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TYA vs. TLT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TYA and TLT is 0.07, 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.


-0.50.00.51.0
Correlation: 0.1

Performance

TYA vs. TLT - 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 20+ Year Treasury Bond ETF (TLT). The values are adjusted to include any dividend payments, if applicable.

-45.00%-40.00%-35.00%-30.00%NovemberDecember2025FebruaryMarchApril
-40.12%
-30.94%
TYA
TLT

Key characteristics

Sharpe Ratio

TYA:

0.70

TLT:

0.28

Sortino Ratio

TYA:

1.12

TLT:

0.48

Omega Ratio

TYA:

1.13

TLT:

1.06

Calmar Ratio

TYA:

0.25

TLT:

0.09

Martin Ratio

TYA:

1.32

TLT:

0.53

Ulcer Index

TYA:

9.15%

TLT:

7.52%

Daily Std Dev

TYA:

17.22%

TLT:

14.42%

Max Drawdown

TYA:

-51.15%

TLT:

-48.35%

Current Drawdown

TYA:

-41.05%

TLT:

-41.08%

Returns By Period

In the year-to-date period, TYA achieves a 9.38% return, which is significantly higher than TLT's 2.84% return.


TYA

YTD

9.38%

1M

1.30%

6M

3.11%

1Y

13.58%

5Y*

N/A

10Y*

N/A

TLT

YTD

2.84%

1M

-1.03%

6M

-1.48%

1Y

4.94%

5Y*

-9.78%

10Y*

-0.92%

*Annualized

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TYA vs. TLT - Expense Ratio Comparison

TYA has a 0.17% expense ratio, which is higher than TLT's 0.15% 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%.


Expense ratio chart for TYA: current value is 0.17%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
TYA: 0.17%
Expense ratio chart for TLT: current value is 0.15%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
TLT: 0.15%

Risk-Adjusted Performance

TYA vs. TLT — Risk-Adjusted Performance Rank

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

TYA
The Risk-Adjusted Performance Rank of TYA is 6060
Overall Rank
The Sharpe Ratio Rank of TYA is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of TYA is 7272
Sortino Ratio Rank
The Omega Ratio Rank of TYA is 6464
Omega Ratio Rank
The Calmar Ratio Rank of TYA is 4444
Calmar Ratio Rank
The Martin Ratio Rank of TYA is 4949
Martin Ratio Rank

TLT
The Risk-Adjusted Performance Rank of TLT is 3737
Overall Rank
The Sharpe Ratio Rank of TLT is 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of TLT is 4040
Sortino Ratio Rank
The Omega Ratio Rank of TLT is 3636
Omega Ratio Rank
The Calmar Ratio Rank of TLT is 3030
Calmar Ratio Rank
The Martin Ratio Rank of TLT is 3535
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TYA vs. TLT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Simplify Intermediate Term Treasury Futures Strategy ETF (TYA) and iShares 20+ Year Treasury Bond ETF (TLT). 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.


The chart of Sharpe ratio for TYA, currently valued at 0.70, compared to the broader market-1.000.001.002.003.004.00
TYA: 0.70
TLT: 0.28
The chart of Sortino ratio for TYA, currently valued at 1.12, compared to the broader market-2.000.002.004.006.008.00
TYA: 1.12
TLT: 0.48
The chart of Omega ratio for TYA, currently valued at 1.13, compared to the broader market0.501.001.502.002.50
TYA: 1.13
TLT: 1.06
The chart of Calmar ratio for TYA, currently valued at 0.25, compared to the broader market0.002.004.006.008.0010.0012.00
TYA: 0.25
TLT: 0.10
The chart of Martin ratio for TYA, currently valued at 1.32, compared to the broader market0.0020.0040.0060.00
TYA: 1.32
TLT: 0.53

The current TYA Sharpe Ratio is 0.70, which is higher than the TLT Sharpe Ratio of 0.28. The chart below compares the historical Sharpe Ratios of TYA and TLT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.00NovemberDecember2025FebruaryMarchApril
0.70
0.28
TYA
TLT

Dividends

TYA vs. TLT - Dividend Comparison

TYA's dividend yield for the trailing twelve months is around 4.32%, more than TLT's 4.24% yield.


TTM20242023202220212020201920182017201620152014
TYA
Simplify Intermediate Term Treasury Futures Strategy ETF
4.32%4.84%4.29%2.24%0.11%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TLT
iShares 20+ Year Treasury Bond ETF
4.24%4.30%3.38%2.67%1.50%1.50%2.27%2.63%2.43%2.60%2.61%2.67%

Drawdowns

TYA vs. TLT - Drawdown Comparison

The maximum TYA drawdown since its inception was -51.15%, which is greater than TLT's maximum drawdown of -48.35%. Use the drawdown chart below to compare losses from any high point for TYA and TLT. For additional features, visit the drawdowns tool.


-50.00%-45.00%-40.00%-35.00%NovemberDecember2025FebruaryMarchApril
-41.05%
-35.77%
TYA
TLT

Volatility

TYA vs. TLT - Volatility Comparison

Simplify Intermediate Term Treasury Futures Strategy ETF (TYA) has a higher volatility of 6.60% compared to iShares 20+ Year Treasury Bond ETF (TLT) at 6.00%. This indicates that TYA's price experiences larger fluctuations and is considered to be riskier than TLT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%NovemberDecember2025FebruaryMarchApril
6.60%
6.00%
TYA
TLT