CTA vs. BITO

In the year-to-date period, CTA achieves a -0.56% return, which is significantly lower than BITO's 8.16% return.

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CTA has a 0.78% expense ratio, which is lower than BITO's 0.95% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for Simplify Managed Futures Strategy ETF (CTA) and ProShares Bitcoin Strategy ETF (BITO). 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 CTA Sharpe Ratio is 0.36, which is lower than the BITO Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of CTA and BITO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

CTA's dividend yield for the trailing twelve months is around 4.74%, less than BITO's 58.24% yield.

The maximum CTA drawdown since its inception was -18.07%, smaller than the maximum BITO drawdown of -77.86%. Use the drawdown chart below to compare losses from any high point for CTA and BITO. For additional features, visit the drawdowns tool.

The current volatility for Simplify Managed Futures Strategy ETF (CTA) is 3.45%, while ProShares Bitcoin Strategy ETF (BITO) has a volatility of 9.50%. This indicates that CTA experiences smaller price fluctuations and is considered to be less risky than BITO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.