Simplify Risk Parity Treasury ETF (TYA) Performance
TYA total return
Distributions reinvested · as of Oct 23, 2026- YTD
- −12.2% since Dec 31, 2025
- 1 year
- −14.1% total return
- 5 years
- −10.8% a year
- Since first price
- −11.1% a year since 2021
TYA trailing returns vs SPY, QQQ, AGG
| Period | TYA total return | Price only | S&P 500 (SPY) | Nasdaq-100 (QQQ) | U.S. bonds (AGG) |
|---|---|---|---|---|---|
| 1 month | +3.1% | +2.7% | −1.0% | −5.0% | +0.9% |
| 3 months | −4.4% | −5.4% | +3.2% | +1.9% | −0.4% |
| 6 months | −10.5% | −12.2% | +7.8% | +8.4% | −1.5% |
| YTD | −12.2% | −14.4% | +12.3% | +15.1% | −1.0% |
| 1 year | −14.1% | −17.2% | +14.4% | +15.9% | −1.1% |
| 3 years | +7.8%+2.5%/yr | −4.9% | +87.4%+23.3%/yr | +101.4%+26.3%/yr | +16.6%+5.2%/yr |
| 5 years | −43.6%−10.8%/yr | −52.5% | +79.3%+12.4%/yr | +94.0%+14.2%/yr | −0.8%−0.2%/yr |
| Since inceptionSep 28, 2021 | −45.0%−11.1%/yr | −53.8% | — | — | — |
Total return from adjusted closes (distributions reinvested, before tax). Periods of 3 years or more are also shown annualized. Price only excludes distributions.
Growth of $10,000: TYA vs SPY
From Sep 28, 2021: TYA grew to $5,495, SPY to $18,734.
Year-end values with distributions reinvested, no taxes or trading costs. Start: first common trading day of both funds.
TYA returns by calendar year
1 of 4 full years positive. Best 2025 (+14.4%), worst 2022 (−37.6%). 2026 is year to date.
TYA annual returns table
| Year | TYA | Largest drop | SPY | QQQ | AGG |
|---|---|---|---|---|---|
| 2026YTD | −12.2% | −20.7% | +12.3% | +15.1% | −1.0% |
| 2025 | +14.4% | −8.1% | +17.7% | +20.8% | +7.2% |
| 2024 | −9.6% | −16.7% | +24.9% | +25.6% | +1.3% |
| 2023 | −2.2% | −28.9% | +26.2% | +54.9% | +5.7% |
| 2022 | −37.6% | −41.0% | −18.2% | −32.6% | −13.0% |
Largest drop = deepest fall from a high within that calendar year.
Calendar-year return vs largest drop within the year
Most years include a sizable fall at some point even when the year ends higher.
TYA largest drawdowns
Now 45.9% below the high| Peak | Decline | Bottom | Recovered | Fall | Underwater |
|---|---|---|---|---|---|
| Oct 1, 2021 | −51.2% | Oct 19, 2023 | not yet | 2.0 years | 5.1 years so far |
Declines from a closing high (distributions reinvested) of 10% or more. Underwater = time from the peak until the old high was regained.
TYA risk statistics
| Statistic | 3 years | 5 years |
|---|---|---|
| Annualized return | −0.8% | −12.4% |
| Volatility (annualized) | 16.9% | 19.5% |
| Sharpe ratio | -0.23 | -0.76 |
| Sortino ratio | -0.30 | -0.91 |
| Best month | +10.6% | +10.6% |
| Worst month | −9.4% | −12.1% |
| Best 12 months | +18.5% | +18.5% |
| Worst 12 months | −16.6% | −39.2% |
| Positive months | 56% | 45% |
| Beta vs S&P 500 | 0.52 | 0.61 |
| Correlation with S&P 500 | 0.38 | 0.49 |
From monthly total returns. Sharpe and Sortino use 1–3 month T-bills (BIL) as the risk-free rate, so they need history from 2007 on.
TYA rolling returns
| Holding period | Periods | Worst | Median | Best | Positive |
|---|---|---|---|---|---|
| 1-year | 50 | −39.2% | −7.1% | +18.5% | 36% |
| 3-year (a year) | 26 | −18.0% | −3.4% | +2.8% | 19% |
| 5-year (a year) | 2 | −12.4% | −11.6% | −10.9% | 0% |
Every holding period starting at a month-end since 2021. Returns for 3 years and longer are annualized.
TYA performance overview
Simplify Risk Parity Treasury ETF (TYA) returned −14.1% over the past year and −10.8% a year over five years, with distributions reinvested. Since its first recorded price in 2021 it has returned −11.1% a year, turning $10,000 into about $5,495. Over the same year S&P 500 (SPY) returned +14.4%.
The deepest decline was −51.2%, from Oct 1, 2021 to Oct 19, 2023; the fund has not yet regained that high. TYA finished 1 of its 4 full calendar years with a gain; the best year was 2025 (+14.4%) and the worst 2022 (−37.6%). Volatility has been 19.5% a year.
Related: TYA chart, TYA dividends. See the TYA overview for the latest quote and fund facts.
TYA performance FAQ
What is the TYA return over the past year?
TYA returned −14.1% over the 12 months to October 23, 2026, including reinvested distributions. On price alone it fell 17.2%.
What is the average annual return of TYA?
TYA has returned −10.8% a year over 5 years, −11.1% a year since September 28, 2021 (total return, distributions reinvested).
How much would $10,000 invested in TYA be worth?
$10,000 invested in TYA at its first recorded close on September 28, 2021 would be worth about $5,495 on October 23, 2026 with distributions reinvested.
What was the worst year for TYA?
The worst calendar year was 2022, with a total return of −37.6%. The best was 2025 at +14.4%.
What is the biggest drawdown of TYA?
The largest peak-to-trough decline was −51.2% between October 1, 2021 and October 19, 2023. It has not yet recovered to that high; it is 45.9% below its peak.
How volatile is TYA?
Over the past 3 years TYA had an annualized volatility of 16.9% and a Sharpe ratio of -0.23 (excess return over 1–3 month T-bills per unit of risk).