CTA vs. GXDW
Compare and contrast key facts about Simplify Managed Futures Strategy ETF (CTA) and Global X Dorsey Wright Thematic ETF (GXDW).
CTA and GXDW are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. CTA is an actively managed fund by Simplify. It was launched on Mar 7, 2022. GXDW is a passively managed fund by Global X that tracks the performance of the Nasdaq Dorsey Wright Thematic Rotation Total Return Index. It was launched on Oct 25, 2019.
Performance
CTA vs. GXDW - Performance Comparison
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CTA vs. GXDW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
CTA Simplify Managed Futures Strategy ETF | 12.39% | 0.88% | 24.15% | -2.23% | 9.55% |
GXDW Global X Dorsey Wright Thematic ETF | -6.81% | 3.52% | -3.55% | 10.26% | -30.82% |
Returns By Period
In the year-to-date period, CTA achieves a 12.39% return, which is significantly higher than GXDW's -6.81% return.
CTA
- 1D
- -1.31%
- 1M
- 0.45%
- YTD
- 12.39%
- 6M
- 10.76%
- 1Y
- 6.40%
- 3Y*
- 15.19%
- 5Y*
- —
- 10Y*
- —
GXDW
- 1D
- 3.90%
- 1M
- -6.16%
- YTD
- -6.81%
- 6M
- -17.86%
- 1Y
- -0.43%
- 3Y*
- -2.86%
- 5Y*
- -13.24%
- 10Y*
- —
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CTA vs. GXDW - Expense Ratio Comparison
CTA has a 0.78% expense ratio, which is higher than GXDW's 0.50% expense ratio.
Return for Risk
CTA vs. GXDW — Risk / Return Rank
CTA
GXDW
CTA vs. GXDW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Simplify Managed Futures Strategy ETF (CTA) and Global X Dorsey Wright Thematic ETF (GXDW). 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.
| CTA | GXDW | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.40 | -0.02 | +0.42 |
Sortino ratioReturn per unit of downside risk | 0.63 | 0.17 | +0.45 |
Omega ratioGain probability vs. loss probability | 1.08 | 1.02 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 0.66 | -0.09 | +0.75 |
Martin ratioReturn relative to average drawdown | 1.14 | -0.22 | +1.36 |
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
| CTA | GXDW | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.40 | -0.02 | +0.42 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | -0.49 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.69 | -0.04 | +0.73 |
Correlation
The correlation between CTA and GXDW is -0.12. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Dividends
CTA vs. GXDW - Dividend Comparison
CTA's dividend yield for the trailing twelve months is around 3.81%, more than GXDW's 1.51% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
CTA Simplify Managed Futures Strategy ETF | 3.81% | 3.19% | 4.80% | 7.78% | 6.58% | 0.00% | 0.00% | 0.00% |
GXDW Global X Dorsey Wright Thematic ETF | 1.51% | 1.40% | 1.08% | 1.99% | 1.48% | 1.56% | 0.48% | 0.31% |
Drawdowns
CTA vs. GXDW - Drawdown Comparison
The maximum CTA drawdown since its inception was -18.07%, smaller than the maximum GXDW drawdown of -67.81%. Use the drawdown chart below to compare losses from any high point for CTA and GXDW.
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Drawdown Indicators
| CTA | GXDW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.07% | -67.81% | +49.74% |
Max Drawdown (1Y)Largest decline over 1 year | -10.68% | -24.65% | +13.97% |
Max Drawdown (5Y)Largest decline over 5 years | — | -61.17% | — |
Current DrawdownCurrent decline from peak | -1.47% | -63.16% | +61.69% |
Average DrawdownAverage peak-to-trough decline | -5.74% | -42.76% | +37.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.16% | 9.77% | -3.61% |
Volatility
CTA vs. GXDW - Volatility Comparison
The current volatility for Simplify Managed Futures Strategy ETF (CTA) is 8.10%, while Global X Dorsey Wright Thematic ETF (GXDW) has a volatility of 8.74%. This indicates that CTA experiences smaller price fluctuations and is considered to be less risky than GXDW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CTA | GXDW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.10% | 8.74% | -0.64% |
Volatility (6M)Calculated over the trailing 6-month period | 12.72% | 20.65% | -7.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.05% | 27.44% | -11.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.58% | 27.33% | -11.75% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.58% | 29.54% | -13.96% |