TUA vs. VTIP
Compare and contrast key facts about Simplify Short Term Treasury Futures Strategy ETF (TUA) and Vanguard Short-Term Inflation-Protected Securities ETF (VTIP).
TUA and VTIP 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. VTIP is a passively managed fund by Vanguard that tracks the performance of the Barclays Capital U.S. Treasury Inflation-Protected Securities (TIPS) 0-5 Years Index (Series-L). It was launched on Oct 12, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TUA or VTIP.
Performance
TUA vs. VTIP - Performance Comparison
Returns By Period
In the year-to-date period, TUA achieves a -4.46% return, which is significantly lower than VTIP's 4.57% return.
TUA
-4.46%
-2.97%
3.31%
0.96%
N/A
N/A
VTIP
4.57%
0.16%
3.08%
6.59%
3.52%
2.41%
Key characteristics
| TUA | VTIP | |
|---|---|---|
| Sharpe Ratio | 0.10 | 3.09 |
| Sortino Ratio | 0.21 | 5.48 |
| Omega Ratio | 1.02 | 1.71 |
| Calmar Ratio | 0.06 | 4.88 |
| Martin Ratio | 0.19 | 23.66 |
| Ulcer Index | 5.00% | 0.28% |
| Daily Std Dev | 9.95% | 2.13% |
| Max Drawdown | -15.85% | -6.27% |
| Current Drawdown | -12.18% | -0.45% |
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TUA vs. VTIP - Expense Ratio Comparison
TUA has a 0.16% expense ratio, which is higher than VTIP's 0.04% 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%.
Correlation
The correlation between TUA and VTIP is 0.81, 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.
Risk-Adjusted Performance
TUA vs. VTIP - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Simplify Short Term Treasury Futures Strategy ETF (TUA) and Vanguard Short-Term Inflation-Protected Securities ETF (VTIP). 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.
Dividends
TUA vs. VTIP - Dividend Comparison
TUA's dividend yield for the trailing twelve months is around 5.27%, more than VTIP's 3.38% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TUA Simplify Short Term Treasury Futures Strategy ETF | 5.27% | 4.83% | 0.15% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 3.38% | 3.36% | 6.84% | 4.68% | 1.20% | 1.95% | 2.45% | 1.52% | 0.76% | 0.00% | 0.82% | 0.05% |
Drawdowns
TUA vs. VTIP - Drawdown Comparison
The maximum TUA drawdown since its inception was -15.85%, which is greater than VTIP's maximum drawdown of -6.27%. Use the drawdown chart below to compare losses from any high point for TUA and VTIP. For additional features, visit the drawdowns tool.
Volatility
TUA vs. VTIP - Volatility Comparison
Simplify Short Term Treasury Futures Strategy ETF (TUA) has a higher volatility of 1.96% compared to Vanguard Short-Term Inflation-Protected Securities ETF (VTIP) at 0.45%. This indicates that TUA's price experiences larger fluctuations and is considered to be riskier than VTIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.