AGGH vs. CTA

Last updated Jun 4, 2026

AGGH (Simplify Aggregate Bond ETF) and CTA (Simplify Managed Futures Strategy ETF) are both exchange-traded funds - AGGH is a Intermediate Core Bond fund actively managed by Simplify, while CTA is a Systematic Trend fund actively managed by Simplify. Both are actively managed. Over the past 3 years, AGGH returned 4.70%/yr vs 11.79%/yr for CTA. At a correlation of -0.27, they often move in opposite directions. AGGH charges 0.33%/yr vs 0.78%/yr for CTA.

Performance

AGGH vs. CTA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Simplify Aggregate Bond ETF (AGGH) and Simplify Managed Futures Strategy ETF (CTA). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, AGGH achieves a 0.48% return, which is significantly lower than CTA's 12.30% return.

AGGH

• 1D: -0.32%
• 1M: 0.30%
• YTD: 0.48%
• 6M: 0.53%
• 1Y: 9.06%
• 3Y*: 4.70%
• 5Y*: —
• 10Y*: —

CTA

• 1D: 0.54%
• 1M: -7.86%
• YTD: 12.30%
• 6M: 13.80%
• 1Y: 15.57%
• 3Y*: 11.79%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

AGGH vs. CTA - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
AGGH Simplify Aggregate Bond ETF	0.48%	8.23%	1.97%	8.47%	-8.98%
CTA Simplify Managed Futures Strategy ETF	12.30%	0.88%	24.15%	-2.23%	9.55%

Correlation

The correlation between AGGH and CTA is -0.28, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.28
Correlation (3Y) Calculated over the trailing 3-year period	-0.28
Correlation (All Time) Calculated using the full available price history since Mar 9, 2022	-0.27

AGGH vs. CTA - Sectors Allocation Comparison

Sectors	AGGH	CTA
Financial Services	79.5%	-49.1%
Basic Materials	-	-
Communication Services	-	-
Consumer Cyclical	-	-
Consumer Defensive	-	-
Energy	-	-
Healthcare	-	-
Industrials	-	-
Real Estate	-	-
Technology	-	-
Utilities	-	-

Return for Risk

AGGH vs. CTA — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AGGH

AGGH Risk / Return Rank: 44
AGGH Sharpe Ratio Rank: 35
AGGH Sortino Ratio Rank: 36
AGGH Omega Ratio Rank: 38
AGGH Calmar Ratio Rank: 58
AGGH Martin Ratio Rank: 50

CTA

CTA Risk / Return Rank: 24
CTA Sharpe Ratio Rank: 22
CTA Sortino Ratio Rank: 20
CTA Omega Ratio Rank: 22
CTA Calmar Ratio Rank: 29
CTA Martin Ratio Rank: 26

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AGGH vs. CTA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Simplify Aggregate Bond ETF (AGGH) and Simplify Managed Futures Strategy ETF (CTA). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

	AGGH	CTA	Difference
Sharpe ratio Return per unit of total volatility	1.28	0.78	+0.50
Sortino ratio Return per unit of downside risk	1.92	1.12	+0.81
Omega ratio Gain probability vs. loss probability	1.25	1.15	+0.10
Calmar ratio Return relative to maximum drawdown	2.94	1.42	+1.51
Martin ratio Return relative to average drawdown	8.57	3.72	+4.84
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

AGGH vs. CTA - Sharpe Ratio Comparison

The current AGGH Sharpe Ratio is 1.28, which is higher than the CTA Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of AGGH and CTA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	AGGH	CTA	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.28	0.78	+0.50
Sharpe Ratio (All Time) Calculated using the full available price history	0.27	0.62	-0.35

Drawdowns

AGGH vs. CTA - Drawdown Comparison

The maximum AGGH drawdown since its inception was -13.26%, smaller than the maximum CTA drawdown of -18.07%. Use the drawdown chart below to compare losses from any high point for AGGH and CTA.

Drawdown Indicators

	AGGH	CTA	Difference
Max Drawdown Largest peak-to-trough decline	-13.26%	-18.07%	+4.81%
Max Drawdown (1Y) Largest decline over 1 year	-3.10%	-11.00%	+7.90%
Max Drawdown (3Y) Largest decline over 3 years	-8.67%	-11.23%	+2.56%
Current Drawdown Current decline from peak	-1.58%	-7.86%	+6.28%
Average Drawdown Average peak-to-trough decline	-4.45%	-5.67%	+1.22%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.06%	4.19%	-3.13%

Volatility

AGGH vs. CTA - Volatility Comparison

The current volatility for Simplify Aggregate Bond ETF (AGGH) is 1.54%, while Simplify Managed Futures Strategy ETF (CTA) has a volatility of 7.76%. This indicates that AGGH experiences smaller price fluctuations and is considered to be less risky than CTA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	AGGH	CTA	Difference
Volatility (1M) Calculated over the trailing 1-month period	1.54%	7.76%	-6.22%
Volatility (6M) Calculated over the trailing 6-month period	3.33%	17.30%	-13.97%
Volatility (1Y) Calculated over the trailing 1-year period	7.10%	20.12%	-13.02%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	8.46%	16.58%	-8.12%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	8.46%	16.58%	-8.12%

AGGH vs. CTA - Expense Ratio Comparison

AGGH has a 0.33% expense ratio, which is lower than CTA's 0.78% expense ratio.

Dividends

AGGH vs. CTA - Dividend Comparison

AGGH's dividend yield for the trailing twelve months is around 7.53%, more than CTA's 4.85% yield.

Position	TTM	2025	2024	2023	2022
AGGH Simplify Aggregate Bond ETF	7.53%	7.54%	8.97%	9.51%	2.11%
CTA Simplify Managed Futures Strategy ETF	4.85%	3.19%	4.80%	7.78%	6.58%

Frequently Asked Questions

Can I hold both AGGH and CTA in my portfolio?

AGGH and CTA have a correlation of -0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, AGGH or CTA?

CTA has higher volatility (7.76%) compared to AGGH (1.54%). In terms of maximum drawdown, AGGH dropped -13.26% vs CTA's -18.07%.

Which ETF is better, AGGH or CTA?

On 3-year performance, CTA leads with 11.79% vs 4.70% for AGGH. On fees, AGGH is cheaper at 0.33% per year. On volatility, AGGH has been the lower-risk option at 1.54%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, AGGH or CTA?

Over the 3-year period, CTA has performed better with a 11.79% return vs 4.70%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, AGGH or CTA?

AGGH is cheaper with a 0.33% expense ratio, compared with 0.78% for CTA.

Which ETF pays a higher dividend yield, AGGH or CTA?

AGGH has the higher dividend yield at 7.53%, compared with 4.85% for CTA.

What is the main difference between AGGH and CTA?

AGGH is categorized as Intermediate Core Bond, while CTA is Systematic Trend. Their fees differ too: 0.33% for AGGH and 0.78% for CTA.

Which has better risk-adjusted returns?

AGGH currently has the higher Sharpe Ratio (1.28 vs 0.78), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.