TUA vs. RINF

In the year-to-date period, TUA achieves a 3.06% return, which is significantly higher than RINF's 0.30% return.

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TUA has a 0.16% expense ratio, which is lower than RINF's 0.30% expense ratio.

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.

The current TUA Sharpe Ratio is 0.74, which is higher than the RINF Sharpe Ratio of 0.39. The chart below compares the historical Sharpe Ratios of TUA and RINF, 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 has not paid dividends to shareholders, while RINF's dividend yield for the trailing twelve months is around 4.48%.

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.

Simplify Short Term Treasury Futures Strategy ETF (TUA) has a higher volatility of 3.17% compared to ProShares Inflation Expectations ETF (RINF) at 2.10%. This indicates that TUA's price experiences larger fluctuations and is considered to be riskier than RINF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.