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CTA vs FAAR
Simplify Managed Futures Strategy ETF vs First Trust Alternative Absolute Return Strategy ETF
Key differences
- CTA costs 0.23% less per year.
- CTA is significantly larger than FAAR — larger funds tend to be more liquid and less likely to close.
- CTA follows a systematic alpha strategy; FAAR uses long short.
- Over the last 3 years, CTA has delivered higher annualized returns.
- FAAR has a longer track record, which may reduce uncertainty around long-term behavior.
Side-by-side comparison
| CTA | FAAR | |
|---|---|---|
| Annual cost (TER) | 0.75% | 0.98% |
| Fund size (AUM) | $1.7B | $168M |
| Since | 2022 | 2016 |
| Dividend yield | 4.03% | 9.07% |
| Asset class | alternative | alternative |
| Region | — | north america |
| Strategy | systematic alpha | long short |
| CAGR 1Y | +16.5% | +41.1% |
| CAGR 3Y | +13.4% | +12.0% |
| CAGR 5Y | N/A | +8.5% |
| Sharpe 3Y | 0.66 | 0.74 |
| Volatility 1Y | 19.72% | 13.44% |
| Max drawdown | -18.07% | -18.03% |
Green dot indicates the better value for that metric. Performance data is historical and does not predict future results.
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