Simplify Stable Income ETF

10-Year Study

BUCK.US · · US · ETF

Executive Summary: Simplify Stable Income ETF has compounded at 4.9% annually over the last 10 years, with a maximum drawdown of 3.4% and an annualized volatility of 8.0%.

1Y CAGR
+6.5%
3Y CAGR
+5.0%
5Y CAGR
+4.9%
10Y CAGR
+4.9%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
3.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.18
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.11
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
2.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +7.2%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · 0.7%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
100%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.60.3-0.50.4————————0.7%
20250.90.60.9-3.40.01.00.51.90.40.40.70.24.1%
20240.61.90.7-1.00.50.70.41.30.5-0.41.40.47.2%
20230.50.30.30.50.50.40.40.20.70.3-0.10.54.6%
2022——————————0.20.40.6%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 8.0%. The dominant macroeconomic risk driver is SHV.US, accounting for 75.1% of variance. Idiosyncratic stock-specific factors contribute 4.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2022-10-0110000
2022-11-0110017.569633026162
2022-12-0110058.839889155835
2023-01-0110111.0768053942
2023-02-0110139.330674720053
2023-03-0110164.829236512707
2023-04-0110216.490774075794
2023-05-0110265.52241942425
2023-06-0110306.482488048447
2023-07-0110351.824433871901
2023-08-0110372.405949281472
2023-09-0110444.97546502995
2023-10-0110478.291900803186
2023-11-0110469.823973377488
2023-12-0110524.478245947097
2024-01-0110585.992066284389
2024-02-0110786.19895369159
2024-03-0110863.812845879413
2024-04-0110751.491460987938
2024-05-0110803.799222520762
2024-06-0110878.34570493222
2024-07-0110927.054716980228
2024-08-0111069.704589482633
2024-09-0111127.82740937427
2024-10-0111087.160295616352
2024-11-0111246.420517563172
2024-12-0111287.358566703955
2025-01-0111386.417520998688
2025-02-0111453.436212189315
2025-03-0111560.632801658547
2025-04-0111172.44175487624
2025-05-0111173.153079927373
2025-06-0111287.141243976355
2025-07-0111339.631862958395
2025-08-0111556.186780746737
2025-09-0111604.56837265008
2025-10-0111648.144930325088
2025-11-0111729.166098228916
2025-12-0111753.850896504118
2026-01-0111820.853312424397
2026-02-0111853.242172672
2026-03-0111798.029103055489
2026-04-0111840.693747759158
Annual Return Matrix
YearAnnual Return
20230.046291457257735535
20240.07248628415861247
20250.041328741976554895
20260.007388459494655386
Total Factor Risk
0.08005346444159686
VTI.US Exposure
0.03202570520471597
VEA.US Exposure
-0.000012458233392547335
VWO.US Exposure
0.00036538835228576834
QQQ.US Exposure
0.005866684701427352
VTV.US Exposure
0.008143727708159609
IJR.US Exposure
-0.001526112604024339
QUAL.US Exposure
0.0038836189401517452
SHV.US Exposure
0.7506062439477887
TLT.US Exposure
0.007260086127269854
LQD.US Exposure
0.006595260144723469
HYG.US Exposure
0.04989801735622546
GLD.US Exposure
0.0038804495638887983
USO.US Exposure
0.002245221199977773
VNQ.US Exposure
-0.00016303032673349263
BTC-USD.CC Exposure
0.00020580546892722822
CPER.US Exposure
-0.00000828599216933684
VIX.INDX Exposure
0.000049661673660274636
UUP.US Exposure
0.05374209253316196
TIP.US Exposure
0.0342850915648959
Idiosyncratic Exposure
0.042656832669059945
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
91.1
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
8.0%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →7.59%
Market Cap$0
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$141
Avg Yield on Cost
1.41%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$140.541.41%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+0.0%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+1.6%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
0.3% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.08
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Simplify Stable Income ETF a high-risk investment?

Simplify Stable Income ETF (BUCK.US) has an annualized volatility of 8.0% and experienced a maximum drawdown of 3.4% over the last 10 years. Its primary macro risk driver is SHV.US.

What is the 10-year return of BUCK.US?

Over the past 10 years, BUCK.US has generated a Compound Annual Growth Rate (CAGR) of 4.9%. It has had a positive return in 100% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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