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USG vs. YGLD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USG vs. YGLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in USCF Gold Strategy Plus Income Fund (USG) and Simplify Gold Strategy PLUS Income ETF (YGLD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, USG achieves a -5.03% return, which is significantly higher than YGLD's -16.76% return.


USG

1D
-1.71%
1M
-8.44%
YTD
-5.03%
6M
-8.55%
1Y
16.66%
3Y*
24.54%
5Y*
10Y*

YGLD

1D
-2.32%
1M
-12.41%
YTD
-16.76%
6M
-23.00%
1Y
11.74%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

USG vs. YGLD - Yearly Performance Comparison


2026 (YTD)20252024
USG
USCF Gold Strategy Plus Income Fund
-5.03%52.02%-0.67%
YGLD
Simplify Gold Strategy PLUS Income ETF
-16.76%96.82%-4.26%

Correlation

The correlation between USG and YGLD is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


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

0.90

Correlation (All Time)
Calculated using the full available price history since Dec 3, 2024

0.89

The correlation between USG and YGLD has been stable across timeframes, ranging from 0.89 to 0.90 - a consistent structural relationship.

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Return for Risk

USG vs. YGLD — Risk / Return Rank

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

USG
USG Risk / Return Rank: 99
Overall Rank
USG Sharpe Ratio Rank: 99
Sharpe Ratio Rank
USG Sortino Ratio Rank: 99
Sortino Ratio Rank
USG Omega Ratio Rank: 1111
Omega Ratio Rank
USG Calmar Ratio Rank: 88
Calmar Ratio Rank
USG Martin Ratio Rank: 88
Martin Ratio Rank

YGLD
YGLD Risk / Return Rank: 1313
Overall Rank
YGLD Sharpe Ratio Rank: 1313
Sharpe Ratio Rank
YGLD Sortino Ratio Rank: 1313
Sortino Ratio Rank
YGLD Omega Ratio Rank: 1515
Omega Ratio Rank
YGLD Calmar Ratio Rank: 1212
Calmar Ratio Rank
YGLD 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.

USG vs. YGLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for USCF Gold Strategy Plus Income Fund (USG) and Simplify Gold Strategy PLUS Income ETF (YGLD). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


USGYGLDDifference
Sharpe ratioReturn per unit of total volatility

+0.40

Sortino ratioReturn per unit of downside risk

+0.39

Omega ratioGain probability vs. loss probability

1.15

1.09

+0.06

Calmar ratioReturn relative to maximum drawdown

0.73

0.29

+0.44

Martin ratioReturn relative to average drawdown

2.06

0.69

+1.37

USG vs. YGLD - Sharpe Ratio Comparison

The current USG Sharpe Ratio is 0.69, which is higher than the YGLD Sharpe Ratio of 0.28. The chart below compares the historical Sharpe Ratios of USG and YGLD, 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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Drawdowns

USG vs. YGLD - Drawdown Comparison

The maximum USG drawdown since its inception was -22.96%, smaller than the maximum YGLD drawdown of -40.91%. Use the drawdown chart below to compare losses from any high point for USG and YGLD.


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Drawdown Indicators


USGYGLDDifference

Max Drawdown

Largest peak-to-trough decline

-22.96%

-40.91%

+17.95%

Max Drawdown (1Y)

Largest decline over 1 year

-22.96%

-40.91%

+17.95%

Max Drawdown (3Y)

Largest decline over 3 years

-22.96%

Current Drawdown

Current decline from peak

-22.40%

-39.93%

+17.53%

Average Drawdown

Average peak-to-trough decline

-4.51%

-8.87%

+4.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.11%

17.08%

-8.97%

Volatility

USG vs. YGLD - Volatility Comparison

The current volatility for USCF Gold Strategy Plus Income Fund (USG) is 8.00%, while Simplify Gold Strategy PLUS Income ETF (YGLD) has a volatility of 11.81%. This indicates that USG experiences smaller price fluctuations and is considered to be less risky than YGLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USGYGLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.00%

11.81%

-3.81%

Volatility (6M)

Calculated over the trailing 6-month period

22.84%

36.35%

-13.51%

Volatility (1Y)

Calculated over the trailing 1-year period

24.33%

41.62%

-17.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.09%

39.45%

-23.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.09%

39.45%

-23.36%

USG vs. YGLD - Expense Ratio Comparison

USG has a 0.45% expense ratio, which is lower than YGLD's 0.50% expense ratio.


Dividends

USG vs. YGLD - Dividend Comparison

USG's dividend yield for the trailing twelve months is around 29.34%, more than YGLD's 21.43% yield.


PositionTTM2025202420232022
USG
USCF Gold Strategy Plus Income Fund
29.34%27.33%7.48%8.16%2.85%
YGLD
Simplify Gold Strategy PLUS Income ETF
21.43%12.05%0.00%0.00%0.00%

Frequently Asked Questions


With a correlation of 0.90, USG and YGLD move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

YGLD has higher volatility (11.81%) compared to USG (8.00%). In terms of maximum drawdown, USG dropped -22.96% vs YGLD's -40.91%.

USG currently has the higher Sharpe Ratio (0.69 vs 0.28), 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 USG and YGLD

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