PSCC vs. CTA

Last updated Jun 7, 2026

PSCC (Invesco S&P SmallCap Consumer Staples ETF) and CTA (Simplify Managed Futures Strategy ETF) are both exchange-traded funds - PSCC is a Consumer Staples Equities fund tracking the S&P Small Cap 600 Capped Consumer Staples, while CTA is a Systematic Trend fund actively managed by Simplify. PSCC is passively managed, while CTA is actively managed. Over the past 3 years, PSCC returned -1.02%/yr vs 10.84%/yr for CTA. At a correlation of -0.11, they often move in opposite directions. PSCC charges 0.29%/yr vs 0.78%/yr for CTA.

Performance

PSCC vs. CTA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P SmallCap Consumer Staples ETF (PSCC) 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, PSCC achieves a 7.16% return, which is significantly lower than CTA's 9.07% return.

PSCC

• 1D: 1.46%
• 1M: 0.51%
• YTD: 7.16%
• 6M: 6.18%
• 1Y: -2.82%
• 3Y*: -1.02%
• 5Y*: -0.20%
• 10Y*: 6.30%

CTA

• 1D: -1.49%
• 1M: -5.00%
• YTD: 9.07%
• 6M: 12.10%
• 1Y: 9.47%
• 3Y*: 10.84%
• 5Y*: —
• 10Y*: —

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

PSCC vs. CTA - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
PSCC Invesco S&P SmallCap Consumer Staples ETF	7.16%	-16.47%	0.98%	14.83%	4.53%
CTA Simplify Managed Futures Strategy ETF	9.07%	0.88%	24.15%	-2.23%	9.55%

Correlation

The correlation between PSCC and CTA is -0.04, 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	-0.04
Correlation (3Y) Calculated over the trailing 3-year period	-0.10
Correlation (All Time) Calculated using the full available price history since Mar 9, 2022	-0.11

PSCC vs. CTA - Sectors Allocation Comparison

Sectors	PSCC	CTA
Consumer Defensive	90.4%	-
Basic Materials	3.8%	-
Industrials	3.0%	-
Consumer Cyclical	2.9%	-
Communication Services	-	-
Energy	-	-
Financial Services	-	-49.1%
Healthcare	-	-
Real Estate	-	-
Technology	-	-
Utilities	-	-

Return for Risk

PSCC vs. CTA — Risk / Return Rank

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

PSCC

PSCC Risk / Return Rank: 8
PSCC Sharpe Ratio Rank: 8
PSCC Sortino Ratio Rank: 8
PSCC Omega Ratio Rank: 8
PSCC Calmar Ratio Rank: 8
PSCC Martin Ratio Rank: 8

CTA

CTA Risk / Return Rank: 20
CTA Sharpe Ratio Rank: 18
CTA Sortino Ratio Rank: 17
CTA Omega Ratio Rank: 19
CTA Calmar Ratio Rank: 22
CTA Martin Ratio Rank: 22

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.

PSCC vs. CTA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P SmallCap Consumer Staples ETF (PSCC) 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.

	PSCC	CTA	Difference
Sharpe ratio: Return per unit of total volatility	-0.12	0.55	-0.66
Sortino ratio: Return per unit of downside risk	-0.05	0.84	-0.89
Omega ratio: Gain probability vs. loss probability	0.99	1.11	-0.12
Calmar ratio: Return relative to maximum drawdown	-0.13	1.01	-1.13
Martin ratio: Return relative to average drawdown	-0.22	2.58	-2.80
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PSCC vs. CTA - Sharpe Ratio Comparison

The current PSCC Sharpe Ratio is -0.12, which is lower than the CTA Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of PSCC 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

	PSCC	CTA	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.12	0.55	-0.66
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.01	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.33	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.56	0.57	-0.01

Drawdowns

PSCC vs. CTA - Drawdown Comparison

The maximum PSCC drawdown since its inception was -33.61%, which is greater than CTA's maximum drawdown of -18.07%. Use the drawdown chart below to compare losses from any high point for PSCC and CTA.

Drawdown Indicators

	PSCC	CTA	Difference
Max Drawdown Largest peak-to-trough decline	-33.61%	-18.07%	-15.54%
Max Drawdown (1Y) Largest decline over 1 year	-15.17%	-11.00%	-4.17%
Max Drawdown (3Y) Largest decline over 3 years	-23.36%	-11.23%	-12.13%
Max Drawdown (5Y) Largest decline over 5 years	-23.36%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-33.61%	—	—
Current Drawdown Current decline from peak	-16.33%	-10.51%	-5.82%
Average Drawdown Average peak-to-trough decline	-5.98%	-5.68%	-0.30%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.68%	4.28%	+4.40%

Volatility

PSCC vs. CTA - Volatility Comparison

The current volatility for Invesco S&P SmallCap Consumer Staples ETF (PSCC) is 4.71%, while Simplify Managed Futures Strategy ETF (CTA) has a volatility of 6.69%. This indicates that PSCC 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

	PSCC	CTA	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.71%	6.69%	-1.98%
Volatility (6M) Calculated over the trailing 6-month period	10.80%	17.42%	-6.62%
Volatility (1Y) Calculated over the trailing 1-year period	16.50%	20.23%	-3.73%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.24%	16.60%	+1.64%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.29%	16.60%	+2.69%

PSCC vs. CTA - Expense Ratio Comparison

PSCC has a 0.29% expense ratio, which is lower than CTA's 0.78% expense ratio.

Dividends

PSCC vs. CTA - Dividend Comparison

PSCC's dividend yield for the trailing twelve months is around 2.08%, less than CTA's 4.99% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CTA Simplify Managed Futures Strategy ETF	4.99%	3.19%	4.80%	7.78%	6.58%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
PSCC Invesco S&P SmallCap Consumer Staples ETF	2.08%	2.35%	1.88%	1.49%	1.29%	1.21%	1.59%	1.77%	0.94%	1.25%	1.48%	1.34%

Frequently Asked Questions

Can I hold both PSCC and CTA in my portfolio?

PSCC and CTA have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, PSCC or CTA?

CTA has higher volatility (6.69%) compared to PSCC (4.71%). In terms of maximum drawdown, PSCC dropped -33.61% vs CTA's -18.07%.

Which ETF is better, PSCC or CTA?

On 3-year performance, CTA leads with 10.84% vs -1.02% for PSCC. On fees, PSCC is cheaper at 0.29% per year. On volatility, PSCC has been the lower-risk option at 4.71%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, PSCC or CTA?

Over the 3-year period, CTA has performed better with a 10.84% return vs -1.02%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, PSCC or CTA?

PSCC is cheaper with a 0.29% expense ratio, compared with 0.78% for CTA.

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

CTA has the higher dividend yield at 4.99%, compared with 2.08% for PSCC.

What is the main difference between PSCC and CTA?

PSCC is categorized as Consumer Staples Equities, while CTA is Systematic Trend. They also come from different issuers: Invesco and Simplify. Their fees differ too: 0.29% for PSCC and 0.78% for CTA.

Which has better risk-adjusted returns?

CTA currently has the higher Sharpe Ratio (0.55 vs -0.12), 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.