COM vs. CTA
Compare and contrast key facts about Direxion Auspice Broad Commodity Strategy ETF (COM) and Simplify Managed Futures Strategy ETF (CTA).
COM and CTA are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. COM is a passively managed fund by Direxion that tracks the performance of the Auspice Broad Commodity ER Index. It was launched on Mar 30, 2017. CTA is an actively managed fund by Simplify. It was launched on Mar 7, 2022.
Performance
COM vs. CTA - Performance Comparison
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COM vs. CTA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
COM Direxion Auspice Broad Commodity Strategy ETF | 14.18% | 7.72% | 5.81% | -2.09% | -11.04% |
CTA Simplify Managed Futures Strategy ETF | 12.39% | 0.88% | 24.15% | -2.23% | 9.55% |
Returns By Period
In the year-to-date period, COM achieves a 14.18% return, which is significantly higher than CTA's 12.39% return.
COM
- 1D
- 0.21%
- 1M
- 5.67%
- YTD
- 14.18%
- 6M
- 18.01%
- 1Y
- 17.69%
- 3Y*
- 6.92%
- 5Y*
- 10.16%
- 10Y*
- —
CTA
- 1D
- -1.31%
- 1M
- 0.45%
- YTD
- 12.39%
- 6M
- 10.76%
- 1Y
- 6.40%
- 3Y*
- 15.19%
- 5Y*
- —
- 10Y*
- —
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COM vs. CTA - Expense Ratio Comparison
COM has a 0.70% expense ratio, which is lower than CTA's 0.78% expense ratio.
Return for Risk
COM vs. CTA — Risk / Return Rank
COM
CTA
COM vs. CTA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Direxion Auspice Broad Commodity Strategy ETF (COM) 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.
| COM | CTA | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.72 | 0.40 | +1.32 |
Sortino ratioReturn per unit of downside risk | 2.24 | 0.63 | +1.62 |
Omega ratioGain probability vs. loss probability | 1.34 | 1.08 | +0.26 |
Calmar ratioReturn relative to maximum drawdown | 2.96 | 0.66 | +2.31 |
Martin ratioReturn relative to average drawdown | 6.37 | 1.14 | +5.23 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| COM | CTA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.72 | 0.40 | +1.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.05 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.73 | 0.69 | +0.05 |
Correlation
The correlation between COM and CTA is 0.15, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
COM vs. CTA - Dividend Comparison
COM's dividend yield for the trailing twelve months is around 2.48%, less than CTA's 3.81% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
COM Direxion Auspice Broad Commodity Strategy ETF | 2.48% | 2.99% | 3.88% | 3.80% | 8.59% | 10.32% | 0.13% | 1.09% | 2.36% | 0.09% |
CTA Simplify Managed Futures Strategy ETF | 3.81% | 3.19% | 4.80% | 7.78% | 6.58% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
COM vs. CTA - Drawdown Comparison
The maximum COM drawdown since its inception was -15.95%, smaller than the maximum CTA drawdown of -18.07%. Use the drawdown chart below to compare losses from any high point for COM and CTA.
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Drawdown Indicators
| COM | CTA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.95% | -18.07% | +2.12% |
Max Drawdown (1Y)Largest decline over 1 year | -6.15% | -10.68% | +4.53% |
Max Drawdown (5Y)Largest decline over 5 years | -14.02% | — | — |
Current DrawdownCurrent decline from peak | -0.64% | -1.47% | +0.83% |
Average DrawdownAverage peak-to-trough decline | -6.38% | -5.74% | -0.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.86% | 6.16% | -3.30% |
Volatility
COM vs. CTA - Volatility Comparison
The current volatility for Direxion Auspice Broad Commodity Strategy ETF (COM) is 3.77%, while Simplify Managed Futures Strategy ETF (CTA) has a volatility of 8.10%. This indicates that COM 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.
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Volatility by Period
| COM | CTA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.77% | 8.10% | -4.33% |
Volatility (6M)Calculated over the trailing 6-month period | 8.21% | 12.72% | -4.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.35% | 16.05% | -5.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 9.71% | 15.58% | -5.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 9.76% | 15.58% | -5.82% |