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CTAP vs. NUSA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CTAP vs. NUSA - 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 Nuveen ESG 1-5 Year U.S. Aggregate Bond ETF (NUSA). 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 8.91% return, which is significantly higher than NUSA's 0.48% return.


CTAP

1D
1.11%
1M
4.75%
6M
4.96%
YTD
8.91%
1Y
3Y*
5Y*
10Y*
ALL TIME*

NUSA

1D
-0.09%
1M
-0.22%
6M
0.31%
YTD
0.48%
1Y
2.32%
3Y*
4.41%
5Y*
1.48%
10Y*
ALL TIME*
2.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$13.32M$7.01M$3.57M
$94.86K$115.11K$125.22K

CTAP vs. NUSA - Yearly Performance Comparison


Correlation

The correlation between CTAP and NUSA is -0.17, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


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

-0.17

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Return for Risk

CTAP vs. NUSA — Risk / Return Rank

Compare historical risk-adjusted metric ranks 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.


NUSA
NUSA Risk / Return Rank: 6969
Overall Rank
NUSA Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
NUSA Sortino Ratio Rank: 7676
Sortino Ratio Rank
NUSA Omega Ratio Rank: 7474
Omega Ratio Rank
NUSA Calmar Ratio Rank: 6565
Calmar Ratio Rank
NUSA Martin Ratio Rank: 6161
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

CTAP vs. NUSA - 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 Nuveen ESG 1-5 Year U.S. Aggregate Bond ETF (NUSA). 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.


CTAPNUSADifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.31

Calmar ratioReturn relative to maximum drawdown

2.27

Martin ratioReturn relative to average drawdown

7.31

CTAP vs. NUSA - Sharpe Ratio Comparison


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Drawdowns

CTAP vs. NUSA - Drawdown Comparison

The maximum CTAP drawdown since its inception was -20.48%, which is greater than NUSA's maximum drawdown of -9.44%. Use the drawdown chart below to compare losses from any high point for CTAP and NUSA.


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Drawdown Indicators


CTAPNUSADifference

Max Drawdown

Largest peak-to-trough decline

-20.48%

-9.44%

-11.04%

Max Drawdown (1Y)

Largest decline over 1 year

-1.28%

Max Drawdown (3Y)

Largest decline over 3 years

-1.62%

Max Drawdown (5Y)

Largest decline over 5 years

-9.44%

Current Drawdown

Current decline from peak

-14.68%

-0.46%

-14.22%

Average Drawdown

Average peak-to-trough decline

-5.27%

-1.63%

-3.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.40%

Volatility

CTAP vs. NUSA - Volatility Comparison


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Volatility by Period


CTAPNUSADifference

Volatility (1M)

Calculated over the trailing 1-month period

0.51%

Volatility (6M)

Calculated over the trailing 6-month period

1.48%

Volatility (1Y)

Calculated over the trailing 1-year period

24.78%

1.82%

+22.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.78%

2.81%

+21.97%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.78%

2.71%

+22.07%

CTAP vs. NUSA - Expense Ratio Comparison

CTAP has a 0.10% expense ratio, which is lower than NUSA's 0.15% 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. NUSA - Dividend Comparison

CTAP's dividend yield for the trailing twelve months is around 1.83%, less than NUSA's 3.90% yield.


PositionTTM202520242023202220212020201920182017
CTAP
Simplify US Equity PLUS Managed Futures Strategy ETF
1.83%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NUSA
Nuveen ESG 1-5 Year U.S. Aggregate Bond ETF
3.57%3.83%3.93%3.54%2.44%2.16%2.51%2.85%3.22%2.20%

Frequently Asked Questions


CTAP and NUSA have a correlation of -0.17, 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 0.15% for NUSA.

NUSA has the higher dividend yield at 3.57%, compared with 1.83% for CTAP.

CTAP is categorized as Diversified Portfolio, while NUSA is Short-Term Bond. They also come from different issuers: Simplify and Nuveen. Their fees differ too: 0.10% for CTAP and 0.15% for NUSA.

Portfolio Optimizer

Find the right allocation for CTAP and NUSA

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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