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SBAR vs. CTA
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

SBAR vs. CTA - Performance Comparison

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

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SBAR vs. CTA - Yearly Performance Comparison


2026 (YTD)2025
SBAR
Simplify Barrier Income ETF
-3.29%13.80%
CTA
Simplify Managed Futures Strategy ETF
12.39%0.40%

Returns By Period

In the year-to-date period, SBAR achieves a -3.29% return, which is significantly lower than CTA's 12.39% return.


SBAR

1D
0.99%
1M
-3.40%
YTD
-3.29%
6M
-0.50%
1Y
3Y*
5Y*
10Y*

CTA

1D
-1.31%
1M
0.45%
YTD
12.39%
6M
10.76%
1Y
6.40%
3Y*
15.19%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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SBAR vs. CTA - Expense Ratio Comparison

SBAR has a 0.75% expense ratio, which is lower than CTA's 0.78% expense ratio.


Return for Risk

SBAR vs. CTA — Risk / Return Rank

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

SBAR

CTA
CTA Risk / Return Rank: 2525
Overall Rank
CTA Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
CTA Sortino Ratio Rank: 2424
Sortino Ratio Rank
CTA Omega Ratio Rank: 2323
Omega Ratio Rank
CTA Calmar Ratio Rank: 2929
Calmar Ratio Rank
CTA Martin Ratio Rank: 2121
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.

SBAR vs. CTA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Simplify Barrier Income ETF (SBAR) 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

SBAR vs. CTA - Sharpe Ratio Comparison


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Sharpe Ratios by Period


SBARCTADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.40

Sharpe Ratio (All Time)

Calculated using the full available price history

1.05

0.69

+0.36

Correlation

The correlation between SBAR and CTA is -0.02. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

SBAR vs. CTA - Dividend Comparison

SBAR's dividend yield for the trailing twelve months is around 12.31%, more than CTA's 3.81% yield.


TTM2025202420232022
SBAR
Simplify Barrier Income ETF
12.31%8.56%0.00%0.00%0.00%
CTA
Simplify Managed Futures Strategy ETF
3.81%3.19%4.80%7.78%6.58%

Drawdowns

SBAR vs. CTA - Drawdown Comparison

The maximum SBAR drawdown since its inception was -5.32%, smaller than the maximum CTA drawdown of -18.07%. Use the drawdown chart below to compare losses from any high point for SBAR and CTA.


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Drawdown Indicators


SBARCTADifference

Max Drawdown

Largest peak-to-trough decline

-5.32%

-18.07%

+12.75%

Max Drawdown (1Y)

Largest decline over 1 year

-10.68%

Current Drawdown

Current decline from peak

-4.39%

-1.47%

-2.92%

Average Drawdown

Average peak-to-trough decline

-0.94%

-5.74%

+4.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.16%

Volatility

SBAR vs. CTA - Volatility Comparison


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Volatility by Period


SBARCTADifference

Volatility (1M)

Calculated over the trailing 1-month period

8.10%

Volatility (6M)

Calculated over the trailing 6-month period

12.72%

Volatility (1Y)

Calculated over the trailing 1-year period

10.15%

16.05%

-5.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.15%

15.58%

-5.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

10.15%

15.58%

-5.43%