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VGLT vs. BUCK
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VGLT vs. BUCK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Long-Term Treasury ETF (VGLT) and Simplify Treasury Option Income ETF (BUCK). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VGLT achieves a -0.41% return, which is significantly lower than BUCK's 1.90% return.


VGLT

1D
-0.40%
1M
0.71%
YTD
-0.41%
6M
-1.68%
1Y
5.25%
3Y*
-0.72%
5Y*
-5.30%
10Y*
-1.10%

BUCK

1D
0.02%
1M
0.38%
YTD
1.90%
6M
2.09%
1Y
7.95%
3Y*
5.27%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

VGLT vs. BUCK - Yearly Performance Comparison


2026 (YTD)2025202420232022
VGLT
Vanguard Long-Term Treasury ETF
-0.41%5.35%-6.28%3.27%3.78%
BUCK
Simplify Treasury Option Income ETF
1.90%4.13%7.25%4.63%0.39%

Correlation

The correlation between VGLT and BUCK is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.30

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

0.19

Correlation (All Time)
Calculated using the full available price history since Oct 31, 2022

0.15

The correlation between VGLT and BUCK shifts across timeframes, from 0.15 (all time) to 0.30 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

VGLT vs. BUCK — Risk / Return Rank

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

VGLT
VGLT Risk / Return Rank: 1818
Overall Rank
VGLT Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
VGLT Sortino Ratio Rank: 1717
Sortino Ratio Rank
VGLT Omega Ratio Rank: 1616
Omega Ratio Rank
VGLT Calmar Ratio Rank: 1818
Calmar Ratio Rank
VGLT Martin Ratio Rank: 1818
Martin Ratio Rank

BUCK
BUCK Risk / Return Rank: 8787
Overall Rank
BUCK Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
BUCK Sortino Ratio Rank: 8484
Sortino Ratio Rank
BUCK Omega Ratio Rank: 8686
Omega Ratio Rank
BUCK Calmar Ratio Rank: 9292
Calmar Ratio Rank
BUCK Martin Ratio Rank: 9595
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.

VGLT vs. BUCK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Long-Term Treasury ETF (VGLT) and Simplify Treasury Option Income ETF (BUCK). 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.


VGLTBUCKDifference
Sharpe ratioReturn per unit of total volatility

-1.95

Sortino ratioReturn per unit of downside risk

-2.91

Omega ratioGain probability vs. loss probability

1.10

1.54

-0.44

Calmar ratioReturn relative to maximum drawdown

0.75

6.11

-5.35

Martin ratioReturn relative to average drawdown

1.96

32.31

-30.35

VGLT vs. BUCK - Sharpe Ratio Comparison

The current VGLT Sharpe Ratio is 0.59, which is lower than the BUCK Sharpe Ratio of 2.54. The chart below compares the historical Sharpe Ratios of VGLT and BUCK, 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


VGLTBUCKDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.59

2.54

-1.95

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.37

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.19

1.47

-1.28

Drawdowns

VGLT vs. BUCK - Drawdown Comparison

The maximum VGLT drawdown since its inception was -46.18%, which is greater than BUCK's maximum drawdown of -5.43%. Use the drawdown chart below to compare losses from any high point for VGLT and BUCK.


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Drawdown Indicators


VGLTBUCKDifference

Max Drawdown

Largest peak-to-trough decline

-46.18%

-5.43%

-40.75%

Max Drawdown (1Y)

Largest decline over 1 year

-7.01%

-1.31%

-5.70%

Max Drawdown (3Y)

Largest decline over 3 years

-17.68%

-5.43%

-12.25%

Max Drawdown (5Y)

Largest decline over 5 years

-40.98%

Max Drawdown (10Y)

Largest decline over 10 years

-46.18%

Current Drawdown

Current decline from peak

-36.83%

-0.04%

-36.79%

Average Drawdown

Average peak-to-trough decline

-15.06%

-0.49%

-14.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.68%

0.25%

+2.43%

Volatility

VGLT vs. BUCK - Volatility Comparison

Vanguard Long-Term Treasury ETF (VGLT) has a higher volatility of 2.59% compared to Simplify Treasury Option Income ETF (BUCK) at 0.70%. This indicates that VGLT's price experiences larger fluctuations and is considered to be riskier than BUCK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


VGLTBUCKDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.59%

0.70%

+1.89%

Volatility (6M)

Calculated over the trailing 6-month period

5.94%

1.53%

+4.41%

Volatility (1Y)

Calculated over the trailing 1-year period

8.88%

3.14%

+5.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.58%

3.49%

+11.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.81%

3.49%

+10.32%

VGLT vs. BUCK - Expense Ratio Comparison

VGLT has a 0.03% expense ratio, which is lower than BUCK's 0.35% expense ratio.


Dividends

VGLT vs. BUCK - Dividend Comparison

VGLT's dividend yield for the trailing twelve months is around 4.61%, less than BUCK's 7.42% yield.


PositionTTM20252024202320222021202020192018201720162015
BUCK
Simplify Treasury Option Income ETF
7.42%7.59%8.84%4.84%0.59%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VGLT
Vanguard Long-Term Treasury ETF
4.61%4.44%4.33%3.33%2.84%1.82%2.15%2.46%2.71%2.55%2.69%3.21%

Frequently Asked Questions


VGLT and BUCK have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VGLT has higher volatility (2.59%) compared to BUCK (0.70%). In terms of maximum drawdown, VGLT dropped -46.18% vs BUCK's -5.43%.

On 3-year performance, BUCK leads with 5.27% vs -0.72% for VGLT. On fees, VGLT is cheaper at 0.03% per year. On volatility, BUCK has been the lower-risk option at 0.70%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, BUCK has performed better with a 5.27% return vs -0.72%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VGLT is cheaper with a 0.03% expense ratio, compared with 0.35% for BUCK.

BUCK has the higher dividend yield at 7.42%, compared with 4.61% for VGLT.

They also come from different issuers: Vanguard and Simplify. Their fees differ too: 0.03% for VGLT and 0.35% for BUCK.

BUCK currently has the higher Sharpe Ratio (2.54 vs 0.59), 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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