VCAR vs. CTA

Last updated Jun 4, 2026

VCAR (Simplify Volt RoboCar Disruption and Tech ETF) and CTA (Simplify Managed Futures Strategy ETF) are both exchange-traded funds - VCAR is a Consumer Discretionary Equities fund actively managed by Simplify, while CTA is a Systematic Trend fund actively managed by Simplify. Both are actively managed. Over the past 3 years, VCAR returned 33.50%/yr vs 11.79%/yr for CTA. At a correlation of -0.10, they often move in opposite directions. VCAR charges 0.95%/yr vs 0.78%/yr for CTA.

Performance

VCAR vs. CTA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Simplify Volt RoboCar Disruption and Tech ETF (VCAR) 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, VCAR achieves a 0.60% return, which is significantly lower than CTA's 12.30% return.

VCAR

• 1D: -2.63%
• 1M: 23.98%
• YTD: 0.60%
• 6M: -18.80%
• 1Y: -14.28%
• 3Y*: 33.50%
• 5Y*: 14.14%
• 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)

VCAR vs. CTA - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
VCAR Simplify Volt RoboCar Disruption and Tech ETF	0.60%	-14.73%	152.27%	58.33%	-49.45%
CTA Simplify Managed Futures Strategy ETF	12.30%	0.88%	24.15%	-2.23%	9.55%

Correlation

The correlation between VCAR and CTA is -0.10, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.10
Correlation (3Y) Calculated over the trailing 3-year period	-0.07
Correlation (All Time) Calculated using the full available price history since Mar 9, 2022	-0.10

VCAR vs. CTA - Sectors Allocation Comparison

Sectors	VCAR	CTA
Consumer Cyclical	100.0%	-
Basic Materials	-	-
Communication Services	-	-
Consumer Defensive	-	-
Energy	-	-
Financial Services	-	-49.1%
Healthcare	-	-
Industrials	-	-
Real Estate	-	-
Technology	-	-
Utilities	-	-

Return for Risk

VCAR vs. CTA — Risk / Return Rank

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

VCAR

VCAR Risk / Return Rank: 7
VCAR Sharpe Ratio Rank: 6
VCAR Sortino Ratio Rank: 8
VCAR Omega Ratio Rank: 7
VCAR Calmar Ratio Rank: 6
VCAR Martin Ratio Rank: 6

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.

VCAR vs. CTA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Simplify Volt RoboCar Disruption and Tech ETF (VCAR) 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.

	VCAR	CTA	Difference
Sharpe ratio: Return per unit of total volatility	-0.25	0.78	-1.03
Sortino ratio: Return per unit of downside risk	0.02	1.12	-1.10
Omega ratio: Gain probability vs. loss probability	1.00	1.15	-0.15
Calmar ratio: Return relative to maximum drawdown	-0.26	1.42	-1.68
Martin ratio: Return relative to average drawdown	-0.46	3.72	-4.18
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VCAR vs. CTA - Sharpe Ratio Comparison

The current VCAR Sharpe Ratio is -0.25, which is lower than the CTA Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of VCAR 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

	VCAR	CTA	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.25	0.78	-1.03
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.28	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.20	0.62	-0.42

Drawdowns

VCAR vs. CTA - Drawdown Comparison

The maximum VCAR drawdown since its inception was -69.11%, which is greater than CTA's maximum drawdown of -18.07%. Use the drawdown chart below to compare losses from any high point for VCAR and CTA.

Drawdown Indicators

	VCAR	CTA	Difference
Max Drawdown Largest peak-to-trough decline	-69.11%	-18.07%	-51.04%
Max Drawdown (1Y) Largest decline over 1 year	-56.12%	-11.00%	-45.12%
Max Drawdown (3Y) Largest decline over 3 years	-56.12%	-11.23%	-44.89%
Max Drawdown (5Y) Largest decline over 5 years	-69.11%	—	—
Current Drawdown Current decline from peak	-37.58%	-7.86%	-29.72%
Average Drawdown Average peak-to-trough decline	-37.70%	-5.67%	-32.03%
Ulcer Index Depth and duration of drawdowns from previous peaks	31.22%	4.19%	+27.03%

Volatility

VCAR vs. CTA - Volatility Comparison

Simplify Volt RoboCar Disruption and Tech ETF (VCAR) has a higher volatility of 24.38% compared to Simplify Managed Futures Strategy ETF (CTA) at 7.76%. This indicates that VCAR'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

	VCAR	CTA	Difference
Volatility (1M) Calculated over the trailing 1-month period	24.38%	7.76%	+16.62%
Volatility (6M) Calculated over the trailing 6-month period	41.08%	17.30%	+23.78%
Volatility (1Y) Calculated over the trailing 1-year period	56.90%	20.12%	+36.78%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	50.69%	16.58%	+34.11%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	50.02%	16.58%	+33.44%

VCAR vs. CTA - Expense Ratio Comparison

VCAR has a 0.95% expense ratio, which is higher than CTA's 0.78% expense ratio.

Dividends

VCAR vs. CTA - Dividend Comparison

VCAR's dividend yield for the trailing twelve months is around 22.86%, more than CTA's 4.85% yield.

Position	TTM	2025	2024	2023	2022
CTA Simplify Managed Futures Strategy ETF	4.85%	3.19%	4.80%	7.78%	6.58%
VCAR Simplify Volt RoboCar Disruption and Tech ETF	22.86%	23.87%	0.62%	0.00%	0.83%

Frequently Asked Questions

Can I hold both VCAR and CTA in my portfolio?

VCAR and CTA have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, VCAR or CTA?

VCAR has higher volatility (24.38%) compared to CTA (7.76%). In terms of maximum drawdown, VCAR dropped -69.11% vs CTA's -18.07%.

Which ETF is better, VCAR or CTA?

On 3-year performance, VCAR leads with 33.50% vs 11.79% for CTA. On fees, CTA is cheaper at 0.78% per year. On volatility, CTA has been the lower-risk option at 7.76%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, VCAR or CTA?

Over the 3-year period, VCAR has performed better with a 33.50% return vs 11.79%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, VCAR or CTA?

CTA is cheaper with a 0.78% expense ratio, compared with 0.95% for VCAR.

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

VCAR has the higher dividend yield at 22.86%, compared with 4.85% for CTA.

What is the main difference between VCAR and CTA?

VCAR is categorized as Consumer Discretionary Equities, while CTA is Systematic Trend. Their fees differ too: 0.95% for VCAR and 0.78% for CTA.

Which has better risk-adjusted returns?

CTA currently has the higher Sharpe Ratio (0.78 vs -0.25), 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.