Simplify Risk Parity Treasury ETF
Price through Oct 2 · Flows through Oct 1. Figures use the latest available records, not a live quote. Fund details retrieved Oct 2. Holdings snapshot retrieved Oct 2.
The fund is an actively managed ETF that seeks to provide total return that matches or outperforms the performance of the ICE US Treasury 20+ Year Index for a calendar quarter, not for any other period. Under normal circumstances, the fund invests at least 80% of its net assets in futures contracts, call options, and put options on U.S. treasury futures, U.S. government securities, such as bills, notes and bonds issued by the U.S. Treasury or fixed income ETFs that invest in U.S. Treasuries.
SOURCE: MARKET TAPE & DAILY CREATION/REDEMPTION RECORDS · 1M SHOWN · NET −$20M OVER THIS RANGE
Money is leaving — −$20M in net outflows over the past month, about 47.0% of the fund's asset base, while the price has returned -18.9% so far this year. At 0.17% a year it is not the cheapest way in — GSIG has a reported fee of 0.14%.
COMPOSED FROM THE FUND’S OWN DAILY RECORDS · UPDATED WITH EACH REFRESH
| # | Holding | Weight | Price | Day | 52-wk | |
|---|---|---|---|---|---|---|
| 1 | —Cash | 0.01% | — | — | — |
| 1 week | -2.1% |
| 1 month | -9.0% |
| 3 months | -13.8% |
| 6 months | -16.6% |
| YTD | -18.9% |
| 1 year | -20.4% |
| 3 years | — |
PRICE RETURN, DISTRIBUTIONS NOT REINVESTED
| 1 week | — |
| 1 month | −$20M |
| 3 months | −$18M |
| YTD | −$18M |
| 1 year | −$18M |
CREATION/REDEMPTION DOLLARS, DAILY RECORDS
The top holding is 0.0% of the book; the top ten carry 0%. Spread across 1+ names, it behaves like roughly 1 equally-weighted positions.
VOLATILITY & DRAWDOWN FROM THE DAILY TAPE · CONCENTRATION FROM THE LATEST DISCLOSED BOOK
Due diligence cuts both ways. These funds sit on the same shelf and beat TYA on at least one dimension that matters — the fee, the asset base, or where the money is going.
| Fund | Fee | Assets | Flow, 1M | The case | |
|---|---|---|---|---|---|
| STIP iShares 0-5 Year TIPS Bond ETF | 0.03% | $16.3B | +$489M | -14bp on fee · 393× the assets · +$489M in over the month | Head-to-head |
| SPTL State Street SPDR Portfolio Long Term Treasury ETF | 0.03% | $11B | +$160M | -14bp on fee · 264× the assets · +$160M in over the month | Head-to-head |
| IJH iShares Core S&P Mid-Cap ETF | 0.05% | $122.8B | +$2.3B | -12bp on fee · 2961× the assets · +$2.3B in over the month | Head-to-head |
| SPTS State Street SPDR Portfolio Short Term Treasury ETF | 0.03% | $7.5B | +$1.4B | -14bp on fee · 180× the assets · +$1.4B in over the month | Head-to-head |
| IGSB iShares 1-5 Year Investment Grade Corporate Bond ETF | 0.04% | $23.7B | +$575M | -13bp on fee · 570× the assets · +$575M in over the month | Head-to-head |