NTSI vs. CTA

Last updated Jun 4, 2026

NTSI (WisdomTree International Efficient Core Fund) and CTA (Simplify Managed Futures Strategy ETF) are both exchange-traded funds - NTSI is a Global Allocation fund actively managed by WisdomTree, while CTA is a Systematic Trend fund actively managed by Simplify. Both are actively managed. Over the past 3 years, NTSI returned 14.26%/yr vs 11.79%/yr for CTA. At a correlation of -0.23, they often move in opposite directions. NTSI charges 0.26%/yr vs 0.78%/yr for CTA.

Performance

NTSI vs. CTA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree International Efficient Core Fund (NTSI) and Simplify Managed Futures Strategy ETF (CTA). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, NTSI achieves a 7.18% return, which is significantly lower than CTA's 12.30% return.

NTSI

• 1D: -0.63%
• 1M: 3.92%
• YTD: 7.18%
• 6M: 8.77%
• 1Y: 20.90%
• 3Y*: 14.26%
• 5Y*: 5.55%
• 10Y*: —

CTA

• 1D: 0.54%
• 1M: -7.86%
• YTD: 12.30%
• 6M: 13.80%
• 1Y: 15.57%
• 3Y*: 11.79%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

NTSI vs. CTA - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
NTSI WisdomTree International Efficient Core Fund	7.18%	30.37%	1.11%	15.42%	-6.56%
CTA Simplify Managed Futures Strategy ETF	12.30%	0.88%	24.15%	-2.23%	9.55%

Correlation

The correlation between NTSI and CTA is -0.09, 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 (1Y) Calculated over the trailing 1-year period	-0.09
Correlation (3Y) Calculated over the trailing 3-year period	-0.17
Correlation (All Time) Calculated using the full available price history since Mar 9, 2022	-0.23

The correlation between NTSI and CTA shifts across timeframes, from -0.23 (all time) to -0.09 (1 year), reflecting how their relationship changes across market environments.

NTSI vs. CTA - Sectors Allocation Comparison

Sectors	NTSI	CTA
Financial Services	25.0%	-49.1%
Industrials	17.5%	-
Technology	10.6%	-
Healthcare	10.5%	-
Consumer Cyclical	8.1%	-
Consumer Defensive	7.4%	-
Basic Materials	6.7%	-
Energy	4.8%	-
Communication Services	4.7%	-
Utilities	3.2%	-
Real Estate	1.5%	-

Return for Risk

NTSI vs. CTA — Risk / Return Rank

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

NTSI

NTSI Risk / Return Rank: 37
NTSI Sharpe Ratio Rank: 39
NTSI Sortino Ratio Rank: 38
NTSI Omega Ratio Rank: 38
NTSI Calmar Ratio Rank: 34
NTSI Martin Ratio Rank: 39

CTA

CTA Risk / Return Rank: 24
CTA Sharpe Ratio Rank: 22
CTA Sortino Ratio Rank: 20
CTA Omega Ratio Rank: 22
CTA Calmar Ratio Rank: 29
CTA Martin Ratio Rank: 26

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.

NTSI vs. CTA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree International Efficient Core Fund (NTSI) 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.

	NTSI	CTA	Difference
Sharpe ratio Return per unit of total volatility	1.41	0.78	+0.63
Sortino ratio Return per unit of downside risk	1.98	1.12	+0.86
Omega ratio Gain probability vs. loss probability	1.25	1.15	+0.10
Calmar ratio Return relative to maximum drawdown	1.70	1.42	+0.28
Martin ratio Return relative to average drawdown	6.22	3.72	+2.50
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

NTSI vs. CTA - Sharpe Ratio Comparison

The current NTSI Sharpe Ratio is 1.41, which is higher than the CTA Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of NTSI 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.

Sharpe Ratios by Period

	NTSI	CTA	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.41	0.78	+0.63
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.36	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.38	0.62	-0.23

Drawdowns

NTSI vs. CTA - Drawdown Comparison

The maximum NTSI drawdown since its inception was -34.01%, which is greater than CTA's maximum drawdown of -18.07%. Use the drawdown chart below to compare losses from any high point for NTSI and CTA.

Drawdown Indicators

	NTSI	CTA	Difference
Max Drawdown Largest peak-to-trough decline	-34.01%	-18.07%	-15.94%
Max Drawdown (1Y) Largest decline over 1 year	-12.33%	-11.00%	-1.33%
Max Drawdown (3Y) Largest decline over 3 years	-13.69%	-11.23%	-2.46%
Max Drawdown (5Y) Largest decline over 5 years	-34.01%	—	—
Current Drawdown Current decline from peak	-2.36%	-7.86%	+5.50%
Average Drawdown Average peak-to-trough decline	-9.19%	-5.67%	-3.52%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.37%	4.19%	-0.82%

Volatility

NTSI vs. CTA - Volatility Comparison

The current volatility for WisdomTree International Efficient Core Fund (NTSI) is 4.84%, while Simplify Managed Futures Strategy ETF (CTA) has a volatility of 7.76%. This indicates that NTSI 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.

Volatility by Period

	NTSI	CTA	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.84%	7.76%	-2.92%
Volatility (6M) Calculated over the trailing 6-month period	12.60%	17.30%	-4.70%
Volatility (1Y) Calculated over the trailing 1-year period	14.95%	20.12%	-5.17%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.68%	16.58%	-0.90%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.63%	16.58%	-0.95%

NTSI vs. CTA - Expense Ratio Comparison

NTSI has a 0.26% expense ratio, which is lower than CTA's 0.78% expense ratio.

Dividends

NTSI vs. CTA - Dividend Comparison

NTSI's dividend yield for the trailing twelve months is around 3.51%, less than CTA's 4.85% yield.

Position	TTM	2025	2024	2023	2022	2021
CTA Simplify Managed Futures Strategy ETF	4.85%	3.19%	4.80%	7.78%	6.58%	0.00%
NTSI WisdomTree International Efficient Core Fund	3.51%	3.65%	2.92%	2.35%	2.66%	0.97%

Frequently Asked Questions

Can I hold both NTSI and CTA in my portfolio?

NTSI and CTA have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, NTSI or CTA?

CTA has higher volatility (7.76%) compared to NTSI (4.84%). In terms of maximum drawdown, NTSI dropped -34.01% vs CTA's -18.07%.

Which ETF is better, NTSI or CTA?

On 3-year performance, NTSI leads with 14.26% vs 11.79% for CTA. On fees, NTSI is cheaper at 0.26% per year. On volatility, NTSI has been the lower-risk option at 4.84%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, NTSI or CTA?

Over the 3-year period, NTSI has performed better with a 14.26% return vs 11.79%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, NTSI or CTA?

NTSI is cheaper with a 0.26% expense ratio, compared with 0.78% for CTA.

Which ETF pays a higher dividend yield, NTSI or CTA?

CTA has the higher dividend yield at 4.85%, compared with 3.51% for NTSI.

What is the main difference between NTSI and CTA?

NTSI is categorized as Global Allocation, while CTA is Systematic Trend. They also come from different issuers: WisdomTree and Simplify. Their fees differ too: 0.26% for NTSI and 0.78% for CTA.

Which has better risk-adjusted returns?

NTSI currently has the higher Sharpe Ratio (1.41 vs 0.78), 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.