USG vs. YGLD
USG (USCF Gold Strategy Plus Income Fund) and YGLD (Simplify Gold Strategy PLUS Income ETF) are both Gold funds. Both are actively managed. Over the past year, USG returned 16.66% vs 11.74% for YGLD. Their correlation of 0.89 suggests significant overlap in exposure. USG charges 0.45%/yr vs 0.50%/yr for YGLD.
Performance
USG vs. YGLD - Performance Comparison
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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*
- —
USG vs. YGLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
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
USG
YGLD
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.
| USG | YGLD | Difference | |
|---|---|---|---|
| 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 |
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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
| USG | YGLD | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -22.40% | -39.93% | +17.53% |
Average DrawdownAverage peak-to-trough decline | -4.51% | -8.87% | +4.36% |
Ulcer IndexDepth 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
| USG | YGLD | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
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.
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