YGLD vs. USG
YGLD (Simplify Gold Strategy PLUS Income ETF) and USG (USCF Gold Strategy Plus Income Fund) are both Gold funds. Both are actively managed. Over the past year, YGLD returned 23.02% vs 26.54% for USG. Their correlation of 0.88 suggests significant overlap in exposure. YGLD charges 0.50%/yr vs 0.45%/yr for USG.
Performance
YGLD vs. USG - Performance Comparison
Loading charts...
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*
- —
YGLD vs. USG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
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.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
YGLD vs. USG — Risk / Return Rank
YGLD
USG
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.
| YGLD | USG | Difference | |
|---|---|---|---|
| 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 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| YGLD | USG | Difference | |
|---|---|---|---|
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.
Loading charts...
Drawdown Indicators
| YGLD | USG | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -33.06% | -16.34% | -16.72% |
Average DrawdownAverage peak-to-trough decline | -7.91% | -4.34% | -3.57% |
Ulcer IndexDepth 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.
Loading charts...
Volatility by Period
| YGLD | USG | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
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.
Find the right allocation for YGLD and USG
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer