TUA vs. TYA
Compare and contrast key facts about Simplify Short Term Treasury Futures Strategy ETF (TUA) and Simplify Intermediate Term Treasury Futures Strategy ETF (TYA).
TUA and TYA 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. TYA is an actively managed fund by Simplify. It was launched on Sep 27, 2021.
Performance
TUA vs. TYA - Performance Comparison
Loading graphics...
TUA vs. TYA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
TUA Simplify Short Term Treasury Futures Strategy ETF | -3.40% | 7.27% | -3.59% | -2.04% | -0.81% |
TYA Simplify Intermediate Term Treasury Futures Strategy ETF | -2.53% | 14.38% | -9.63% | -2.23% | -2.29% |
Returns By Period
In the year-to-date period, TUA achieves a -3.40% return, which is significantly lower than TYA's -2.53% return.
TUA
- 1D
- -0.19%
- 1M
- -3.25%
- YTD
- -3.40%
- 6M
- -3.08%
- 1Y
- -0.70%
- 3Y*
- -1.88%
- 5Y*
- —
- 10Y*
- —
TYA
- 1D
- -0.38%
- 1M
- -5.21%
- YTD
- -2.53%
- 6M
- -2.90%
- 1Y
- 1.85%
- 3Y*
- -3.13%
- 5Y*
- —
- 10Y*
- —
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
TUA vs. TYA - Expense Ratio Comparison
TUA has a 0.16% expense ratio, which is lower than TYA's 0.17% 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%.
Return for Risk
TUA vs. TYA — Risk / Return Rank
TUA
TYA
TUA vs. TYA - 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 Intermediate Term Treasury Futures Strategy ETF (TYA). 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.
| TUA | TYA | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.09 | 0.13 | -0.22 |
Sortino ratioReturn per unit of downside risk | -0.08 | 0.29 | -0.36 |
Omega ratioGain probability vs. loss probability | 0.99 | 1.03 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | -0.10 | 0.30 | -0.40 |
Martin ratioReturn relative to average drawdown | -0.29 | 0.71 | -1.00 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| TUA | TYA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.09 | 0.13 | -0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.08 | -0.50 | +0.42 |
Correlation
The correlation between TUA and TYA is 0.87, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
TUA vs. TYA - Dividend Comparison
TUA's dividend yield for the trailing twelve months is around 3.75%, less than TYA's 3.82% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
TUA Simplify Short Term Treasury Futures Strategy ETF | 3.75% | 3.84% | 5.19% | 4.83% | 0.15% | 0.00% |
TYA Simplify Intermediate Term Treasury Futures Strategy ETF | 3.82% | 3.85% | 4.84% | 4.28% | 2.23% | 0.11% |
Drawdowns
TUA vs. TYA - Drawdown Comparison
The maximum TUA drawdown since its inception was -15.85%, smaller than the maximum TYA drawdown of -51.15%. Use the drawdown chart below to compare losses from any high point for TUA and TYA.
Loading graphics...
Drawdown Indicators
| TUA | TYA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.85% | -51.15% | +35.30% |
Max Drawdown (1Y)Largest decline over 1 year | -6.04% | -8.86% | +2.82% |
Current DrawdownCurrent decline from peak | -8.17% | -39.92% | +31.75% |
Average DrawdownAverage peak-to-trough decline | -8.35% | -35.67% | +27.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.12% | 3.67% | -1.55% |
Volatility
TUA vs. TYA - Volatility Comparison
The current volatility for Simplify Short Term Treasury Futures Strategy ETF (TUA) is 3.08%, while Simplify Intermediate Term Treasury Futures Strategy ETF (TYA) has a volatility of 5.09%. This indicates that TUA experiences smaller price fluctuations and is considered to be less risky than TYA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| TUA | TYA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.08% | 5.09% | -2.01% |
Volatility (6M)Calculated over the trailing 6-month period | 4.61% | 8.55% | -3.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 7.65% | 14.39% | -6.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 10.93% | 20.82% | -9.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 10.93% | 20.82% | -9.89% |