CTAP vs. EAOR
CTAP (Simplify US Equity PLUS Managed Futures Strategy ETF) and EAOR (iShares ESG Aware Growth Allocation ETF) are both Diversified Portfolio funds. CTAP is actively managed, while EAOR is passively managed. At a 0.23 correlation, their price movements are largely independent. CTAP charges 0.10%/yr vs 0.18%/yr for EAOR.
Performance
CTAP vs. EAOR - Performance Comparison
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Returns By Period
In the year-to-date period, CTAP achieves a 8.42% return, which is significantly higher than EAOR's 7.66% return.
CTAP
- 1D
- -1.08%
- 1M
- -12.31%
- YTD
- 8.42%
- 6M
- 7.64%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EAOR
- 1D
- -0.18%
- 1M
- 1.45%
- YTD
- 7.66%
- 6M
- 7.49%
- 1Y
- 19.45%
- 3Y*
- 13.74%
- 5Y*
- 6.46%
- 10Y*
- —
CTAP vs. EAOR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
CTAP Simplify US Equity PLUS Managed Futures Strategy ETF | 8.42% | 2.22% |
EAOR iShares ESG Aware Growth Allocation ETF | 7.66% | 0.51% |
Correlation
The correlation between CTAP and EAOR is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Dec 9, 2025 | 0.23 |
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Return for Risk
CTAP vs. EAOR — Risk / Return Rank
CTAP
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
EAOR
CTAP vs. EAOR - 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 iShares ESG Aware Growth Allocation ETF (EAOR). 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.
| CTAP | EAOR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.40 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.95 | — |
| Martin ratioReturn relative to average drawdown | — | 12.67 | — |
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Drawdowns
CTAP vs. EAOR - Drawdown Comparison
The maximum CTAP drawdown since its inception was -15.19%, smaller than the maximum EAOR drawdown of -22.91%. Use the drawdown chart below to compare losses from any high point for CTAP and EAOR.
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Drawdown Indicators
| CTAP | EAOR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -15.19% | -22.91% | +7.72% |
Max Drawdown (1Y)Largest decline over 1 year | — | -6.62% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -10.28% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -22.91% | — |
Current DrawdownCurrent decline from peak | -15.07% | -0.50% | -14.57% |
Average DrawdownAverage peak-to-trough decline | -2.99% | -5.02% | +2.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 1.54% | — |
Volatility
CTAP vs. EAOR - Volatility Comparison
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Volatility by Period
| CTAP | EAOR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 3.54% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 7.51% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 24.37% | 9.04% | +15.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.37% | 10.60% | +13.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.37% | 10.43% | +13.94% |
CTAP vs. EAOR - Expense Ratio Comparison
CTAP has a 0.10% expense ratio, which is lower than EAOR's 0.18% 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. EAOR - Dividend Comparison
CTAP's dividend yield for the trailing twelve months is around 0.73%, less than EAOR's 2.33% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
CTAP Simplify US Equity PLUS Managed Futures Strategy ETF | 0.73% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EAOR iShares ESG Aware Growth Allocation ETF | 2.33% | 2.45% | 2.52% | 2.39% | 1.99% | 1.39% | 1.07% |
Frequently Asked Questions
CTAP and EAOR have a correlation of 0.23, 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 0.18% for EAOR.
EAOR has the higher dividend yield at 2.33%, compared with 0.73% for CTAP.
They also come from different issuers: Simplify and iShares. Their fees differ too: 0.10% for CTAP and 0.18% for EAOR.
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