TYA vs. LVHI
Compare and contrast key facts about Simplify Intermediate Term Treasury Futures Strategy ETF (TYA) and Legg Mason International Low Volatility High Dividend ETF (LVHI).
TYA and LVHI are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. TYA is an actively managed fund by Simplify. It was launched on Sep 27, 2021. LVHI is a passively managed fund by Franklin Templeton that tracks the performance of the QS International Low Volatility High Dividend Hedged Index. It was launched on Jul 27, 2016.
Performance
TYA vs. LVHI - Performance Comparison
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TYA vs. LVHI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
TYA Simplify Intermediate Term Treasury Futures Strategy ETF | -2.53% | 14.38% | -9.63% | -2.23% | -37.62% | -0.68% |
LVHI Legg Mason International Low Volatility High Dividend ETF | 10.97% | 27.12% | 14.81% | 17.45% | 3.84% | 4.71% |
Returns By Period
In the year-to-date period, TYA achieves a -2.53% return, which is significantly lower than LVHI's 10.97% return.
TYA
- 1D
- -0.38%
- 1M
- -5.21%
- YTD
- -2.53%
- 6M
- -2.90%
- 1Y
- 1.85%
- 3Y*
- -3.13%
- 5Y*
- —
- 10Y*
- —
LVHI
- 1D
- 0.39%
- 1M
- -0.90%
- YTD
- 10.97%
- 6M
- 19.61%
- 1Y
- 32.28%
- 3Y*
- 21.53%
- 5Y*
- 16.29%
- 10Y*
- —
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TYA vs. LVHI - Expense Ratio Comparison
TYA has a 0.17% expense ratio, which is lower than LVHI's 0.40% expense ratio.
Return for Risk
TYA vs. LVHI — Risk / Return Rank
TYA
LVHI
TYA vs. LVHI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Simplify Intermediate Term Treasury Futures Strategy ETF (TYA) and Legg Mason International Low Volatility High Dividend ETF (LVHI). 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 | LVHI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.13 | 2.44 | -2.31 |
Sortino ratioReturn per unit of downside risk | 0.29 | 3.13 | -2.84 |
Omega ratioGain probability vs. loss probability | 1.03 | 1.54 | -0.51 |
Calmar ratioReturn relative to maximum drawdown | 0.30 | 3.00 | -2.70 |
Martin ratioReturn relative to average drawdown | 0.71 | 15.25 | -14.54 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TYA | LVHI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.13 | 2.44 | -2.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 1.49 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.50 | 0.82 | -1.32 |
Correlation
The correlation between TYA and LVHI is 0.06, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
TYA vs. LVHI - Dividend Comparison
TYA's dividend yield for the trailing twelve months is around 3.82%, less than LVHI's 4.53% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
TYA Simplify Intermediate Term Treasury Futures Strategy ETF | 3.82% | 3.85% | 4.84% | 4.28% | 2.23% | 0.11% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
LVHI Legg Mason International Low Volatility High Dividend ETF | 4.53% | 4.92% | 3.98% | 8.12% | 7.74% | 4.13% | 3.97% | 6.67% | 10.67% | 3.38% | 2.02% |
Drawdowns
TYA vs. LVHI - Drawdown Comparison
The maximum TYA drawdown since its inception was -51.15%, which is greater than LVHI's maximum drawdown of -32.31%. Use the drawdown chart below to compare losses from any high point for TYA and LVHI.
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Drawdown Indicators
| TYA | LVHI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -51.15% | -32.31% | -18.84% |
Max Drawdown (1Y)Largest decline over 1 year | -8.86% | -10.41% | +1.55% |
Max Drawdown (5Y)Largest decline over 5 years | — | -11.99% | — |
Current DrawdownCurrent decline from peak | -39.92% | -1.73% | -38.19% |
Average DrawdownAverage peak-to-trough decline | -35.67% | -3.56% | -32.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.67% | 2.13% | +1.54% |
Volatility
TYA vs. LVHI - Volatility Comparison
Simplify Intermediate Term Treasury Futures Strategy ETF (TYA) has a higher volatility of 5.09% compared to Legg Mason International Low Volatility High Dividend ETF (LVHI) at 4.01%. This indicates that TYA's price experiences larger fluctuations and is considered to be riskier than LVHI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TYA | LVHI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.09% | 4.01% | +1.08% |
Volatility (6M)Calculated over the trailing 6-month period | 8.55% | 7.14% | +1.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.39% | 13.30% | +1.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.82% | 10.99% | +9.83% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.82% | 13.82% | +7.00% |