RSST vs. CTA
Compare and contrast key facts about Return Stacked U.S. Stocks & Managed Futures ETF (RSST) and Simplify Managed Futures Strategy ETF (CTA).
RSST and CTA are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. RSST is an actively managed fund by Return Stacked. It was launched on Sep 5, 2023. CTA is an actively managed fund by Simplify. It was launched on Mar 7, 2022.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RSST or CTA.
Key characteristics
| RSST | CTA | |
|---|---|---|
| YTD Return | 19.50% | 14.45% |
| 1Y Return | 26.93% | 6.78% |
| Sharpe Ratio | 1.16 | 0.58 |
| Sortino Ratio | 1.62 | 0.90 |
| Omega Ratio | 1.21 | 1.11 |
| Calmar Ratio | 1.47 | 0.71 |
| Martin Ratio | 4.19 | 1.67 |
| Ulcer Index | 6.36% | 4.74% |
| Daily Std Dev | 22.96% | 13.71% |
| Max Drawdown | -18.16% | -18.07% |
| Current Drawdown | -7.86% | -4.90% |
Correlation
The correlation between RSST and CTA is 0.13, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
RSST vs. CTA - Performance Comparison
In the year-to-date period, RSST achieves a 19.50% return, which is significantly higher than CTA's 14.45% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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RSST vs. CTA - Expense Ratio Comparison
RSST has a 1.04% expense ratio, which is higher than CTA's 0.78% expense ratio.
Risk-Adjusted Performance
RSST vs. CTA - Risk-Adjusted Performance 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.
Dividends
RSST vs. CTA - Dividend Comparison
RSST's dividend yield for the trailing twelve months is around 0.78%, less than CTA's 8.47% yield.
| TTM | 2023 | 2022 | |
|---|---|---|---|
RSST Return Stacked U.S. Stocks & Managed Futures ETF | 0.78% | 0.93% | 0.00% |
CTA Simplify Managed Futures Strategy ETF | 8.47% | 7.78% | 6.58% |
Drawdowns
RSST vs. CTA - Drawdown Comparison
The maximum RSST drawdown since its inception was -18.16%, roughly equal to the maximum CTA drawdown of -18.07%. Use the drawdown chart below to compare losses from any high point for RSST and CTA. For additional features, visit the drawdowns tool.
Volatility
RSST vs. CTA - Volatility Comparison
Return Stacked U.S. Stocks & Managed Futures ETF (RSST) has a higher volatility of 7.83% compared to Simplify Managed Futures Strategy ETF (CTA) at 3.94%. 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.