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ISMF vs. CTA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ISMF vs. CTA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Managed Futures Active ETF (ISMF) and Simplify Managed Futures Strategy ETF (CTA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ISMF achieves a 6.76% return, which is significantly higher than CTA's 1.30% return.


ISMF

1D
-0.14%
1M
-1.11%
YTD
6.76%
6M
6.76%
1Y
22.62%
3Y*
5Y*
10Y*

CTA

1D
-0.85%
1M
-11.72%
YTD
1.30%
6M
1.33%
1Y
2.69%
3Y*
8.28%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

ISMF vs. CTA - Yearly Performance Comparison


Correlation

The correlation between ISMF and CTA is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.29

Correlation (All Time)
Calculated using the full available price history since Mar 13, 2025

0.25

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Return for Risk

ISMF vs. CTA — Risk / Return Rank

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

ISMF
ISMF Risk / Return Rank: 9090
Overall Rank
ISMF Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
ISMF Sortino Ratio Rank: 8888
Sortino Ratio Rank
ISMF Omega Ratio Rank: 9292
Omega Ratio Rank
ISMF Calmar Ratio Rank: 9292
Calmar Ratio Rank
ISMF Martin Ratio Rank: 9090
Martin Ratio Rank

CTA
CTA Risk / Return Rank: 1010
Overall Rank
CTA Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
CTA Sortino Ratio Rank: 99
Sortino Ratio Rank
CTA Omega Ratio Rank: 1010
Omega Ratio Rank
CTA Calmar Ratio Rank: 1010
Calmar Ratio Rank
CTA Martin Ratio Rank: 1111
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.

ISMF vs. CTA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Managed Futures Active ETF (ISMF) 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.

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.


ISMFCTADifference
Sharpe ratioReturn per unit of total volatility

+2.72

Sortino ratioReturn per unit of downside risk

+3.55

Omega ratioGain probability vs. loss probability

1.60

1.04

+0.56

Calmar ratioReturn relative to maximum drawdown

5.76

0.16

+5.60

Martin ratioReturn relative to average drawdown

19.42

0.54

+18.89

ISMF vs. CTA - Sharpe Ratio Comparison

The current ISMF Sharpe Ratio is 2.85, which is higher than the CTA Sharpe Ratio of 0.13. The chart below compares the historical Sharpe Ratios of ISMF and CTA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ISMF vs. CTA - Drawdown Comparison

The maximum ISMF drawdown since its inception was -4.23%, smaller than the maximum CTA drawdown of -18.07%. Use the drawdown chart below to compare losses from any high point for ISMF and CTA.


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Drawdown Indicators


ISMFCTADifference

Max Drawdown

Largest peak-to-trough decline

-4.23%

-18.07%

+13.84%

Max Drawdown (1Y)

Largest decline over 1 year

-3.94%

-16.89%

+12.95%

Max Drawdown (3Y)

Largest decline over 3 years

-16.89%

Current Drawdown

Current decline from peak

-1.49%

-16.89%

+15.40%

Average Drawdown

Average peak-to-trough decline

-1.28%

-5.76%

+4.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.17%

5.02%

-3.85%

Volatility

ISMF vs. CTA - Volatility Comparison

The current volatility for iShares Managed Futures Active ETF (ISMF) is 1.82%, while Simplify Managed Futures Strategy ETF (CTA) has a volatility of 5.33%. This indicates that ISMF 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.


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Volatility by Period


ISMFCTADifference

Volatility (1M)

Calculated over the trailing 1-month period

1.82%

5.33%

-3.51%

Volatility (6M)

Calculated over the trailing 6-month period

6.38%

17.75%

-11.37%

Volatility (1Y)

Calculated over the trailing 1-year period

7.98%

20.40%

-12.42%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.73%

16.61%

-8.88%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

7.73%

16.61%

-8.88%

ISMF vs. CTA - Expense Ratio Comparison

ISMF has a 0.80% expense ratio, which is higher than CTA's 0.78% expense ratio.


Dividends

ISMF vs. CTA - Dividend Comparison

ISMF's dividend yield for the trailing twelve months is around 5.84%, more than CTA's 5.38% yield.


PositionTTM2025202420232022
CTA
Simplify Managed Futures Strategy ETF
5.38%3.19%4.80%7.78%6.58%
ISMF
iShares Managed Futures Active ETF
5.84%6.23%0.00%0.00%0.00%

Frequently Asked Questions


ISMF and CTA have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CTA has higher volatility (5.33%) compared to ISMF (1.82%). In terms of maximum drawdown, ISMF dropped -4.23% vs CTA's -18.07%.

On 1-year performance, ISMF leads with 22.62% vs 2.69% for CTA. On fees, CTA is cheaper at 0.78% per year. On volatility, ISMF has been the lower-risk option at 1.82%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, ISMF has performed better with a 22.62% return vs 2.69%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

CTA is cheaper with a 0.78% expense ratio, compared with 0.80% for ISMF.

ISMF has the higher dividend yield at 5.84%, compared with 5.38% for CTA.

They also come from different issuers: iShares and Simplify. Their fees differ too: 0.80% for ISMF and 0.78% for CTA.

ISMF currently has the higher Sharpe Ratio (2.85 vs 0.13), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for ISMF and CTA

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