See what your fund actually adds
Simplify Treasury Option Income ETF BUCK
Historical return decomposition and an investable replication portfolio, using data through 2026-10-09.
Fund and replication metrics
| Measure | BUCK | Replication |
|---|---|---|
| Annualized growth | 4.9% | 4.4% |
| Annualized volatility | 3.0% | 1.3% |
| Sharpe ratio | 1.60 | 3.42 |
| Maximum drawdown | 5.1% | 0.9% |
| Replication fit (R²) | 0.20 · Tracking error 2.7% | |
Replication portfolio
The published portfolio below is the investable basket used to model BUCK’s historical return behavior.
| Ticker | Building block | Weight |
|---|---|---|
| USFR | FI · Floating Rate Notes | 66.3% |
| MUB | FI · Municipal | 21.3% |
| SCHP | FI · TIPS | 5.0% |
| VCSH | FI · Short Corp | 4.4% |
| WTMF | Alternatives · Mgt Futures | 2.9% |