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FAAR vs CTA
First Trust Alternative Absolute Return Strategy ETF vs Simplify Managed Futures 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.
- FAAR follows a long short strategy; CTA uses systematic alpha.
- 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
| FAAR | CTA | |
|---|---|---|
| Annual cost (TER) | 0.98% | 0.75% |
| Fund size (AUM) | $168M | $1.7B |
| Since | 2016 | 2022 |
| Dividend yield | 9.07% | 4.03% |
| Asset class | alternative | alternative |
| Region | north america | — |
| Strategy | long short | systematic alpha |
| CAGR 1Y | +41.1% | +16.5% |
| CAGR 3Y | +12.0% | +13.4% |
| CAGR 5Y | +8.5% | N/A |
| Sharpe 3Y | 0.74 | 0.66 |
| Volatility 1Y | 13.44% | 19.72% |
| Max drawdown | -18.03% | -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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