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TUA vs. VGSH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TUA vs. VGSH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Simplify Short Term Treasury Futures Strategy ETF (TUA) and Vanguard Short-Term Treasury ETF (VGSH). 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 -5.38% return, which is significantly lower than VGSH's 0.48% return.


TUA

1D
-0.39%
1M
-0.91%
YTD
-5.38%
6M
-5.28%
1Y
-1.78%
3Y*
-0.88%
5Y*
10Y*

VGSH

1D
-0.03%
1M
0.08%
YTD
0.48%
6M
0.74%
1Y
3.43%
3Y*
4.15%
5Y*
1.81%
10Y*
1.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TUA vs. VGSH - Yearly Performance Comparison


2026 (YTD)2025202420232022
TUA
Simplify Short Term Treasury Futures Strategy ETF
-5.38%7.27%-3.59%-2.04%-0.81%
VGSH
Vanguard Short-Term Treasury ETF
0.48%5.07%4.00%4.31%0.33%

Correlation

The correlation between TUA and VGSH is 0.97 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.97

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

0.97

Correlation (All Time)
Calculated using the full available price history since Nov 16, 2022

0.96

The correlation between TUA and VGSH has been stable across timeframes, ranging from 0.96 to 0.97 - a consistent structural relationship.

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Return for Risk

TUA vs. VGSH — 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

VGSH
VGSH Risk / Return Rank: 8383
Overall Rank
VGSH Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
VGSH Sortino Ratio Rank: 9191
Sortino Ratio Rank
VGSH Omega Ratio Rank: 8888
Omega Ratio Rank
VGSH Calmar Ratio Rank: 7676
Calmar Ratio Rank
VGSH Martin Ratio Rank: 7878
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. VGSH - Risk-Adjusted Trends Comparison

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


TUAVGSHDifference
Sharpe ratioReturn per unit of total volatility

-2.94

Sortino ratioReturn per unit of downside risk

-4.76

Omega ratioGain probability vs. loss probability

0.96

1.57

-0.60

Calmar ratioReturn relative to maximum drawdown

-0.27

3.90

-4.16

Martin ratioReturn relative to average drawdown

-0.71

15.52

-16.22

TUA vs. VGSH - Sharpe Ratio Comparison

The current TUA Sharpe Ratio is -0.26, which is lower than the VGSH Sharpe Ratio of 2.68. The chart below compares the historical Sharpe Ratios of TUA and VGSH, 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


TUAVGSHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.26

2.68

-2.94

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.93

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

1.11

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.13

1.01

-1.15

Drawdowns

TUA vs. VGSH - Drawdown Comparison

The maximum TUA drawdown since its inception was -15.85%, which is greater than VGSH's maximum drawdown of -5.70%. Use the drawdown chart below to compare losses from any high point for TUA and VGSH.


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Drawdown Indicators


TUAVGSHDifference

Max Drawdown

Largest peak-to-trough decline

-15.85%

-5.70%

-10.15%

Max Drawdown (1Y)

Largest decline over 1 year

-6.68%

-0.88%

-5.80%

Max Drawdown (3Y)

Largest decline over 3 years

-9.14%

-0.97%

-8.17%

Max Drawdown (5Y)

Largest decline over 5 years

-5.66%

Max Drawdown (10Y)

Largest decline over 10 years

-5.70%

Current Drawdown

Current decline from peak

-10.05%

-0.29%

-9.76%

Average Drawdown

Average peak-to-trough decline

-8.37%

-0.60%

-7.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.53%

0.22%

+2.31%

Volatility

TUA vs. VGSH - Volatility Comparison

Simplify Short Term Treasury Futures Strategy ETF (TUA) has a higher volatility of 1.95% compared to Vanguard Short-Term Treasury ETF (VGSH) at 0.35%. This indicates that TUA's price experiences larger fluctuations and is considered to be riskier than VGSH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TUAVGSHDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.95%

0.35%

+1.60%

Volatility (6M)

Calculated over the trailing 6-month period

4.84%

0.88%

+3.96%

Volatility (1Y)

Calculated over the trailing 1-year period

6.85%

1.29%

+5.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.76%

1.97%

+8.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.76%

1.57%

+9.19%

TUA vs. VGSH - Expense Ratio Comparison

TUA has a 0.16% expense ratio, which is higher than VGSH's 0.03% 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. VGSH - Dividend Comparison

TUA's dividend yield for the trailing twelve months is around 3.56%, less than VGSH's 3.87% yield.


PositionTTM20252024202320222021202020192018201720162015
TUA
Simplify Short Term Treasury Futures Strategy ETF
3.56%3.84%5.19%4.83%0.15%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VGSH
Vanguard Short-Term Treasury ETF
3.87%4.00%4.18%3.31%1.15%0.66%1.74%2.28%1.79%1.10%0.84%0.69%

Frequently Asked Questions


With a correlation of 0.97, TUA and VGSH move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

TUA has higher volatility (1.95%) compared to VGSH (0.35%). In terms of maximum drawdown, TUA dropped -15.85% vs VGSH's -5.70%.

On 3-year performance, VGSH leads with 4.15% vs -0.88% for TUA. On fees, VGSH is cheaper at 0.03% per year. On volatility, VGSH has been the lower-risk option at 0.35%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, VGSH has performed better with a 4.15% return vs -0.88%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VGSH is cheaper with a 0.03% expense ratio, compared with 0.16% for TUA.

VGSH has the higher dividend yield at 3.87%, compared with 3.56% for TUA.

TUA is categorized as Intermediate Core Bond, while VGSH is Government Bonds. They also come from different issuers: Simplify and Vanguard. Their fees differ too: 0.16% for TUA and 0.03% for VGSH.

VGSH currently has the higher Sharpe Ratio (2.68 vs -0.26), 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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