PortfoliosLab logoPortfoliosLab logo
VDE vs. CTA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VDE vs. CTA - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, VDE achieves a 35.27% return, which is significantly higher than CTA's 6.14% return.


VDE

1D
0.04%
1M
10.29%
6M
22.82%
YTD
35.27%
1Y
41.64%
3Y*
15.31%
5Y*
24.05%
10Y*
9.81%
ALL TIME*
8.35%

CTA

1D
-1.88%
1M
7.04%
6M
2.60%
YTD
6.14%
1Y
4.94%
3Y*
9.57%
5Y*
10Y*
ALL TIME*
8.28%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$10.73M$13.32M$14.98M
$71.54M$103.66M$111.94M

VDE vs. CTA - Yearly Performance Comparison


2026 (YTD)2025202420232022
VDE
Vanguard Energy ETF
35.27%7.11%6.75%0.03%18.83%
CTA
Simplify Managed Futures Strategy ETF
6.14%0.88%24.15%-2.23%9.01%

Correlation

The correlation between VDE and CTA is 0.41, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.41

Correlation (3Y)
Balances recent behavior with more history.

0.16

Correlation (All Time)
Calculated using the full available price history since Mar 8, 2022

0.08

Over the past year, VDE and CTA have become more correlated (0.41) than their long-term average of 0.08, meaning their price movements have been converging.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

VDE vs. CTA — Risk / Return Rank

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

VDE
VDE Risk / Return Rank: 7575
Overall Rank
VDE Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
VDE Sortino Ratio Rank: 7979
Sortino Ratio Rank
VDE Omega Ratio Rank: 7676
Omega Ratio Rank
VDE Calmar Ratio Rank: 7575
Calmar Ratio Rank
VDE Martin Ratio Rank: 6161
Martin Ratio Rank

CTA
CTA Risk / Return Rank: 1616
Overall Rank
CTA Sharpe Ratio Rank: 1616
Sharpe Ratio Rank
CTA Sortino Ratio Rank: 1616
Sortino Ratio Rank
CTA Omega Ratio Rank: 1616
Omega Ratio Rank
CTA Calmar Ratio Rank: 1616
Calmar Ratio Rank
CTA Martin Ratio Rank: 1616
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.

VDE vs. CTA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Energy ETF (VDE) 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.


VDECTADifference
Sharpe ratioReturn per unit of total volatility

+1.78

Sortino ratioReturn per unit of downside risk

+2.16

Omega ratioGain probability vs. loss probability

1.32

1.05

+0.27

Calmar ratioReturn relative to maximum drawdown

2.74

0.20

+2.53

Martin ratioReturn relative to average drawdown

7.34

0.57

+6.78

VDE vs. CTA - Sharpe Ratio Comparison

The current VDE Sharpe Ratio is 1.98, which is higher than the CTA Sharpe Ratio of 0.20. The chart below compares the historical Sharpe Ratios of VDE 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.


Loading charts...

Drawdowns

VDE vs. CTA - Drawdown Comparison

The maximum VDE drawdown since its inception was -74.20%, which is greater than CTA's maximum drawdown of -20.44%. Use the drawdown chart below to compare losses from any high point for VDE and CTA.


Loading charts...

Drawdown Indicators


VDECTADifference

Max Drawdown

Largest peak-to-trough decline

-74.20%

-20.44%

-53.76%

Max Drawdown (1Y)

Largest decline over 1 year

-15.04%

-20.44%

+5.40%

Max Drawdown (3Y)

Largest decline over 3 years

-21.41%

-20.44%

-0.97%

Max Drawdown (5Y)

Largest decline over 5 years

-26.58%

Max Drawdown (10Y)

Largest decline over 10 years

-69.29%

Current Drawdown

Current decline from peak

-4.29%

-12.91%

+8.62%

Average Drawdown

Average peak-to-trough decline

-19.90%

-6.01%

-13.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.59%

7.33%

-1.74%

Volatility

VDE vs. CTA - Volatility Comparison

The current volatility for Vanguard Energy ETF (VDE) is 5.13%, while Simplify Managed Futures Strategy ETF (CTA) has a volatility of 5.80%. This indicates that VDE 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.


Loading charts...

Volatility by Period


VDECTADifference

Volatility (1M)

Calculated over the trailing 1-month period

5.13%

5.80%

-0.67%

Volatility (6M)

Calculated over the trailing 6-month period

16.34%

18.29%

-1.95%

Volatility (1Y)

Calculated over the trailing 1-year period

20.76%

20.97%

-0.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.14%

16.71%

+9.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.90%

16.71%

+13.19%

VDE vs. CTA - Expense Ratio Comparison

VDE has a 0.09% expense ratio, which is lower than CTA's 0.78% expense ratio.


Dividends

VDE vs. CTA - Dividend Comparison

VDE's dividend yield for the trailing twelve months is around 2.39%, less than CTA's 4.73% yield.


PositionTTM20252024202320222021202020192018201720162015
CTA
Simplify Managed Futures Strategy ETF
4.73%3.19%4.80%7.78%6.58%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VDE
Vanguard Energy ETF
2.39%3.11%3.23%3.34%3.65%4.13%4.76%3.42%3.35%2.90%2.31%3.17%

Frequently Asked Questions


VDE and CTA have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CTA has higher volatility (5.80%) compared to VDE (5.13%). In terms of maximum drawdown, VDE dropped -74.20% vs CTA's -20.44%.

On 3-year performance, VDE leads with 15.31% vs 9.57% for CTA. On fees, VDE is cheaper at 0.09% per year. On volatility, VDE has been the lower-risk option at 5.13%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, VDE has performed better with a 15.31% return vs 9.57%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VDE is cheaper with a 0.09% expense ratio, compared with 0.78% for CTA.

CTA has the higher dividend yield at 4.73%, compared with 2.39% for VDE.

VDE is categorized as Energy Equities, while CTA is Systematic Trend. They also come from different issuers: Vanguard and Simplify. Their fees differ too: 0.09% for VDE and 0.78% for CTA.

VDE currently has the higher Sharpe Ratio (1.98 vs 0.20), 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.

Portfolio Optimizer

Find the right allocation for VDE and CTA

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer