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GHTA vs. CTAP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

GHTA vs. CTAP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Goose Hollow Tactical Allocation ETF (GHTA) and Simplify US Equity PLUS Managed Futures Strategy ETF (CTAP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, GHTA achieves a 1.97% return, which is significantly lower than CTAP's 8.42% return.


GHTA

1D
-0.50%
1M
-0.17%
YTD
1.97%
6M
2.17%
1Y
6.36%
3Y*
8.97%
5Y*
10Y*

CTAP

1D
-1.08%
1M
-12.31%
YTD
8.42%
6M
7.64%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

GHTA vs. CTAP - Yearly Performance Comparison


Correlation

The correlation between GHTA and CTAP is 0.01, 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

0.01

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Return for Risk

GHTA vs. CTAP — Risk / Return Rank

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

GHTA
GHTA Risk / Return Rank: 2222
Overall Rank
GHTA Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
GHTA Sortino Ratio Rank: 2323
Sortino Ratio Rank
GHTA Omega Ratio Rank: 2222
Omega Ratio Rank
GHTA Calmar Ratio Rank: 2222
Calmar Ratio Rank
GHTA Martin Ratio Rank: 2121
Martin Ratio Rank

CTAP

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

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.

GHTA vs. CTAP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Goose Hollow Tactical Allocation ETF (GHTA) and Simplify US Equity PLUS Managed Futures Strategy ETF (CTAP). 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.


GHTACTAPDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.15

Calmar ratioReturn relative to maximum drawdown

1.03

Martin ratioReturn relative to average drawdown

2.52

GHTA vs. CTAP - Sharpe Ratio Comparison


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Drawdowns

GHTA vs. CTAP - Drawdown Comparison

The maximum GHTA drawdown since its inception was -13.92%, smaller than the maximum CTAP drawdown of -15.19%. Use the drawdown chart below to compare losses from any high point for GHTA and CTAP.


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Drawdown Indicators


GHTACTAPDifference

Max Drawdown

Largest peak-to-trough decline

-13.92%

-15.19%

+1.27%

Max Drawdown (1Y)

Largest decline over 1 year

-6.18%

Max Drawdown (3Y)

Largest decline over 3 years

-13.91%

Current Drawdown

Current decline from peak

-2.89%

-15.07%

+12.18%

Average Drawdown

Average peak-to-trough decline

-3.51%

-2.99%

-0.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.53%

Volatility

GHTA vs. CTAP - Volatility Comparison


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Volatility by Period


GHTACTAPDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.54%

Volatility (6M)

Calculated over the trailing 6-month period

5.76%

Volatility (1Y)

Calculated over the trailing 1-year period

7.92%

24.37%

-16.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.90%

24.37%

-12.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

11.90%

24.37%

-12.47%

GHTA vs. CTAP - Expense Ratio Comparison

GHTA has a 1.21% expense ratio, which is higher than CTAP's 0.10% expense ratio.


Dividends

GHTA vs. CTAP - Dividend Comparison

GHTA's dividend yield for the trailing twelve months is around 3.76%, more than CTAP's 0.73% yield.


PositionTTM20252024202320222021
CTAP
Simplify US Equity PLUS Managed Futures Strategy ETF
0.73%0.00%0.00%0.00%0.00%0.00%
GHTA
Goose Hollow Tactical Allocation ETF
3.76%3.84%2.46%2.32%0.38%0.41%

Frequently Asked Questions


GHTA and CTAP have a correlation of 0.01, 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 1.21% for GHTA.

GHTA has the higher dividend yield at 3.76%, compared with 0.73% for CTAP.

They also come from different issuers: Goose Hollow and Simplify. Their fees differ too: 1.21% for GHTA and 0.10% for CTAP.

Portfolio Optimizer

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