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MSMR vs CTA
McElhenny Sheffield Managed Risk ETF vs Simplify Managed Futures Strategy ETF
Key differences
- CTA costs 0.31% less per year.
- CTA is significantly larger than MSMR — larger funds tend to be more liquid and less likely to close.
- MSMR is classified as equity, while CTA is alternative — different risk/return profiles.
- MSMR follows a active selection strategy; CTA uses systematic alpha.
- Over the last 3 years, MSMR has delivered higher annualized returns.
Side-by-side comparison
| MSMR | CTA | |
|---|---|---|
| Annual cost (TER) | 1.06% | 0.75% |
| Fund size (AUM) | $166M | $1.7B |
| Since | 2021 | 2022 |
| Dividend yield | 1.88% | 4.03% |
| Asset class | equity | alternative |
| Region | north america | — |
| Strategy | active selection | systematic alpha |
| CAGR 1Y | +25.9% | +16.5% |
| CAGR 3Y | +20.5% | +13.4% |
| CAGR 5Y | N/A | N/A |
| Sharpe 3Y | 1.40 | 0.66 |
| Volatility 1Y | 12.03% | 19.72% |
| Max drawdown | -14.86% | -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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