TYA vs. TUA

In the year-to-date period, TYA achieves a 6.00% return, which is significantly higher than TUA's 3.02% return.

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TYA has a 0.17% expense ratio, which is higher than TUA's 0.16% 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%.

This table presents a comparison of risk-adjusted performance metrics for Simplify Intermediate Term Treasury Futures Strategy ETF (TYA) and Simplify Short Term Treasury Futures Strategy ETF (TUA). 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 current TYA Sharpe Ratio is 0.24, which is lower than the TUA Sharpe Ratio of 0.66. The chart below compares the historical Sharpe Ratios of TYA and TUA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

TYA's dividend yield for the trailing twelve months is around 4.46%, less than TUA's 4.67% yield.

The maximum TYA drawdown since its inception was -51.15%, which is greater than TUA's maximum drawdown of -15.85%. Use the drawdown chart below to compare losses from any high point for TYA and TUA. For additional features, visit the drawdowns tool.

Simplify Intermediate Term Treasury Futures Strategy ETF (TYA) has a higher volatility of 5.12% compared to Simplify Short Term Treasury Futures Strategy ETF (TUA) at 2.88%. This indicates that TYA's price experiences larger fluctuations and is considered to be riskier than TUA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.