YGLD vs. CPXR

Last updated Apr 1, 2026

Compare and contrast key facts about Simplify Gold Strategy PLUS Income ETF (YGLD) and USCF Daily Target 2X Copper Index ETF (CPXR).

YGLD and CPXR are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. YGLD is an actively managed fund by Simplify. It was launched on Dec 2, 2024. CPXR is a passively managed fund by USCF that tracks the performance of the SummerHaven Copper Index. It was launched on Jan 21, 2025.

Performance

YGLD vs. CPXR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Simplify Gold Strategy PLUS Income ETF (YGLD) and USCF Daily Target 2X Copper Index ETF (CPXR). The values are adjusted to include any dividend payments, if applicable.

YGLD vs. CPXR - Yearly Performance Comparison

	2026 (YTD)	2025
YGLD Simplify Gold Strategy PLUS Income ETF	-1.29%	80.50%
CPXR USCF Daily Target 2X Copper Index ETF	-6.04%	36.03%

Returns By Period

In the year-to-date period, YGLD achieves a -1.29% return, which is significantly higher than CPXR's -6.04% return.

YGLD

• 1D: 4.23%
• 1M: -23.15%
• YTD: -1.29%
• 6M: 10.04%
• 1Y: 59.63%
• 3Y*: —
• 5Y*: —
• 10Y*: —

CPXR

• 1D: 4.58%
• 1M: -13.97%
• YTD: -6.04%
• 6M: 22.56%
• 1Y: -5.05%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

YGLD vs. CPXR - Expense Ratio Comparison

YGLD has a 0.50% expense ratio, which is lower than CPXR's 1.20% expense ratio.

CPXR

USCF Daily Target 2X Copper Index ETF

YGLD

Simplify Gold Strategy PLUS Income ETF

Return for Risk

YGLD vs. CPXR — Risk / Return Rank

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

YGLD

YGLD Risk / Return Rank: 74
YGLD Sharpe Ratio Rank: 77
YGLD Sortino Ratio Rank: 74
YGLD Omega Ratio Rank: 73
YGLD Calmar Ratio Rank: 73
YGLD Martin Ratio Rank: 71

CPXR

CPXR Risk / Return Rank: 13
CPXR Sharpe Ratio Rank: 10
CPXR Sortino Ratio Rank: 17
CPXR Omega Ratio Rank: 19
CPXR Calmar Ratio Rank: 9
CPXR Martin Ratio Rank: 10

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.

YGLD vs. CPXR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Simplify Gold Strategy PLUS Income ETF (YGLD) and USCF Daily Target 2X Copper Index ETF (CPXR). 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.

	YGLD	CPXR	Difference
Sharpe ratio Return per unit of total volatility	1.37	-0.07	+1.44
Sortino ratio Return per unit of downside risk	1.84	0.42	+1.41
Omega ratio Gain probability vs. loss probability	1.26	1.07	+0.20
Calmar ratio Return relative to maximum drawdown	1.82	-0.15	+1.97
Martin ratio Return relative to average drawdown	7.04	-0.27	+7.31
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

YGLD vs. CPXR - Sharpe Ratio Comparison

The current YGLD Sharpe Ratio is 1.37, which is higher than the CPXR Sharpe Ratio of -0.07. The chart below compares the historical Sharpe Ratios of YGLD and CPXR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	YGLD	CPXR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.37	-0.07	+1.44
Sharpe Ratio (All Time) Calculated using the full available price history	1.52	0.33	+1.19

Correlation

The correlation between YGLD and CPXR is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

YGLD vs. CPXR - Dividend Comparison

YGLD's dividend yield for the trailing twelve months is around 15.70%, more than CPXR's 0.75% yield.

	TTM	2025
YGLD Simplify Gold Strategy PLUS Income ETF	15.70%	12.05%
CPXR USCF Daily Target 2X Copper Index ETF	0.75%	0.70%

Drawdowns

YGLD vs. CPXR - Drawdown Comparison

The maximum YGLD drawdown since its inception was -34.23%, smaller than the maximum CPXR drawdown of -47.87%. Use the drawdown chart below to compare losses from any high point for YGLD and CPXR.

Drawdown Indicators

	YGLD	CPXR	Difference
Max Drawdown Largest peak-to-trough decline	-34.23%	-47.87%	+13.64%
Max Drawdown (1Y) Largest decline over 1 year	-34.23%	-47.87%	+13.64%
Current Drawdown Current decline from peak	-28.77%	-22.99%	-5.78%
Average Drawdown Average peak-to-trough decline	-5.15%	-21.15%	+16.00%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.86%	26.53%	-17.67%

Volatility

YGLD vs. CPXR - Volatility Comparison

The current volatility for Simplify Gold Strategy PLUS Income ETF (YGLD) is 15.51%, while USCF Daily Target 2X Copper Index ETF (CPXR) has a volatility of 18.18%. This indicates that YGLD experiences smaller price fluctuations and is considered to be less risky than CPXR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	YGLD	CPXR	Difference
Volatility (1M) Calculated over the trailing 1-month period	15.51%	18.18%	-2.67%
Volatility (6M) Calculated over the trailing 6-month period	36.91%	44.09%	-7.18%
Volatility (1Y) Calculated over the trailing 1-year period	43.67%	73.45%	-29.78%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	40.12%	70.44%	-30.32%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	40.12%	70.44%	-30.32%