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XV vs. CRSH
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

XV vs. CRSH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Simplify Target 15 Distribution ETF (XV) and YieldMax Short TSLA Option Income Strategy ETF (CRSH). The values are adjusted to include any dividend payments, if applicable.

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XV vs. CRSH - Yearly Performance Comparison


Returns By Period

In the year-to-date period, XV achieves a -3.24% return, which is significantly lower than CRSH's 18.37% return.


XV

1D
0.36%
1M
-3.82%
YTD
-3.24%
6M
-1.11%
1Y
3Y*
5Y*
10Y*

CRSH

1D
-1.76%
1M
6.01%
YTD
18.37%
6M
24.09%
1Y
-24.03%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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XV vs. CRSH - Expense Ratio Comparison

XV has a 0.75% expense ratio, which is lower than CRSH's 0.99% expense ratio.


Return for Risk

XV vs. CRSH — Risk / Return Rank

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

XV

CRSH
CRSH Risk / Return Rank: 44
Overall Rank
CRSH Sharpe Ratio Rank: 33
Sharpe Ratio Rank
CRSH Sortino Ratio Rank: 44
Sortino Ratio Rank
CRSH Omega Ratio Rank: 44
Omega Ratio Rank
CRSH Calmar Ratio Rank: 33
Calmar Ratio Rank
CRSH Martin Ratio Rank: 66
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.

XV vs. CRSH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Simplify Target 15 Distribution ETF (XV) and YieldMax Short TSLA Option Income Strategy ETF (CRSH). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

XV vs. CRSH - Sharpe Ratio Comparison


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Sharpe Ratios by Period


XVCRSHDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

1.15

-0.64

+1.79

Correlation

The correlation between XV and CRSH is -0.45. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

XV vs. CRSH - Dividend Comparison

XV's dividend yield for the trailing twelve months is around 18.82%, less than CRSH's 100.61% yield.


TTM20252024
XV
Simplify Target 15 Distribution ETF
18.82%13.87%0.00%
CRSH
YieldMax Short TSLA Option Income Strategy ETF
100.61%138.78%94.25%

Drawdowns

XV vs. CRSH - Drawdown Comparison

The maximum XV drawdown since its inception was -5.73%, smaller than the maximum CRSH drawdown of -63.68%. Use the drawdown chart below to compare losses from any high point for XV and CRSH.


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Drawdown Indicators


XVCRSHDifference

Max Drawdown

Largest peak-to-trough decline

-5.73%

-63.68%

+57.95%

Max Drawdown (1Y)

Largest decline over 1 year

-48.16%

Current Drawdown

Current decline from peak

-4.75%

-53.43%

+48.68%

Average Drawdown

Average peak-to-trough decline

-1.01%

-41.91%

+40.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

35.23%

Volatility

XV vs. CRSH - Volatility Comparison


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Volatility by Period


XVCRSHDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.04%

Volatility (6M)

Calculated over the trailing 6-month period

23.47%

Volatility (1Y)

Calculated over the trailing 1-year period

11.32%

42.40%

-31.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.32%

48.37%

-37.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.32%

48.37%

-37.05%