Simplify Exchange Traded Funds

10-Year Study

CDX.US · · US · ETF

Executive Summary: Simplify Exchange Traded Funds has compounded at 4.2% annually over the last 10 years, with a maximum drawdown of 11.0% and an annualized volatility of 9.3%.

1Y CAGR
-1.5%
3Y CAGR
+7.9%
5Y CAGR
+4.2%
10Y CAGR
+4.2%

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 →
11.0%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.00
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.00
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
7.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · +12.7%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -1.9%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
75%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.1-0.1-2.81.0————————-1.9%
20252.53.10.70.61.91.1-0.4-0.51.1-0.40.2-0.69.5%
20240.90.80.3-0.00.31.61.83.50.5-2.22.1-2.17.7%
20231.5-1.64.11.0-0.40.4-0.01.0-0.71.24.11.612.7%
2022——-2.1-3.90.9-5.76.6-5.4-1.30.43.4-1.6-9.0%

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 9.3%. The dominant macroeconomic risk driver is HYG.US, accounting for 62.8% of variance. Idiosyncratic stock-specific factors contribute 4.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2022-02-0110000
2022-03-019786.030022694613
2022-04-019402.819561174447
2022-05-019488.576477421628
2022-06-018950.95061991287
2022-07-019537.475526575852
2022-08-019023.94043743465
2022-09-018904.679998390586
2022-10-018937.546899626735
2022-11-019245.193743585854
2022-12-019100.58505101219
2023-01-019240.989520011506
2023-02-019096.389231682868
2023-03-019466.851504028942
2023-04-019560.046177124295
2023-05-019520.90025432296
2023-06-019554.291370342617
2023-07-019553.204071142354
2023-08-019649.966346251324
2023-09-019583.47511119604
2023-10-019694.420600317322
2023-11-0110095.014192143522
2023-12-0110259.81618445385
2024-01-0110352.806004076689
2024-02-0110432.948884646381
2024-03-0110466.03954890635
2024-04-0110464.182210755564
2024-05-0110500.68289743491
2024-06-0110669.21742506749
2024-07-0110865.993367579931
2024-08-0111250.770170266853
2024-09-0111310.648315017157
2024-10-0111063.035094341327
2024-11-0111292.773536377092
2024-12-0111050.732330153623
2025-01-0111324.386104043082
2025-02-0111670.019084989925
2025-03-0111751.748266808307
2025-04-0111817.880220388719
2025-05-0112045.28543389909
2025-06-0112180.654709597093
2025-07-0112128.864600153862
2025-08-0112071.03393959806
2025-09-0112203.647673458103
2025-10-0112149.923537128223
2025-11-0112176.8055653751
2025-12-0112101.313383896771
2026-01-0112109.042137728979
2026-02-0112097.895923720553
2026-03-0111753.658047448056
2026-04-0111874.829779895974
Annual Return Matrix
YearAnnual Return
20230.12737984722341822
20240.0770887247374088
20250.09506890786563349
2026-0.0187156217524439
Total Factor Risk
0.09265672598149202
VTI.US Exposure
-0.09309451976262252
VEA.US Exposure
-0.001860387893438953
VWO.US Exposure
0.00520812843162239
QQQ.US Exposure
0.04386028993870907
VTV.US Exposure
0.06455804962987016
IJR.US Exposure
-0.04041074930466849
QUAL.US Exposure
0.09300671720779771
SHV.US Exposure
0.22894871208871678
TLT.US Exposure
0.026599129129337484
LQD.US Exposure
-0.030679871538033587
HYG.US Exposure
0.6277228598038274
GLD.US Exposure
0.0070757498817471415
USO.US Exposure
0.004145241779584486
VNQ.US Exposure
0.017182382389628995
BTC-USD.CC Exposure
0.007087904777786802
CPER.US Exposure
-0.010336798144865614
VIX.INDX Exposure
0.015359765182481309
UUP.US Exposure
-0.0075992084919241365
TIP.US Exposure
0.0012422960493288534
Idiosyncratic Exposure
0.041984308845114955
Value Score
41.9
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
98.4
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
9.3%

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 →20.1x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →8.20%
Market Cap$79.7B
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
$165
Avg Yield on Cost
1.65%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$165.231.65%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 →
-0.7%
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 →
-1.7%
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 →
3.2% 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 →
0.58
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Simplify Exchange Traded Funds a high-risk investment?

Simplify Exchange Traded Funds (CDX.US) has an annualized volatility of 9.3% and experienced a maximum drawdown of 11.0% over the last 10 years. Its primary macro risk driver is HYG.US.

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

Over the past 10 years, CDX.US has generated a Compound Annual Growth Rate (CAGR) of 4.2%. It has had a positive return in 75% 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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