XDWS.L vs. CTA
XDWS.L (Xtrackers MSCI World Consumer Staples UCITS ETF 1C) and CTA (Simplify Managed Futures Strategy ETF) are both exchange-traded funds - XDWS.L is a Consumer Staples Equities fund tracking the Cat 50%MSCI Wld/CD NR&50%MSCI Wld/CS NR, while CTA is a Systematic Trend fund actively managed by Simplify. XDWS.L is passively managed, while CTA is actively managed. Over the past 3 years, XDWS.L returned 6.17%/yr vs 11.34%/yr for CTA. At a correlation of -0.10, they often move in opposite directions. XDWS.L charges 0.25%/yr vs 0.78%/yr for CTA.
Performance
XDWS.L vs. CTA - Performance Comparison
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Returns By Period
In the year-to-date period, XDWS.L achieves a 3.29% return, which is significantly lower than CTA's 10.72% return.
XDWS.L
- 1D
- -0.18%
- 1M
- -2.75%
- YTD
- 3.29%
- 6M
- 3.85%
- 1Y
- 0.79%
- 3Y*
- 6.17%
- 5Y*
- 3.97%
- 10Y*
- 5.57%
CTA
- 1D
- -1.40%
- 1M
- -8.08%
- YTD
- 10.72%
- 6M
- 12.41%
- 1Y
- 13.86%
- 3Y*
- 11.34%
- 5Y*
- —
- 10Y*
- —
XDWS.L vs. CTA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
XDWS.L Xtrackers MSCI World Consumer Staples UCITS ETF 1C | 3.29% | 9.31% | 5.69% | 1.96% | 3.63% |
CTA Simplify Managed Futures Strategy ETF | 10.72% | 0.88% | 24.15% | -2.23% | 9.55% |
Correlation
The correlation between XDWS.L and CTA is 0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.00 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.06 |
Correlation (All Time) Calculated using the full available price history since Mar 9, 2022 | -0.10 |
The correlation between XDWS.L and CTA shifts across timeframes, from -0.10 (all time) to 0.00 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
XDWS.L vs. CTA — Risk / Return Rank
XDWS.L
CTA
XDWS.L vs. CTA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI World Consumer Staples UCITS ETF 1C (XDWS.L) 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.
| XDWS.L | CTA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.63 | ||
| Sortino ratioReturn per unit of downside risk | -0.84 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.14 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 0.08 | 1.26 | -1.18 |
| Martin ratioReturn relative to average drawdown | 0.18 | 3.28 | -3.10 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| XDWS.L | CTA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.06 | 0.69 | -0.63 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.33 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.59 | -0.12 |
Drawdowns
XDWS.L vs. CTA - Drawdown Comparison
The maximum XDWS.L drawdown since its inception was -23.72%, which is greater than CTA's maximum drawdown of -18.07%. Use the drawdown chart below to compare losses from any high point for XDWS.L and CTA.
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Drawdown Indicators
| XDWS.L | CTA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.72% | -18.07% | -5.65% |
Max Drawdown (1Y)Largest decline over 1 year | -9.74% | -11.00% | +1.26% |
Max Drawdown (3Y)Largest decline over 3 years | -11.52% | -11.23% | -0.29% |
Max Drawdown (5Y)Largest decline over 5 years | -17.53% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -23.72% | — | — |
Current DrawdownCurrent decline from peak | -8.95% | -9.15% | +0.20% |
Average DrawdownAverage peak-to-trough decline | -4.20% | -5.68% | +1.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.38% | 4.23% | +0.15% |
Volatility
XDWS.L vs. CTA - Volatility Comparison
The current volatility for Xtrackers MSCI World Consumer Staples UCITS ETF 1C (XDWS.L) is 4.62%, while Simplify Managed Futures Strategy ETF (CTA) has a volatility of 7.79%. This indicates that XDWS.L 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.
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Volatility by Period
| XDWS.L | CTA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.62% | 7.79% | -3.17% |
Volatility (6M)Calculated over the trailing 6-month period | 10.21% | 17.37% | -7.16% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.38% | 20.17% | -7.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.11% | 16.59% | -4.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.48% | 16.59% | -4.11% |
XDWS.L vs. CTA - Expense Ratio Comparison
XDWS.L has a 0.25% expense ratio, which is lower than CTA's 0.78% expense ratio.
Dividends
XDWS.L vs. CTA - Dividend Comparison
XDWS.L has not paid dividends to shareholders, while CTA's dividend yield for the trailing twelve months is around 4.92%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
CTA Simplify Managed Futures Strategy ETF | 4.92% | 3.19% | 4.80% | 7.78% | 6.58% |
XDWS.L Xtrackers MSCI World Consumer Staples UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
XDWS.L and CTA have a correlation of 0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XDWS.L is cheaper at 0.25% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XDWS.L is cheaper with a 0.25% expense ratio, compared with 0.78% for CTA.
XDWS.L is categorized as Consumer Staples Equities, while CTA is Systematic Trend. They also come from different issuers: Xtrackers and Simplify. Their fees differ too: 0.25% for XDWS.L and 0.78% for CTA.
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