Screener
CTA vs WTMF
Simplify Managed Futures Strategy ETF vs WisdomTree Managed Futures Strategy Fund
Key differences
- WTMF costs 0.09% less per year.
- CTA is significantly larger than WTMF — larger funds tend to be more liquid and less likely to close.
- CTA follows a systematic alpha strategy; WTMF uses managed futures.
- Over the last 3 years, CTA has delivered higher annualized returns.
- WTMF has a longer track record, which may reduce uncertainty around long-term behavior.
Side-by-side comparison
| CTA | WTMF | |
|---|---|---|
| Annual cost (TER) | 0.75% | 0.66% |
| Fund size (AUM) | $1.7B | $224M |
| Since | 2022 | 2011 |
| Dividend yield | 4.03% | 2.85% |
| Asset class | alternative | alternative |
| Region | — | north america |
| Strategy | systematic alpha | managed futures |
| CAGR 1Y | +16.5% | +22.8% |
| CAGR 3Y | +13.4% | +10.0% |
| CAGR 5Y | N/A | +6.2% |
| Sharpe 3Y | 0.66 | 0.74 |
| Volatility 1Y | 19.72% | 8.64% |
| Max drawdown | -18.07% | -15.99% |
Green dot indicates the better value for that metric. Performance data is historical and does not predict future results.
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