PortfoliosLab logoPortfoliosLab logo
TYA vs. IBTE
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TYA vs. IBTE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Simplify Intermediate Term Treasury Futures Strategy ETF (TYA) and iShares iBonds Dec 2024 Term Treasury ETF (IBTE). The values are adjusted to include any dividend payments, if applicable.

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*
*Multi-year figures are annualized to reflect compound growth (CAGR)

TYA vs. IBTE - Yearly Performance Comparison


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

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TYA
TYA Risk / Return Rank: 1010
Overall Rank
TYA Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
TYA Sortino Ratio Rank: 1010
Sortino Ratio Rank
TYA Omega Ratio Rank: 1010
Omega Ratio Rank
TYA Calmar Ratio Rank: 1010
Calmar Ratio Rank
TYA Martin Ratio Rank: 1111
Martin Ratio Rank

IBTE
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.

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.


TYAIBTEDifference
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

TYA vs. IBTE - Sharpe Ratio Comparison


Loading charts...

Sharpe Ratios by Period


TYAIBTEDifference

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


TYAIBTEDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-41.49%

0.00%

-41.49%

Average Drawdown

Average peak-to-trough decline

-35.85%

0.00%

-35.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.17%

Volatility

TYA vs. IBTE - Volatility Comparison


Loading charts...

Volatility by Period


TYAIBTEDifference

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.


PositionTTM20252024202320222021
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.

Portfolio Optimizer

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