XSCS.L vs. CTA
XSCS.L (Xtrackers MSCI USA Consumer Staples UCITS ETF 1D) and CTA (Simplify Managed Futures Strategy ETF) are both exchange-traded funds - XSCS.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. XSCS.L is passively managed, while CTA is actively managed. Over the past 3 years, XSCS.L returned 5.68%/yr vs 8.54%/yr for CTA. At a 0.18 correlation, their price movements are largely independent. XSCS.L charges 0.12%/yr vs 0.78%/yr for CTA.
Performance
XSCS.L vs. CTA - Performance Comparison
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Different Trading Currencies
XSCS.L is traded in GBp, while CTA is traded in USD. To make them comparable, the CTA values have been converted to GBp using the latest available exchange rates.
Returns By Period
In the year-to-date period, XSCS.L achieves a 7.09% return, which is significantly lower than CTA's 11.17% return.
XSCS.L
- 1D
- 0.17%
- 1M
- -1.75%
- YTD
- 7.09%
- 6M
- 6.80%
- 1Y
- 3.86%
- 3Y*
- 5.68%
- 5Y*
- 8.04%
- 10Y*
- —
CTA
- 1D
- -1.40%
- 1M
- -7.24%
- YTD
- 11.17%
- 6M
- 11.63%
- 1Y
- 14.96%
- 3Y*
- 8.54%
- 5Y*
- —
- 10Y*
- —
XSCS.L vs. CTA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
XSCS.L Xtrackers MSCI USA Consumer Staples UCITS ETF 1D | 7.09% | -3.23% | 16.15% | -5.00% | 13.32% |
CTA Simplify Managed Futures Strategy ETF | 11.17% | -6.30% | 26.32% | -7.12% | 18.67% |
Correlation
The correlation between XSCS.L and CTA is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Mar 9, 2022 | 0.18 |
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Return for Risk
XSCS.L vs. CTA — Risk / Return Rank
XSCS.L
CTA
XSCS.L vs. CTA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Xtrackers MSCI USA Consumer Staples UCITS ETF 1D (XSCS.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.
| XSCS.L | CTA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.41 | ||
| Sortino ratioReturn per unit of downside risk | -0.51 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.14 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 0.42 | 1.41 | -0.99 |
| Martin ratioReturn relative to average drawdown | 1.02 | 3.55 | -2.53 |
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
| XSCS.L | CTA | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.27 | 0.68 | -0.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.60 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 0.45 | +0.26 |
Drawdowns
XSCS.L vs. CTA - Drawdown Comparison
The maximum XSCS.L drawdown since its inception was -14.91%, smaller than the maximum CTA drawdown of -29.34%. Use the drawdown chart below to compare losses from any high point for XSCS.L and CTA.
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Drawdown Indicators
| XSCS.L | CTA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.91% | -29.34% | +14.43% |
Max Drawdown (1Y)Largest decline over 1 year | -9.11% | -10.64% | +1.53% |
Max Drawdown (3Y)Largest decline over 3 years | -11.68% | -17.81% | +6.13% |
Max Drawdown (5Y)Largest decline over 5 years | -12.94% | — | — |
Current DrawdownCurrent decline from peak | -7.09% | -8.53% | +1.44% |
Average DrawdownAverage peak-to-trough decline | -4.12% | -13.19% | +9.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.78% | 4.22% | -0.44% |
Volatility
XSCS.L vs. CTA - Volatility Comparison
The current volatility for Xtrackers MSCI USA Consumer Staples UCITS ETF 1D (XSCS.L) is 6.46%, while Simplify Managed Futures Strategy ETF (CTA) has a volatility of 8.63%. This indicates that XSCS.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
| XSCS.L | CTA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.46% | 8.63% | -2.17% |
Volatility (6M)Calculated over the trailing 6-month period | 11.77% | 19.10% | -7.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.24% | 22.03% | -7.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.38% | 20.53% | -7.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 14.40% | 20.53% | -6.13% |
XSCS.L vs. CTA - Expense Ratio Comparison
XSCS.L has a 0.12% expense ratio, which is lower than CTA's 0.78% expense ratio.
Dividends
XSCS.L vs. CTA - Dividend Comparison
XSCS.L's dividend yield for the trailing twelve months is around 1.95%, less than CTA's 4.92% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
CTA Simplify Managed Futures Strategy ETF | 4.92% | 3.19% | 4.80% | 7.78% | 6.58% | 0.00% | 0.00% | 0.00% |
XSCS.L Xtrackers MSCI USA Consumer Staples UCITS ETF 1D | 1.95% | 2.11% | 2.15% | 2.20% | 2.96% | 1.95% | 2.99% | 2.41% |
Frequently Asked Questions
XSCS.L and CTA have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, XSCS.L is cheaper at 0.12% per year. The better choice depends on whether you care most about return, fees, risk, or income.
XSCS.L is cheaper with a 0.12% expense ratio, compared with 0.78% for CTA.
XSCS.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: 0.12% for XSCS.L and 0.78% for CTA.
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