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CTAP vs. CDX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CTAP vs. CDX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Simplify US Equity PLUS Managed Futures Strategy ETF (CTAP) and Simplify High Yield PLUS Credit Hedge ETF (CDX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CTAP achieves a 8.42% return, which is significantly higher than CDX's -1.51% return.


CTAP

1D
-1.08%
1M
-12.31%
YTD
8.42%
6M
7.64%
1Y
3Y*
5Y*
10Y*

CDX

1D
-0.07%
1M
0.19%
YTD
-1.51%
6M
-1.42%
1Y
-1.26%
3Y*
7.96%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CTAP vs. CDX - Yearly Performance Comparison


Correlation

The correlation between CTAP and CDX is -0.10, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (All Time)
Calculated using the full available price history since Dec 9, 2025

-0.10

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Return for Risk

CTAP vs. CDX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CTAP

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


CDX
CDX Risk / Return Rank: 66
Overall Rank
CDX Sharpe Ratio Rank: 77
Sharpe Ratio Rank
CDX Sortino Ratio Rank: 66
Sortino Ratio Rank
CDX Omega Ratio Rank: 66
Omega Ratio Rank
CDX Calmar Ratio Rank: 66
Calmar Ratio Rank
CDX Martin Ratio Rank: 66
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CTAP vs. CDX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Simplify US Equity PLUS Managed Futures Strategy ETF (CTAP) and Simplify High Yield PLUS Credit Hedge ETF (CDX). 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.


CTAPCDXDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.97

Calmar ratioReturn relative to maximum drawdown

-0.30

Martin ratioReturn relative to average drawdown

-0.67

CTAP vs. CDX - Sharpe Ratio Comparison


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Drawdowns

CTAP vs. CDX - Drawdown Comparison

The maximum CTAP drawdown since its inception was -15.19%, which is greater than CDX's maximum drawdown of -13.24%. Use the drawdown chart below to compare losses from any high point for CTAP and CDX.


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Drawdown Indicators


CTAPCDXDifference

Max Drawdown

Largest peak-to-trough decline

-15.19%

-13.24%

-1.95%

Max Drawdown (1Y)

Largest decline over 1 year

-4.18%

Max Drawdown (3Y)

Largest decline over 3 years

-8.88%

Current Drawdown

Current decline from peak

-15.07%

-6.53%

-8.54%

Average Drawdown

Average peak-to-trough decline

-2.99%

-4.36%

+1.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.90%

Volatility

CTAP vs. CDX - Volatility Comparison


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Volatility by Period


CTAPCDXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.65%

Volatility (6M)

Calculated over the trailing 6-month period

4.83%

Volatility (1Y)

Calculated over the trailing 1-year period

24.37%

5.79%

+18.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.37%

11.06%

+13.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.37%

11.06%

+13.31%

CTAP vs. CDX - Expense Ratio Comparison

CTAP has a 0.10% expense ratio, which is lower than CDX's 0.26% expense ratio. Despite the difference, both funds are considered low-cost compared to the broader market, where average expense ratios usually range from 0.3% to 0.9%.


Dividends

CTAP vs. CDX - Dividend Comparison

CTAP's dividend yield for the trailing twelve months is around 0.73%, less than CDX's 8.29% yield.


PositionTTM2025202420232022
CDX
Simplify High Yield PLUS Credit Hedge ETF
8.29%7.18%12.60%5.26%7.51%
CTAP
Simplify US Equity PLUS Managed Futures Strategy ETF
0.73%0.00%0.00%0.00%0.00%

Frequently Asked Questions


CTAP and CDX have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, CTAP is cheaper at 0.10% per year. The better choice depends on whether you care most about return, fees, risk, or income.

CTAP is cheaper with a 0.10% expense ratio, compared with 0.26% for CDX.

CDX has the higher dividend yield at 8.29%, compared with 0.73% for CTAP.

CTAP is categorized as Diversified Portfolio, while CDX is High Yield Bonds. Their fees differ too: 0.10% for CTAP and 0.26% for CDX.

Portfolio Optimizer

Find the right allocation for CTAP and CDX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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