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YGLD vs. USG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

YGLD vs. USG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Simplify Gold Strategy PLUS Income ETF (YGLD) and USCF Gold Strategy Plus Income Fund (USG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, YGLD achieves a -7.24% return, which is significantly lower than USG's 2.39% return.


YGLD

1D
-1.34%
1M
-2.29%
YTD
-7.24%
6M
-7.14%
1Y
23.02%
3Y*
5Y*
10Y*

USG

1D
-0.74%
1M
-1.37%
YTD
2.39%
6M
4.43%
1Y
26.54%
3Y*
26.99%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

YGLD vs. USG - Yearly Performance Comparison


2026 (YTD)20252024
YGLD
Simplify Gold Strategy PLUS Income ETF
-7.24%96.82%-4.17%
USG
USCF Gold Strategy Plus Income Fund
2.39%52.02%-0.91%

Correlation

The correlation between YGLD and USG is 0.89, 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

0.89

Correlation (All Time)
Calculated using the full available price history since Dec 4, 2024

0.88

The correlation between YGLD and USG has been stable across timeframes, ranging from 0.88 to 0.89 - a consistent structural relationship.

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Return for Risk

YGLD vs. USG — Risk / Return Rank

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

YGLD
YGLD Risk / Return Rank: 1818
Overall Rank
YGLD Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
YGLD Sortino Ratio Rank: 1818
Sortino Ratio Rank
YGLD Omega Ratio Rank: 2121
Omega Ratio Rank
YGLD Calmar Ratio Rank: 1717
Calmar Ratio Rank
YGLD Martin Ratio Rank: 1616
Martin Ratio Rank

USG
USG Risk / Return Rank: 1616
Overall Rank
USG Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
USG Sortino Ratio Rank: 1515
Sortino Ratio Rank
USG Omega Ratio Rank: 2121
Omega Ratio Rank
USG Calmar Ratio Rank: 1616
Calmar Ratio Rank
USG Martin Ratio Rank: 1414
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.

YGLD vs. USG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Simplify Gold Strategy PLUS Income ETF (YGLD) and USCF Gold Strategy Plus Income Fund (USG). 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.


YGLDUSGDifference
Sharpe ratioReturn per unit of total volatility

-0.58

Sortino ratioReturn per unit of downside risk

-0.60

Omega ratioGain probability vs. loss probability

1.14

1.24

-0.10

Calmar ratioReturn relative to maximum drawdown

0.68

1.45

-0.78

Martin ratioReturn relative to average drawdown

1.55

3.93

-2.38

YGLD vs. USG - Sharpe Ratio Comparison

The current YGLD Sharpe Ratio is 0.57, which is lower than the USG Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of YGLD and USG, 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


YGLDUSGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.57

1.15

-0.58

Sharpe Ratio (All Time)

Calculated using the full available price history

1.17

1.20

-0.03

Drawdowns

YGLD vs. USG - Drawdown Comparison

The maximum YGLD drawdown since its inception was -34.23%, which is greater than USG's maximum drawdown of -18.35%. Use the drawdown chart below to compare losses from any high point for YGLD and USG.


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Drawdown Indicators


YGLDUSGDifference

Max Drawdown

Largest peak-to-trough decline

-34.23%

-18.35%

-15.88%

Max Drawdown (1Y)

Largest decline over 1 year

-34.23%

-18.35%

-15.88%

Max Drawdown (3Y)

Largest decline over 3 years

-18.35%

Current Drawdown

Current decline from peak

-33.06%

-16.34%

-16.72%

Average Drawdown

Average peak-to-trough decline

-7.91%

-4.34%

-3.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.86%

6.77%

+8.09%

Volatility

YGLD vs. USG - Volatility Comparison

Simplify Gold Strategy PLUS Income ETF (YGLD) has a higher volatility of 8.70% compared to USCF Gold Strategy Plus Income Fund (USG) at 5.10%. This indicates that YGLD's price experiences larger fluctuations and is considered to be riskier than USG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


YGLDUSGDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.70%

5.10%

+3.60%

Volatility (6M)

Calculated over the trailing 6-month period

34.68%

21.54%

+13.14%

Volatility (1Y)

Calculated over the trailing 1-year period

40.43%

23.21%

+17.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.10%

15.78%

+23.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

39.10%

15.78%

+23.32%

YGLD vs. USG - Expense Ratio Comparison

YGLD has a 0.50% expense ratio, which is higher than USG's 0.45% expense ratio.


Dividends

YGLD vs. USG - Dividend Comparison

YGLD's dividend yield for the trailing twelve months is around 19.23%, less than USG's 26.89% yield.


PositionTTM2025202420232022
USG
USCF Gold Strategy Plus Income Fund
26.89%27.33%7.48%8.16%2.85%
YGLD
Simplify Gold Strategy PLUS Income ETF
19.23%12.05%0.00%0.00%0.00%

Frequently Asked Questions


YGLD and USG have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

YGLD has higher volatility (8.70%) compared to USG (5.10%). In terms of maximum drawdown, YGLD dropped -34.23% vs USG's -18.35%.

USG currently has the higher Sharpe Ratio (1.15 vs 0.57), 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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