CBLS vs. CTA

In the year-to-date period, CBLS achieves a 5.47% return, which is significantly higher than CTA's -0.38% return.

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

CBLS has a 1.95% expense ratio, which is higher than CTA's 0.78% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Changebridge Capital Long/Short Equity ETF (CBLS) 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.

The current CBLS Sharpe Ratio is 0.79, which is higher than the CTA Sharpe Ratio of 0.46. The chart below compares the historical Sharpe Ratios of CBLS and CTA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

CBLS's dividend yield for the trailing twelve months is around 0.69%, less than CTA's 4.73% yield.

The maximum CBLS drawdown since its inception was -32.78%, which is greater than CTA's maximum drawdown of -18.07%. Use the drawdown chart below to compare losses from any high point for CBLS and CTA. For additional features, visit the drawdowns tool.

The current volatility for Changebridge Capital Long/Short Equity ETF (CBLS) is 3.26%, while Simplify Managed Futures Strategy ETF (CTA) has a volatility of 3.54%. This indicates that CBLS 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.