PortfoliosLab logoPortfoliosLab logo
CTAP vs. HEQT
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CTAP vs. HEQT - 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 Hedged Equity ETF (HEQT). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, CTAP achieves a 8.42% return, which is significantly higher than HEQT's 4.76% return.


CTAP

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

HEQT

1D
-0.21%
1M
0.57%
YTD
4.76%
6M
4.67%
1Y
14.00%
3Y*
13.21%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

CTAP vs. HEQT - Yearly Performance Comparison


Correlation

The correlation between CTAP and HEQT is 0.34, 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

0.34

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

CTAP vs. HEQT — 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.


HEQT
HEQT Risk / Return Rank: 6868
Overall Rank
HEQT Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
HEQT Sortino Ratio Rank: 6969
Sortino Ratio Rank
HEQT Omega Ratio Rank: 7777
Omega Ratio Rank
HEQT Calmar Ratio Rank: 5757
Calmar Ratio Rank
HEQT Martin Ratio Rank: 7070
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. HEQT - 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 Hedged Equity ETF (HEQT). 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.


CTAPHEQTDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.43

Calmar ratioReturn relative to maximum drawdown

2.76

Martin ratioReturn relative to average drawdown

12.50

CTAP vs. HEQT - Sharpe Ratio Comparison


Loading charts...

Drawdowns

CTAP vs. HEQT - Drawdown Comparison

The maximum CTAP drawdown since its inception was -15.19%, which is greater than HEQT's maximum drawdown of -11.51%. Use the drawdown chart below to compare losses from any high point for CTAP and HEQT.


Loading charts...

Drawdown Indicators


CTAPHEQTDifference

Max Drawdown

Largest peak-to-trough decline

-15.19%

-11.51%

-3.68%

Max Drawdown (1Y)

Largest decline over 1 year

-5.09%

Max Drawdown (3Y)

Largest decline over 3 years

-10.57%

Current Drawdown

Current decline from peak

-15.07%

-0.42%

-14.65%

Average Drawdown

Average peak-to-trough decline

-2.99%

-2.77%

-0.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.12%

Volatility

CTAP vs. HEQT - Volatility Comparison


Loading charts...

Volatility by Period


CTAPHEQTDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.92%

Volatility (6M)

Calculated over the trailing 6-month period

5.47%

Volatility (1Y)

Calculated over the trailing 1-year period

24.37%

6.61%

+17.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.37%

8.47%

+15.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.37%

8.47%

+15.90%

CTAP vs. HEQT - Expense Ratio Comparison

CTAP has a 0.10% expense ratio, which is lower than HEQT's 0.43% expense ratio.


Dividends

CTAP vs. HEQT - Dividend Comparison

CTAP's dividend yield for the trailing twelve months is around 0.73%, less than HEQT's 1.20% yield.


PositionTTM20252024202320222021
CTAP
Simplify US Equity PLUS Managed Futures Strategy ETF
0.73%0.00%0.00%0.00%0.00%0.00%
HEQT
Simplify Hedged Equity ETF
1.20%1.19%1.29%4.10%3.94%0.27%

Frequently Asked Questions


CTAP and HEQT have a correlation of 0.34, 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 0.43% for HEQT.

HEQT has the higher dividend yield at 1.20%, compared with 0.73% for CTAP.

CTAP is categorized as Diversified Portfolio, while HEQT is Equity Hedged. Their fees differ too: 0.10% for CTAP and 0.43% for HEQT.

Portfolio Optimizer

Find the right allocation for CTAP and HEQT

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

Open Portfolio Optimizer