ETW vs. CTA

In the year-to-date period, ETW achieves a 3.94% return, which is significantly higher than CTA's -2.40% return.

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This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Tax-Managed Global Buy-Write Opportunities Fund (ETW) and Simplify Managed Futures Strategy ETF (CTA). 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.

The current ETW Sharpe Ratio is 0.79, which is higher than the CTA Sharpe Ratio of 0.24. The chart below compares the historical Sharpe Ratios of ETW and CTA, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

ETW's dividend yield for the trailing twelve months is around 9.42%, more than CTA's 4.82% yield.

The maximum ETW drawdown since its inception was -54.13%, which is greater than CTA's maximum drawdown of -18.07%. Use the drawdown chart below to compare losses from any high point for ETW and CTA.

The current volatility for Eaton Vance Tax-Managed Global Buy-Write Opportunities Fund (ETW) is 2.54%, while Simplify Managed Futures Strategy ETF (CTA) has a volatility of 3.17%. This indicates that ETW experiences smaller price fluctuations and is considered to be less risky than CTA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.