XXV vs. CTA
XXV (Simplify Ancorato Target 25 Distribution ETF) and CTA (Simplify Managed Futures Strategy ETF) are both exchange-traded funds - XXV is a Derivative Income fund actively managed by Simplify, while CTA is a Systematic Trend fund actively managed by Simplify. Both are actively managed. At a correlation of -0.21, they often move in opposite directions. XXV charges 0.85%/yr vs 0.78%/yr for CTA.
Performance
XXV vs. CTA - Performance Comparison
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Returns By Period
In the year-to-date period, XXV achieves a 4.69% return, which is significantly higher than CTA's -2.31% return.
XXV
- 1D
- -0.34%
- 1M
- 0.71%
- 6M
- 4.20%
- YTD
- 4.69%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
CTA
- 1D
- -0.27%
- 1M
- -7.93%
- 6M
- -4.35%
- YTD
- -2.31%
- 1Y
- -2.73%
- 3Y*
- 6.30%
- 5Y*
- —
- 10Y*
- —
XXV vs. CTA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
XXV Simplify Ancorato Target 25 Distribution ETF | 4.69% | 4.06% |
CTA Simplify Managed Futures Strategy ETF | -2.31% | 0.15% |
Correlation
The correlation between XXV and CTA is -0.21, 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 (All Time) Calculated using the full available price history since Nov 18, 2025 | -0.21 |
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Return for Risk
XXV vs. CTA — Risk / Return Rank
XXV
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
CTA
XXV vs. CTA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Simplify Ancorato Target 25 Distribution ETF (XXV) 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.
| XXV | CTA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.01 | — |
| Calmar ratioReturn relative to maximum drawdown | — | -0.07 | — |
| Martin ratioReturn relative to average drawdown | — | -0.20 | — |
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Drawdowns
XXV vs. CTA - Drawdown Comparison
The maximum XXV drawdown since its inception was -8.90%, smaller than the maximum CTA drawdown of -20.44%. Use the drawdown chart below to compare losses from any high point for XXV and CTA.
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Drawdown Indicators
| XXV | CTA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -8.90% | -20.44% | +11.54% |
Max Drawdown (1Y)Largest decline over 1 year | — | -20.44% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -20.44% | — |
Current DrawdownCurrent decline from peak | -1.65% | -19.85% | +18.20% |
Average DrawdownAverage peak-to-trough decline | -2.05% | -5.92% | +3.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 6.67% | — |
Volatility
XXV vs. CTA - Volatility Comparison
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Volatility by Period
| XXV | CTA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 4.27% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 17.73% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 12.99% | 20.44% | -7.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.99% | 16.59% | -3.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.99% | 16.59% | -3.60% |
XXV vs. CTA - Expense Ratio Comparison
XXV has a 0.85% expense ratio, which is higher than CTA's 0.78% expense ratio.
Dividends
XXV vs. CTA - Dividend Comparison
XXV's dividend yield for the trailing twelve months is around 15.13%, more than CTA's 5.14% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 |
|---|---|---|---|---|---|
CTA Simplify Managed Futures Strategy ETF | 5.14% | 3.19% | 4.80% | 7.78% | 6.58% |
XXV Simplify Ancorato Target 25 Distribution ETF | 15.13% | 2.36% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
XXV and CTA have a correlation of -0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, CTA is cheaper at 0.78% per year. The better choice depends on whether you care most about return, fees, risk, or income.
CTA is cheaper with a 0.78% expense ratio, compared with 0.85% for XXV.
XXV has the higher dividend yield at 15.13%, compared with 5.14% for CTA.
XXV is categorized as Derivative Income, while CTA is Systematic Trend. Their fees differ too: 0.85% for XXV and 0.78% for CTA.
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