CTA vs. WTMF
CTA (Simplify Managed Futures Strategy ETF) and WTMF (WisdomTree Managed Futures Strategy Fund) are both exchange-traded funds - CTA is a Systematic Trend fund actively managed by Simplify, while WTMF is a Hedge Fund fund tracking the WisdomTree Managed Futures Index. CTA is actively managed, while WTMF is passively managed. Over the past 3 years, CTA returned 8.19%/yr vs 9.51%/yr for WTMF. At a 0.13 correlation, their price movements are largely independent. CTA charges 0.78%/yr vs 0.65%/yr for WTMF.
Performance
CTA vs. WTMF - Performance Comparison
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Returns By Period
In the year-to-date period, CTA achieves a 0.33% return, which is significantly lower than WTMF's 7.55% return.
CTA
- 1D
- 2.70%
- 1M
- -5.44%
- 6M
- -2.22%
- YTD
- 0.33%
- 1Y
- -0.10%
- 3Y*
- 8.19%
- 5Y*
- —
- 10Y*
- —
WTMF
- 1D
- -0.39%
- 1M
- -0.10%
- 6M
- 4.79%
- YTD
- 7.55%
- 1Y
- 17.66%
- 3Y*
- 9.51%
- 5Y*
- 6.15%
- 10Y*
- 3.31%
CTA vs. WTMF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
CTA Simplify Managed Futures Strategy ETF | 0.33% | 0.88% | 24.15% | -2.23% | 9.01% |
WTMF WisdomTree Managed Futures Strategy Fund | 7.55% | 12.17% | 3.20% | 16.72% | -12.23% |
Correlation
The correlation between CTA and WTMF is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Mar 8, 2022 | 0.13 |
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Return for Risk
CTA vs. WTMF — Risk / Return Rank
CTA
WTMF
CTA vs. WTMF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Simplify Managed Futures Strategy ETF (CTA) and WisdomTree Managed Futures Strategy Fund (WTMF). 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.
| CTA | WTMF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.96 | ||
| Sortino ratioReturn per unit of downside risk | -2.52 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.37 | -0.35 |
| Calmar ratioReturn relative to maximum drawdown | -0.00 | 4.40 | -4.40 |
| Martin ratioReturn relative to average drawdown | -0.01 | 17.37 | -17.39 |
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Drawdowns
CTA vs. WTMF - Drawdown Comparison
The maximum CTA drawdown since its inception was -20.44%, smaller than the maximum WTMF drawdown of -30.79%. Use the drawdown chart below to compare losses from any high point for CTA and WTMF.
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Drawdown Indicators
| CTA | WTMF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -20.44% | -30.79% | +10.35% |
Max Drawdown (1Y)Largest decline over 1 year | -20.44% | -4.04% | -16.40% |
Max Drawdown (3Y)Largest decline over 3 years | -20.44% | -9.93% | -10.51% |
Max Drawdown (5Y)Largest decline over 5 years | — | -13.21% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -14.83% | — |
Current DrawdownCurrent decline from peak | -17.68% | -1.37% | -16.31% |
Average DrawdownAverage peak-to-trough decline | -5.93% | -17.59% | +11.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.76% | 1.02% | +5.74% |
Volatility
CTA vs. WTMF - Volatility Comparison
Simplify Managed Futures Strategy ETF (CTA) has a higher volatility of 5.15% compared to WisdomTree Managed Futures Strategy Fund (WTMF) at 2.68%. This indicates that CTA's price experiences larger fluctuations and is considered to be riskier than WTMF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CTA | WTMF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.15% | 2.68% | +2.47% |
Volatility (6M)Calculated over the trailing 6-month period | 17.93% | 7.24% | +10.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.61% | 9.10% | +11.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.63% | 9.49% | +7.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.63% | 8.11% | +8.52% |
CTA vs. WTMF - Expense Ratio Comparison
CTA has a 0.78% expense ratio, which is higher than WTMF's 0.65% expense ratio.
Dividends
CTA vs. WTMF - Dividend Comparison
CTA's dividend yield for the trailing twelve months is around 5.00%, more than WTMF's 2.83% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|---|
CTA Simplify Managed Futures Strategy ETF | 5.00% | 3.19% | 4.80% | 7.78% | 6.58% | 0.00% | 0.00% | 0.00% | 0.00% |
WTMF WisdomTree Managed Futures Strategy Fund | 2.83% | 3.04% | 3.57% | 4.74% | 5.29% | 14.71% | 0.47% | 1.63% | 3.59% |
Frequently Asked Questions
CTA and WTMF have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CTA has higher volatility (5.15%) compared to WTMF (2.68%). In terms of maximum drawdown, CTA dropped -20.44% vs WTMF's -30.79%.
On 3-year performance, WTMF leads with 9.51% vs 8.19% for CTA. On fees, WTMF is cheaper at 0.65% per year. On volatility, WTMF has been the lower-risk option at 2.68%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, WTMF has performed better with a 9.51% return vs 8.19%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
WTMF is cheaper with a 0.65% expense ratio, compared with 0.78% for CTA.
CTA has the higher dividend yield at 5.00%, compared with 2.83% for WTMF.
CTA is categorized as Systematic Trend, while WTMF is Hedge Fund. They also come from different issuers: Simplify and WisdomTree. Their fees differ too: 0.78% for CTA and 0.65% for WTMF.
WTMF currently has the higher Sharpe Ratio (1.95 vs -0.00), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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