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TYA vs. ZROZ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TYA vs. ZROZ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Simplify Intermediate Term Treasury Futures Strategy ETF (TYA) and PIMCO 25+ Year Zero Coupon US Treasury Index Fund (ZROZ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TYA achieves a -5.08% return, which is significantly lower than ZROZ's -1.07% return.


TYA

1D
-0.63%
1M
-0.93%
YTD
-5.08%
6M
-6.88%
1Y
2.03%
3Y*
-2.45%
5Y*
10Y*

ZROZ

1D
-0.48%
1M
1.55%
YTD
-1.07%
6M
-4.36%
1Y
3.89%
3Y*
-7.39%
5Y*
-11.62%
10Y*
-4.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TYA vs. ZROZ - Yearly Performance Comparison


2026 (YTD)20252024202320222021
TYA
Simplify Intermediate Term Treasury Futures Strategy ETF
-5.08%14.38%-9.63%-2.23%-37.62%-0.68%
ZROZ
PIMCO 25+ Year Zero Coupon US Treasury Index Fund
-1.07%-1.84%-16.18%1.19%-41.28%5.63%

Correlation

The correlation between TYA and ZROZ is 0.77, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.77

Correlation (3Y)
Calculated over the trailing 3-year period

0.83

Correlation (All Time)
Calculated using the full available price history since Sep 29, 2021

0.82

The correlation between TYA and ZROZ has been stable across timeframes, ranging from 0.77 to 0.83 - a consistent structural relationship.

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Return for Risk

TYA vs. ZROZ — 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

ZROZ
ZROZ Risk / Return Rank: 1212
Overall Rank
ZROZ Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
ZROZ Sortino Ratio Rank: 1212
Sortino Ratio Rank
ZROZ Omega Ratio Rank: 1111
Omega Ratio Rank
ZROZ Calmar Ratio Rank: 1212
Calmar Ratio Rank
ZROZ Martin Ratio Rank: 1212
Martin Ratio Rank
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. ZROZ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Simplify Intermediate Term Treasury Futures Strategy ETF (TYA) and PIMCO 25+ Year Zero Coupon US Treasury Index Fund (ZROZ). 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.


TYAZROZDifference
Sharpe ratioReturn per unit of total volatility

-0.08

Sortino ratioReturn per unit of downside risk

-0.15

Omega ratioGain probability vs. loss probability

1.04

1.05

-0.02

Calmar ratioReturn relative to maximum drawdown

0.17

0.28

-0.11

Martin ratioReturn relative to average drawdown

0.49

0.64

-0.15

TYA vs. ZROZ - Sharpe Ratio Comparison

The current TYA Sharpe Ratio is 0.16, which is lower than the ZROZ Sharpe Ratio of 0.24. The chart below compares the historical Sharpe Ratios of TYA and ZROZ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


TYAZROZDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.16

0.24

-0.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.49

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.51

0.09

-0.60

Drawdowns

TYA vs. ZROZ - Drawdown Comparison

The maximum TYA drawdown since its inception was -51.15%, smaller than the maximum ZROZ drawdown of -62.93%. Use the drawdown chart below to compare losses from any high point for TYA and ZROZ.


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Drawdown Indicators


TYAZROZDifference

Max Drawdown

Largest peak-to-trough decline

-51.15%

-62.93%

+11.78%

Max Drawdown (1Y)

Largest decline over 1 year

-11.80%

-14.02%

+2.22%

Max Drawdown (3Y)

Largest decline over 3 years

-22.51%

-28.62%

+6.11%

Max Drawdown (5Y)

Largest decline over 5 years

-57.98%

Max Drawdown (10Y)

Largest decline over 10 years

-62.93%

Current Drawdown

Current decline from peak

-41.49%

-59.93%

+18.44%

Average Drawdown

Average peak-to-trough decline

-35.85%

-24.04%

-11.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.17%

6.12%

-1.95%

Volatility

TYA vs. ZROZ - Volatility Comparison

The current volatility for Simplify Intermediate Term Treasury Futures Strategy ETF (TYA) is 4.11%, while PIMCO 25+ Year Zero Coupon US Treasury Index Fund (ZROZ) has a volatility of 4.46%. This indicates that TYA experiences smaller price fluctuations and is considered to be less risky than ZROZ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TYAZROZDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.11%

4.46%

-0.35%

Volatility (6M)

Calculated over the trailing 6-month period

8.81%

10.54%

-1.73%

Volatility (1Y)

Calculated over the trailing 1-year period

12.91%

16.25%

-3.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.57%

23.90%

-3.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.57%

22.06%

-1.49%

TYA vs. ZROZ - Expense Ratio Comparison

Both TYA and ZROZ have an expense ratio of 0.15%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Dividends

TYA vs. ZROZ - Dividend Comparison

TYA's dividend yield for the trailing twelve months is around 3.87%, less than ZROZ's 5.15% yield.


PositionTTM20252024202320222021202020192018201720162015
TYA
Simplify Intermediate Term Treasury Futures Strategy ETF
3.87%3.85%4.84%4.28%2.23%0.11%0.00%0.00%0.00%0.00%0.00%0.00%
ZROZ
PIMCO 25+ Year Zero Coupon US Treasury Index Fund
5.15%4.96%4.58%3.52%2.76%1.60%1.68%2.22%2.06%2.53%3.00%2.98%

Frequently Asked Questions


TYA and ZROZ have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ZROZ has higher volatility (4.46%) compared to TYA (4.11%). In terms of maximum drawdown, TYA dropped -51.15% vs ZROZ's -62.93%.

On 3-year performance, TYA leads with -2.45% vs -7.39% for ZROZ. Both ETFs have the same 0.15% expense ratio. On volatility, TYA has been the lower-risk option at 4.11%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, TYA has performed better with a -2.45% return vs -7.39%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

TYA and ZROZ have the same expense ratio: 0.15% per year.

ZROZ has the higher dividend yield at 5.15%, compared with 3.87% for TYA.

They also come from different issuers: Simplify and PIMCO.

ZROZ currently has the higher Sharpe Ratio (0.24 vs 0.16), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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