CCOM vs. CTA
CCOM (Simplify Chinese Commodities Strategy No K-1 ETF) and CTA (Simplify Managed Futures Strategy ETF) are both exchange-traded funds - CCOM is a Commodities fund actively managed by Simplify, while CTA is a Systematic Trend fund actively managed by Simplify. Both are actively managed. Their 0.12 correlation means their historical movements had little consistent relationship. CCOM charges 0.99%/yr vs 0.78%/yr for CTA.
Performance
CCOM vs. CTA - Performance Comparison
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Returns By Period
CCOM
- 1D
- -0.06%
- 1M
- -1.27%
- 6M
- 0.22%
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
CTA
- 1D
- -3.35%
- 1M
- 2.60%
- 6M
- -2.19%
- YTD
- -0.51%
- 1Y
- 4.15%
- 3Y*
- 7.18%
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 6.65%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $489.06 | $1.63K | $4.84K | |
| $11.73M | $12.12M | $14.73M |
CCOM vs. CTA - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
CCOM Simplify Chinese Commodities Strategy No K-1 ETF | -3.71% |
CTA Simplify Managed Futures Strategy ETF | -4.91% |
Correlation
The correlation between CCOM and CTA is 0.12, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jan 27, 2026 | 0.12 |
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Return for Risk
CCOM vs. CTA — Risk / Return Rank
CCOM
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
CTA
CCOM vs. CTA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Simplify Chinese Commodities Strategy No K-1 ETF (CCOM) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CCOM | CTA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.05 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 0.20 | — |
| Martin ratioReturn relative to average drawdown | — | 0.54 | — |
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Drawdowns
CCOM vs. CTA - Drawdown Comparison
The maximum CCOM drawdown since its inception was -7.44%, smaller than the maximum CTA drawdown of -20.44%. Use the drawdown chart below to compare losses from any high point for CCOM and CTA.
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Drawdown Indicators
| CCOM | CTA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -7.44% | -20.44% | +13.00% |
Max Drawdown (1Y)Largest decline over 1 year | — | -20.44% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -20.44% | — |
Current DrawdownCurrent decline from peak | -5.67% | -18.37% | +12.70% |
Average DrawdownAverage peak-to-trough decline | -3.35% | -6.07% | +2.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 7.69% | — |
Volatility
CCOM vs. CTA - Volatility Comparison
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Volatility by Period
| CCOM | CTA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 9.14% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 19.11% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 12.48% | 21.67% | -9.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.48% | 16.99% | -4.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.48% | 16.99% | -4.51% |
CCOM vs. CTA - Expense Ratio Comparison
CCOM has a 0.99% expense ratio, which is higher than CTA's 0.78% expense ratio.
Dividends
CCOM vs. CTA - Dividend Comparison
CCOM's dividend yield for the trailing twelve months is around 1.26%, less than CTA's 5.57% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
CCOM Simplify Chinese Commodities Strategy No K-1 ETF | 1.26% | 0.00% | 0.00% | 0.00% | 0.00% |
CTA Simplify Managed Futures Strategy ETF | 5.57% | 3.19% | 4.80% | 7.78% | 6.58% |
Frequently Asked Questions
CCOM and CTA have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, CTA is cheaper at 0.78% per year. The better choice depends on whether you care most about return, fees, risk, or income.
CTA is cheaper with a 0.78% expense ratio, compared with 0.99% for CCOM.
CTA has the higher dividend yield at 5.57%, compared with 1.26% for CCOM.
CCOM is categorized as Commodities, while CTA is Systematic Trend. Their fees differ too: 0.99% for CCOM and 0.78% for CTA.
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