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TUA vs. SBIL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TUA vs. SBIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Simplify Short Term Treasury Futures Strategy ETF (TUA) and Simplify Government Money Market ETF (SBIL). 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 -4.96% return, which is significantly lower than SBIL's 1.52% return.


TUA

1D
0.44%
1M
-0.67%
YTD
-4.96%
6M
-4.51%
1Y
-2.21%
3Y*
-0.77%
5Y*
10Y*

SBIL

1D
0.01%
1M
0.28%
YTD
1.52%
6M
1.80%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TUA vs. SBIL - Yearly Performance Comparison


Correlation

The correlation between TUA and SBIL is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jul 16, 2025

0.09

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Return for Risk

TUA vs. SBIL — 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

SBIL
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. SBIL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Simplify Short Term Treasury Futures Strategy ETF (TUA) and Simplify Government Money Market ETF (SBIL). 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.


TUASBILDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.95

Calmar ratioReturn relative to maximum drawdown

-0.33

Martin ratioReturn relative to average drawdown

-0.87

TUA vs. SBIL - Sharpe Ratio Comparison


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Sharpe Ratios by Period


TUASBILDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.12

14.10

-14.22

Drawdowns

TUA vs. SBIL - Drawdown Comparison

The maximum TUA drawdown since its inception was -15.85%, which is greater than SBIL's maximum drawdown of -0.03%. Use the drawdown chart below to compare losses from any high point for TUA and SBIL.


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Drawdown Indicators


TUASBILDifference

Max Drawdown

Largest peak-to-trough decline

-15.85%

-0.03%

-15.82%

Max Drawdown (1Y)

Largest decline over 1 year

-6.68%

Max Drawdown (3Y)

Largest decline over 3 years

-9.14%

Current Drawdown

Current decline from peak

-9.65%

0.00%

-9.65%

Average Drawdown

Average peak-to-trough decline

-8.37%

-0.00%

-8.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.56%

Volatility

TUA vs. SBIL - Volatility Comparison


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Volatility by Period


TUASBILDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.00%

Volatility (6M)

Calculated over the trailing 6-month period

4.85%

Volatility (1Y)

Calculated over the trailing 1-year period

6.86%

0.28%

+6.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.76%

0.28%

+10.48%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.76%

0.28%

+10.48%

TUA vs. SBIL - Expense Ratio Comparison

TUA has a 0.16% expense ratio, which is higher than SBIL's 0.15% 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. SBIL - Dividend Comparison

TUA's dividend yield for the trailing twelve months is around 3.54%, more than SBIL's 3.26% yield.


PositionTTM2025202420232022
SBIL
Simplify Government Money Market ETF
3.26%1.79%0.00%0.00%0.00%
TUA
Simplify Short Term Treasury Futures Strategy ETF
3.54%3.84%5.19%4.83%0.15%

Frequently Asked Questions


TUA and SBIL have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SBIL is cheaper at 0.15% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SBIL is cheaper with a 0.15% expense ratio, compared with 0.16% for TUA.

TUA has the higher dividend yield at 3.54%, compared with 3.26% for SBIL.

TUA is categorized as Intermediate Core Bond, while SBIL is Money Market. Their fees differ too: 0.16% for TUA and 0.15% for SBIL.

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