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UNIY vs. TUA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UNIY vs. TUA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Voya Yield Enchanced USD Universal Bond Fund (UNIY) and Simplify Short Term Treasury Futures Strategy ETF (TUA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, UNIY achieves a 0.62% return, which is significantly higher than TUA's -5.01% return.


UNIY

1D
0.04%
1M
0.34%
YTD
0.62%
6M
0.83%
1Y
5.73%
3Y*
4.58%
5Y*
10Y*

TUA

1D
0.00%
1M
-1.10%
YTD
-5.01%
6M
-4.73%
1Y
-1.63%
3Y*
-0.75%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

UNIY vs. TUA - Yearly Performance Comparison


2026 (YTD)202520242023
UNIY
WisdomTree Voya Yield Enchanced USD Universal Bond Fund
0.62%7.37%1.86%3.90%
TUA
Simplify Short Term Treasury Futures Strategy ETF
-5.01%7.27%-3.59%-1.61%

Correlation

The correlation between UNIY and TUA 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

0.73

Correlation (All Time)
Calculated using the full available price history since Feb 8, 2023

0.75

The correlation between UNIY and TUA has been stable across timeframes, ranging from 0.73 to 0.77 - a consistent structural relationship.

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Return for Risk

UNIY vs. TUA — Risk / Return Rank

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

UNIY
UNIY Risk / Return Rank: 4343
Overall Rank
UNIY Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
UNIY Sortino Ratio Rank: 4646
Sortino Ratio Rank
UNIY Omega Ratio Rank: 4242
Omega Ratio Rank
UNIY Calmar Ratio Rank: 4343
Calmar Ratio Rank
UNIY Martin Ratio Rank: 4242
Martin Ratio Rank

TUA
TUA Risk / Return Rank: 66
Overall Rank
TUA Sharpe Ratio Rank: 66
Sharpe Ratio Rank
TUA Sortino Ratio Rank: 66
Sortino Ratio Rank
TUA Omega Ratio Rank: 66
Omega Ratio Rank
TUA Calmar Ratio Rank: 66
Calmar Ratio Rank
TUA Martin Ratio Rank: 55
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.

UNIY vs. TUA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Voya Yield Enchanced USD Universal Bond Fund (UNIY) 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.


UNIYTUADifference

Sharpe ratio

Return per unit of total volatility

1.56

-0.24

+1.80

Sortino ratio

Return per unit of downside risk

2.33

-0.30

+2.63

Omega ratio

Gain probability vs. loss probability

1.28

0.97

+0.31

Calmar ratio

Return relative to maximum drawdown

2.19

-0.31

+2.50

Martin ratio

Return relative to average drawdown

6.87

-0.83

+7.71

UNIY vs. TUA - Sharpe Ratio Comparison

The current UNIY Sharpe Ratio is 1.56, which is higher than the TUA Sharpe Ratio of -0.24. The chart below compares the historical Sharpe Ratios of UNIY and TUA, 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


UNIYTUADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.56

-0.24

+1.80

Sharpe Ratio (All Time)

Calculated using the full available price history

0.85

-0.12

+0.98

Drawdowns

UNIY vs. TUA - Drawdown Comparison

The maximum UNIY drawdown since its inception was -6.27%, smaller than the maximum TUA drawdown of -15.85%. Use the drawdown chart below to compare losses from any high point for UNIY and TUA.


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Drawdown Indicators


UNIYTUADifference

Max Drawdown

Largest peak-to-trough decline

-6.27%

-15.85%

+9.58%

Max Drawdown (1Y)

Largest decline over 1 year

-2.53%

-6.68%

+4.15%

Max Drawdown (3Y)

Largest decline over 3 years

-5.40%

-9.14%

+3.74%

Current Drawdown

Current decline from peak

-0.97%

-9.70%

+8.73%

Average Drawdown

Average peak-to-trough decline

-1.38%

-8.37%

+6.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.81%

2.50%

-1.69%

Volatility

UNIY vs. TUA - Volatility Comparison

The current volatility for WisdomTree Voya Yield Enchanced USD Universal Bond Fund (UNIY) is 1.27%, while Simplify Short Term Treasury Futures Strategy ETF (TUA) has a volatility of 2.00%. This indicates that UNIY experiences smaller price fluctuations and is considered to be less risky than TUA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UNIYTUADifference

Volatility (1M)

Calculated over the trailing 1-month period

1.27%

2.00%

-0.73%

Volatility (6M)

Calculated over the trailing 6-month period

2.73%

4.85%

-2.12%

Volatility (1Y)

Calculated over the trailing 1-year period

3.69%

6.86%

-3.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.85%

10.76%

-5.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.85%

10.76%

-5.91%

UNIY vs. TUA - Expense Ratio Comparison

UNIY has a 0.15% expense ratio, which is lower than TUA's 0.16% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

UNIY vs. TUA - Dividend Comparison

UNIY's dividend yield for the trailing twelve months is around 4.84%, more than TUA's 3.54% yield.


PositionTTM2025202420232022
TUA
Simplify Short Term Treasury Futures Strategy ETF
3.54%3.84%5.19%4.83%0.15%
UNIY
WisdomTree Voya Yield Enchanced USD Universal Bond Fund
4.84%4.95%4.86%3.99%0.00%

Frequently Asked Questions


UNIY and TUA 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.

TUA has higher volatility (2.00%) compared to UNIY (1.27%). In terms of maximum drawdown, UNIY dropped -6.27% vs TUA's -15.85%.

On 3-year performance, UNIY leads with 4.58% vs -0.75% for TUA. On fees, UNIY is cheaper at 0.15% per year. On volatility, UNIY has been the lower-risk option at 1.27%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, UNIY has performed better with a 4.58% return vs -0.75%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

UNIY is cheaper with a 0.15% expense ratio, compared with 0.16% for TUA.

UNIY has the higher dividend yield at 4.84%, compared with 3.54% for TUA.

They also come from different issuers: WisdomTree and Simplify. Their fees differ too: 0.15% for UNIY and 0.16% for TUA.

UNIY currently has the higher Sharpe Ratio (1.56 vs -0.24), 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.

Portfolio Optimizer

Find the right allocation for UNIY and TUA

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