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XXV vs. ZHDG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XXV vs. ZHDG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Simplify Ancorato Target 25 Distribution ETF (XXV) and ZEGA Buy and Hedge ETF (ZHDG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with XXV having a 4.69% return and ZHDG slightly lower at 4.51%.


XXV

1D
-0.34%
1M
0.71%
6M
4.20%
YTD
4.69%
1Y
3Y*
5Y*
10Y*

ZHDG

1D
0.38%
1M
1.58%
6M
4.44%
YTD
4.51%
1Y
12.96%
3Y*
13.18%
5Y*
5.72%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

XXV vs. ZHDG - Yearly Performance Comparison


Correlation

The correlation between XXV and ZHDG is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Nov 18, 2025

0.58

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Return for Risk

XXV vs. ZHDG — Risk / Return Rank

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

XXV

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


ZHDG
ZHDG Risk / Return Rank: 4040
Overall Rank
ZHDG Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
ZHDG Sortino Ratio Rank: 3939
Sortino Ratio Rank
ZHDG Omega Ratio Rank: 3838
Omega Ratio Rank
ZHDG Calmar Ratio Rank: 3636
Calmar Ratio Rank
ZHDG Martin Ratio Rank: 4444
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.

XXV vs. ZHDG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Simplify Ancorato Target 25 Distribution ETF (XXV) and ZEGA Buy and Hedge ETF (ZHDG). 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.


XXVZHDGDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.21

Calmar ratioReturn relative to maximum drawdown

1.48

Martin ratioReturn relative to average drawdown

5.82

XXV vs. ZHDG - Sharpe Ratio Comparison


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Drawdowns

XXV vs. ZHDG - Drawdown Comparison

The maximum XXV drawdown since its inception was -8.90%, smaller than the maximum ZHDG drawdown of -23.27%. Use the drawdown chart below to compare losses from any high point for XXV and ZHDG.


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Drawdown Indicators


XXVZHDGDifference

Max Drawdown

Largest peak-to-trough decline

-8.90%

-23.27%

+14.37%

Max Drawdown (1Y)

Largest decline over 1 year

-8.56%

Max Drawdown (3Y)

Largest decline over 3 years

-11.63%

Max Drawdown (5Y)

Largest decline over 5 years

-23.27%

Current Drawdown

Current decline from peak

-1.65%

-1.18%

-0.47%

Average Drawdown

Average peak-to-trough decline

-2.05%

-8.04%

+5.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.18%

Volatility

XXV vs. ZHDG - Volatility Comparison


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Volatility by Period


XXVZHDGDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.82%

Volatility (6M)

Calculated over the trailing 6-month period

8.99%

Volatility (1Y)

Calculated over the trailing 1-year period

12.99%

10.83%

+2.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.99%

11.79%

+1.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.99%

11.79%

+1.20%

XXV vs. ZHDG - Expense Ratio Comparison

XXV has a 0.85% expense ratio, which is lower than ZHDG's 0.98% expense ratio.


Dividends

XXV vs. ZHDG - Dividend Comparison

XXV's dividend yield for the trailing twelve months is around 15.13%, more than ZHDG's 2.45% yield.


PositionTTM20252024202320222021
XXV
Simplify Ancorato Target 25 Distribution ETF
15.13%2.36%0.00%0.00%0.00%0.00%
ZHDG
ZEGA Buy and Hedge ETF
2.45%2.57%2.59%1.52%3.58%1.33%

Frequently Asked Questions


XXV and ZHDG have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, XXV is cheaper at 0.85% per year. The better choice depends on whether you care most about return, fees, risk, or income.

XXV is cheaper with a 0.85% expense ratio, compared with 0.98% for ZHDG.

XXV has the higher dividend yield at 15.13%, compared with 2.45% for ZHDG.

They also come from different issuers: Simplify and ZEGA. Their fees differ too: 0.85% for XXV and 0.98% for ZHDG.

Portfolio Optimizer

Find the right allocation for XXV and ZHDG

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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