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TUA vs. UNIY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TUA vs. UNIY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Simplify Short Term Treasury Futures Strategy ETF (TUA) and WisdomTree Voya Yield Enchanced USD Universal Bond Fund (UNIY). 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 UNIY's 0.55% return.


TUA

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

UNIY

1D
0.14%
1M
0.32%
YTD
0.55%
6M
0.61%
1Y
5.12%
3Y*
4.59%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TUA vs. UNIY - Yearly Performance Comparison


2026 (YTD)202520242023
TUA
Simplify Short Term Treasury Futures Strategy ETF
-4.96%7.27%-3.59%-1.61%
UNIY
WisdomTree Voya Yield Enchanced USD Universal Bond Fund
0.55%7.37%1.86%3.90%

Correlation

The correlation between TUA and UNIY is 0.77, 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

0.77

Correlation (3Y)
Calculated over the trailing 3-year period

0.73

Correlation (All Time)
Calculated using the full available price history since Feb 8, 2023

0.75

The correlation between TUA and UNIY has been stable across timeframes, ranging from 0.73 to 0.77 - a consistent structural relationship.

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Return for Risk

TUA vs. UNIY — 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

UNIY
UNIY Risk / Return Rank: 4141
Overall Rank
UNIY Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
UNIY Sortino Ratio Rank: 4242
Sortino Ratio Rank
UNIY Omega Ratio Rank: 3838
Omega Ratio Rank
UNIY Calmar Ratio Rank: 4242
Calmar Ratio Rank
UNIY Martin Ratio Rank: 4141
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. UNIY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Simplify Short Term Treasury Futures Strategy ETF (TUA) and WisdomTree Voya Yield Enchanced USD Universal Bond Fund (UNIY). 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.


TUAUNIYDifference
Sharpe ratioReturn per unit of total volatility

-1.73

Sortino ratioReturn per unit of downside risk

-2.50

Omega ratioGain probability vs. loss probability

0.95

1.25

-0.29

Calmar ratioReturn relative to maximum drawdown

-0.33

2.03

-2.36

Martin ratioReturn relative to average drawdown

-0.87

6.31

-7.18

TUA vs. UNIY - Sharpe Ratio Comparison

The current TUA Sharpe Ratio is -0.33, which is lower than the UNIY Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of TUA and UNIY, 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


TUAUNIYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.33

1.40

-1.73

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.12

0.85

-0.97

Drawdowns

TUA vs. UNIY - Drawdown Comparison

The maximum TUA drawdown since its inception was -15.85%, which is greater than UNIY's maximum drawdown of -6.27%. Use the drawdown chart below to compare losses from any high point for TUA and UNIY.


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Drawdown Indicators


TUAUNIYDifference

Max Drawdown

Largest peak-to-trough decline

-15.85%

-6.27%

-9.58%

Max Drawdown (1Y)

Largest decline over 1 year

-6.68%

-2.53%

-4.15%

Max Drawdown (3Y)

Largest decline over 3 years

-9.14%

-5.40%

-3.74%

Current Drawdown

Current decline from peak

-9.65%

-1.04%

-8.61%

Average Drawdown

Average peak-to-trough decline

-8.37%

-1.38%

-6.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.56%

0.81%

+1.75%

Volatility

TUA vs. UNIY - Volatility Comparison

Simplify Short Term Treasury Futures Strategy ETF (TUA) has a higher volatility of 2.00% compared to WisdomTree Voya Yield Enchanced USD Universal Bond Fund (UNIY) at 1.25%. This indicates that TUA's price experiences larger fluctuations and is considered to be riskier than UNIY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TUAUNIYDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.00%

1.25%

+0.75%

Volatility (6M)

Calculated over the trailing 6-month period

4.85%

2.71%

+2.14%

Volatility (1Y)

Calculated over the trailing 1-year period

6.86%

3.70%

+3.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.76%

4.85%

+5.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.76%

4.85%

+5.91%

TUA vs. UNIY - Expense Ratio Comparison

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

TUA's dividend yield for the trailing twelve months is around 3.54%, less than UNIY's 4.85% yield.


PositionTTM2025202420232022
TUA
Simplify Short Term Treasury Futures Strategy ETF
3.54%3.84%5.19%4.83%0.15%
UNIY
WisdomTree Voya Yield Enchanced USD Universal Bond Fund
4.85%4.95%4.86%3.99%0.00%

Frequently Asked Questions


TUA and UNIY have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

TUA has higher volatility (2.00%) compared to UNIY (1.25%). In terms of maximum drawdown, TUA dropped -15.85% vs UNIY's -6.27%.

On 3-year performance, UNIY leads with 4.59% vs -0.77% for TUA. On fees, UNIY is cheaper at 0.15% per year. On volatility, UNIY has been the lower-risk option at 1.25%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, UNIY has performed better with a 4.59% return vs -0.77%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

UNIY has the higher dividend yield at 4.85%, compared with 3.54% for TUA.

They also come from different issuers: Simplify and WisdomTree. Their fees differ too: 0.16% for TUA and 0.15% for UNIY.

UNIY currently has the higher Sharpe Ratio (1.40 vs -0.33), 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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