AVUV vs. CTA

Last updated Jun 9, 2026

AVUV (Avantis US Small Cap Value ETF) and CTA (Simplify Managed Futures Strategy ETF) are both exchange-traded funds - AVUV is a Small Cap Value Equities fund actively managed by Avantis, while CTA is a Systematic Trend fund actively managed by Simplify. Both are actively managed. Over the past 3 years, AVUV returned 18.46%/yr vs 10.94%/yr for CTA. At a correlation of -0.10, they often move in opposite directions. AVUV charges 0.25%/yr vs 0.78%/yr for CTA.

Performance

AVUV vs. CTA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Avantis US Small Cap Value ETF (AVUV) 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, AVUV achieves a 18.87% return, which is significantly higher than CTA's 9.63% return.

AVUV

• 1D: 1.01%
• 1M: 0.89%
• YTD: 18.87%
• 6M: 18.74%
• 1Y: 36.82%
• 3Y*: 18.46%
• 5Y*: 10.85%
• 10Y*: —

CTA

• 1D: 0.52%
• 1M: -4.51%
• YTD: 9.63%
• 6M: 12.55%
• 1Y: 10.03%
• 3Y*: 10.94%
• 5Y*: —
• 10Y*: —

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

AVUV vs. CTA - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
AVUV Avantis US Small Cap Value ETF	18.87%	7.44%	9.28%	22.82%	-1.63%
CTA Simplify Managed Futures Strategy ETF	9.63%	0.88%	24.15%	-2.23%	9.55%

Correlation

The correlation between AVUV and CTA is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.04
Correlation (3Y) Calculated over the trailing 3-year period	-0.05
Correlation (All Time) Calculated using the full available price history since Mar 9, 2022	-0.10

The correlation between AVUV and CTA shifts across timeframes, from -0.10 (all time) to 0.04 (1 year), reflecting how their relationship changes across market environments.

AVUV vs. CTA - Sectors Allocation Comparison

Sectors	AVUV	CTA
Financial Services	25.8%	-49.1%
Energy	18.2%	-
Consumer Cyclical	18.0%	-
Industrials	13.9%	-
Technology	7.0%	-
Basic Materials	4.9%	-
Consumer Defensive	4.5%	-
Healthcare	4.2%	-
Communication Services	2.8%	-
Real Estate	0.7%	-
Utilities	0.1%	-

Return for Risk

AVUV vs. CTA — Risk / Return Rank

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

AVUV

AVUV Risk / Return Rank: 76
AVUV Sharpe Ratio Rank: 72
AVUV Sortino Ratio Rank: 75
AVUV Omega Ratio Rank: 68
AVUV Calmar Ratio Rank: 88
AVUV Martin Ratio Rank: 79

CTA

CTA Risk / Return Rank: 19
CTA Sharpe Ratio Rank: 18
CTA Sortino Ratio Rank: 17
CTA Omega Ratio Rank: 18
CTA Calmar Ratio Rank: 22
CTA Martin Ratio Rank: 21

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.

AVUV vs. CTA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Avantis US Small Cap Value ETF (AVUV) 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.

	AVUV	CTA	Difference
Sharpe ratio: Return per unit of total volatility	2.11	0.50	+1.61
Sortino ratio: Return per unit of downside risk	3.02	0.78	+2.25
Omega ratio: Gain probability vs. loss probability	1.36	1.10	+0.26
Calmar ratio: Return relative to maximum drawdown	4.65	0.92	+3.74
Martin ratio: Return relative to average drawdown	13.81	2.32	+11.49
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

AVUV vs. CTA - Sharpe Ratio Comparison

The current AVUV Sharpe Ratio is 2.11, which is higher than the CTA Sharpe Ratio of 0.50. The chart below compares the historical Sharpe Ratios of AVUV 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

	AVUV	CTA	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.11	0.50	+1.61
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.48	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.56	0.58	-0.01

Drawdowns

AVUV vs. CTA - Drawdown Comparison

The maximum AVUV drawdown since its inception was -49.42%, which is greater than CTA's maximum drawdown of -18.07%. Use the drawdown chart below to compare losses from any high point for AVUV and CTA.

Drawdown Indicators

	AVUV	CTA	Difference
Max Drawdown Largest peak-to-trough decline	-49.42%	-18.07%	-31.35%
Max Drawdown (1Y) Largest decline over 1 year	-7.95%	-11.00%	+3.05%
Max Drawdown (3Y) Largest decline over 3 years	-28.79%	-11.23%	-17.56%
Max Drawdown (5Y) Largest decline over 5 years	-28.79%	—	—
Current Drawdown Current decline from peak	-0.44%	-10.05%	+9.61%
Average Drawdown Average peak-to-trough decline	-7.94%	-5.69%	-2.25%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.67%	4.33%	-1.66%

Volatility

AVUV vs. CTA - Volatility Comparison

The current volatility for Avantis US Small Cap Value ETF (AVUV) is 4.29%, while Simplify Managed Futures Strategy ETF (CTA) has a volatility of 6.73%. This indicates that AVUV 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

	AVUV	CTA	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.29%	6.73%	-2.44%
Volatility (6M) Calculated over the trailing 6-month period	11.39%	17.43%	-6.04%
Volatility (1Y) Calculated over the trailing 1-year period	17.57%	20.21%	-2.64%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.75%	16.59%	+6.16%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	28.29%	16.59%	+11.70%

AVUV vs. CTA - Expense Ratio Comparison

AVUV has a 0.25% expense ratio, which is lower than CTA's 0.78% expense ratio.

Dividends

AVUV vs. CTA - Dividend Comparison

AVUV's dividend yield for the trailing twelve months is around 1.28%, less than CTA's 4.97% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019
AVUV Avantis US Small Cap Value ETF	1.28%	1.58%	1.61%	1.65%	1.74%	1.28%	1.21%	0.38%
CTA Simplify Managed Futures Strategy ETF	4.97%	3.19%	4.80%	7.78%	6.58%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both AVUV and CTA in my portfolio?

AVUV and CTA have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, AVUV or CTA?

CTA has higher volatility (6.73%) compared to AVUV (4.29%). In terms of maximum drawdown, AVUV dropped -49.42% vs CTA's -18.07%.

Which ETF is better, AVUV or CTA?

On 3-year performance, AVUV leads with 18.46% vs 10.94% for CTA. On fees, AVUV is cheaper at 0.25% per year. On volatility, AVUV has been the lower-risk option at 4.29%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, AVUV or CTA?

Over the 3-year period, AVUV has performed better with a 18.46% return vs 10.94%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, AVUV or CTA?

AVUV is cheaper with a 0.25% expense ratio, compared with 0.78% for CTA.

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

CTA has the higher dividend yield at 4.97%, compared with 1.28% for AVUV.

What is the main difference between AVUV and CTA?

AVUV is categorized as Small Cap Value Equities, while CTA is Systematic Trend. They also come from different issuers: Avantis and Simplify. Their fees differ too: 0.25% for AVUV and 0.78% for CTA.

Which has better risk-adjusted returns?

AVUV currently has the higher Sharpe Ratio (2.11 vs 0.50), 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.