TYA vs. IBTE
TYA (Simplify Intermediate Term Treasury Futures Strategy ETF) and IBTE (iShares iBonds Dec 2024 Term Treasury ETF) are both Government Bonds funds. TYA is actively managed, while IBTE is passively managed. TYA charges 0.15%/yr vs 0.07%/yr for IBTE.
Performance
TYA vs. IBTE - Performance Comparison
Loading charts...
Returns By Period
TYA
- 1D
- -0.63%
- 1M
- -0.93%
- YTD
- -5.08%
- 6M
- -6.88%
- 1Y
- 2.03%
- 3Y*
- -2.45%
- 5Y*
- —
- 10Y*
- —
IBTE
- 1D
- 0.00%
- 1M
- 0.00%
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
TYA vs. IBTE - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
TYA Simplify Intermediate Term Treasury Futures Strategy ETF | -4.97% |
IBTE iShares iBonds Dec 2024 Term Treasury ETF | 0.00% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
TYA vs. IBTE — Risk / Return Rank
TYA
IBTE
TYA vs. IBTE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Simplify Intermediate Term Treasury Futures Strategy ETF (TYA) and iShares iBonds Dec 2024 Term Treasury ETF (IBTE). 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.
| TYA | IBTE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.04 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 0.17 | — | — |
| Martin ratioReturn relative to average drawdown | 0.49 | — | — |
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 charts...
Sharpe Ratios by Period
| TYA | IBTE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.16 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.51 | — | — |
Drawdowns
TYA vs. IBTE - Drawdown Comparison
The maximum TYA drawdown since its inception was -51.15%, which is greater than IBTE's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for TYA and IBTE.
Loading charts...
Drawdown Indicators
| TYA | IBTE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.15% | 0.00% | -51.15% |
Max Drawdown (1Y)Largest decline over 1 year | -11.80% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -22.51% | — | — |
Current DrawdownCurrent decline from peak | -41.49% | 0.00% | -41.49% |
Average DrawdownAverage peak-to-trough decline | -35.85% | 0.00% | -35.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.17% | — | — |
Volatility
TYA vs. IBTE - Volatility Comparison
Loading charts...
Volatility by Period
| TYA | IBTE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.11% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 8.81% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 12.91% | 0.00% | +12.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.57% | 0.00% | +20.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.57% | 0.00% | +20.57% |
TYA vs. IBTE - Expense Ratio Comparison
TYA has a 0.15% expense ratio, which is higher than IBTE's 0.07% 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
TYA vs. IBTE - Dividend Comparison
TYA's dividend yield for the trailing twelve months is around 3.87%, while IBTE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 |
|---|---|---|---|---|---|---|
IBTE iShares iBonds Dec 2024 Term Treasury ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TYA Simplify Intermediate Term Treasury Futures Strategy ETF | 3.87% | 3.85% | 4.84% | 4.28% | 2.23% | 0.11% |
Frequently Asked Questions
On fees, IBTE is cheaper at 0.07% per year. The better choice depends on whether you care most about return, fees, risk, or income.
IBTE is cheaper with a 0.07% expense ratio, compared with 0.15% for TYA.
TYA has the higher dividend yield at 3.87%, compared with 0.00% for IBTE.
They also come from different issuers: Simplify and iShares. Their fees differ too: 0.15% for TYA and 0.07% for IBTE.
Find the right allocation for TYA and IBTE
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer