETF (RINF) has a volatility of 2.86%. This indicates that TUA experiences smaller price fluctuations and is considered to be less risky than RINF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.