RSST vs. CTA

Last updated Jun 23, 2026

RSST (Return Stacked U.S. Stocks & Managed Futures ETF) and CTA (Simplify Managed Futures Strategy ETF) are both exchange-traded funds - RSST is a Large Cap Blend Equities fund actively managed by Return Stacked, while CTA is a Systematic Trend fund actively managed by Simplify. Both are actively managed. Over the past year, RSST returned 51.95% vs 2.69% for CTA. At a 0.12 correlation, their price movements are largely independent. RSST charges 0.99%/yr vs 0.78%/yr for CTA.

Performance

RSST vs. CTA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Return Stacked U.S. Stocks & Managed Futures ETF (RSST) 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, RSST achieves a 16.23% return, which is significantly higher than CTA's 1.30% return.

RSST

• 1D: -0.11%
• 1M: -2.08%
• YTD: 16.23%
• 6M: 15.13%
• 1Y: 51.95%
• 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)

RSST vs. CTA - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
RSST Return Stacked U.S. Stocks & Managed Futures ETF	16.23%	19.91%	18.37%	1.58%
CTA Simplify Managed Futures Strategy ETF	1.30%	0.88%	24.15%	-2.58%

Correlation

The correlation between RSST and CTA is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.11
Correlation (All Time) Calculated using the full available price history since Sep 6, 2023	0.12

Return for Risk

RSST vs. CTA — Risk / Return Rank

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

RSST

RSST Risk / Return Rank: 71
RSST Sharpe Ratio Rank: 72
RSST Sortino Ratio Rank: 57
RSST Omega Ratio Rank: 65
RSST Calmar Ratio Rank: 85
RSST Martin Ratio Rank: 78

CTA

CTA Risk / Return Rank: 10
CTA Sharpe Ratio Rank: 10
CTA Sortino Ratio Rank: 9
CTA Omega Ratio Rank: 10
CTA Calmar Ratio Rank: 10
CTA Martin Ratio Rank: 11

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.

RSST vs. CTA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Return Stacked U.S. Stocks & Managed Futures ETF (RSST) 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.

	RSST	CTA	Difference
Sharpe ratio: Return per unit of total volatility	2.23	0.13	+2.09
Sortino ratio: Return per unit of downside risk	2.63	0.31	+2.32
Omega ratio: Gain probability vs. loss probability	1.38	1.04	+0.33
Calmar ratio: Return relative to maximum drawdown	4.46	0.16	+4.30
Martin ratio: Return relative to average drawdown	14.56	0.54	+14.02

RSST vs. CTA - Sharpe Ratio Comparison

The current RSST Sharpe Ratio is 2.23, which is higher than the CTA Sharpe Ratio of 0.13. The chart below compares the historical Sharpe Ratios of RSST 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.

Drawdowns

RSST vs. CTA - Drawdown Comparison

The maximum RSST drawdown since its inception was -30.80%, which is greater than CTA's maximum drawdown of -18.07%. Use the drawdown chart below to compare losses from any high point for RSST and CTA.

Drawdown Indicators

	RSST	CTA	Difference
Max Drawdown Largest peak-to-trough decline	-30.80%	-18.07%	-12.73%
Max Drawdown (1Y) Largest decline over 1 year	-11.71%	-16.89%	+5.18%
Max Drawdown (3Y) Largest decline over 3 years	—	-16.89%	—
Current Drawdown Current decline from peak	-5.21%	-16.89%	+11.68%
Average Drawdown Average peak-to-trough decline	-6.02%	-5.76%	-0.26%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.58%	5.02%	-1.44%

Volatility

RSST vs. CTA - Volatility Comparison

Return Stacked U.S. Stocks & Managed Futures ETF (RSST) has a higher volatility of 9.12% compared to Simplify Managed Futures Strategy ETF (CTA) at 5.33%. This indicates that RSST's price experiences larger fluctuations and is considered to be riskier than CTA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	RSST	CTA	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.12%	5.33%	+3.79%
Volatility (6M) Calculated over the trailing 6-month period	17.14%	17.75%	-0.61%
Volatility (1Y) Calculated over the trailing 1-year period	23.50%	20.40%	+3.10%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.47%	16.61%	+7.86%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.47%	16.61%	+7.86%

RSST vs. CTA - Expense Ratio Comparison

RSST has a 0.99% expense ratio, which is higher than CTA's 0.78% expense ratio.

Dividends

RSST vs. CTA - Dividend Comparison

RSST's dividend yield for the trailing twelve months is around 0.97%, less than CTA's 5.38% yield.

Position	TTM	2025	2024	2023	2022
CTA Simplify Managed Futures Strategy ETF	5.38%	3.19%	4.80%	7.78%	6.58%
RSST Return Stacked U.S. Stocks & Managed Futures ETF	0.97%	1.12%	0.09%	0.93%	0.00%

Frequently Asked Questions

Can I hold both RSST and CTA in my portfolio?

RSST and CTA have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, RSST or CTA?

RSST has higher volatility (9.12%) compared to CTA (5.33%). In terms of maximum drawdown, RSST dropped -30.80% vs CTA's -18.07%.

Which ETF is better, RSST or CTA?

On 1-year performance, RSST leads with 51.95% vs 2.69% for CTA. On fees, CTA is cheaper at 0.78% per year. On volatility, CTA has been the lower-risk option at 5.33%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, RSST or CTA?

Over the 1-year period, RSST has performed better with a 51.95% return vs 2.69%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, RSST or CTA?

CTA is cheaper with a 0.78% expense ratio, compared with 0.99% for RSST.

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

CTA has the higher dividend yield at 5.38%, compared with 0.97% for RSST.

What is the main difference between RSST and CTA?

RSST is categorized as Large Cap Blend Equities, while CTA is Systematic Trend. They also come from different issuers: Return Stacked and Simplify. Their fees differ too: 0.99% for RSST and 0.78% for CTA.

Which has better risk-adjusted returns?

RSST currently has the higher Sharpe Ratio (2.23 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.