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CTA vs SAMM
Simplify Managed Futures Strategy ETF vs Strategas Macro Momentum ETF
Key differences
- SAMM costs 0.10% less per year.
- CTA is significantly larger than SAMM — larger funds tend to be more liquid and less likely to close.
- CTA is classified as alternative, while SAMM is equity — different risk/return profiles.
- CTA follows a systematic alpha strategy; SAMM uses active selection.
Side-by-side comparison
| CTA | SAMM | |
|---|---|---|
| Annual cost (TER) | 0.75% | 0.65% |
| Fund size (AUM) | $1.7B | $28M |
| Since | 2022 | 2024 |
| Dividend yield | 4.03% | 0.98% |
| Asset class | alternative | equity |
| Region | — | north america |
| Strategy | systematic alpha | active selection |
| CAGR 1Y | +12.0% | +28.2% |
| CAGR 3Y | +11.5% | N/A |
| CAGR 5Y | N/A | N/A |
| Sharpe 3Y | 0.55 | N/A |
| Volatility 1Y | 19.97% | 17.03% |
| Max drawdown | -18.07% | -24.09% |
Green dot indicates the better value for that metric. Performance data is historical and does not predict future results.
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