Screener
CDX vs CTA
Simplify High Yield ETF vs Simplify Managed Futures Strategy ETF
Key differences
- CDX costs 0.50% less per year.
- CTA is significantly larger than CDX — larger funds tend to be more liquid and less likely to close.
- CDX follows a multi strategy strategy; CTA uses systematic alpha.
- Over the last 3 years, CTA has delivered higher annualized returns.
Side-by-side comparison
| CDX | CTA | |
|---|---|---|
| Annual cost (TER) | 0.25% | 0.75% |
| Fund size (AUM) | $440M | $1.7B |
| Since | 2022 | 2022 |
| Dividend yield | 8.37% | 4.03% |
| Asset class | alternative | alternative |
| Region | north america | — |
| Strategy | multi strategy | systematic alpha |
| CAGR 1Y | -0.6% | +12.0% |
| CAGR 3Y | +7.6% | +11.5% |
| CAGR 5Y | N/A | N/A |
| Sharpe 3Y | 0.40 | 0.55 |
| Volatility 1Y | 5.68% | 19.97% |
| Max drawdown | -13.24% | -18.07% |
Green dot indicates the better value for that metric. Performance data is historical and does not predict future results.
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