ASMF vs CUT
Comparison between Virtus AlphaSimplex Managed Futures ETF (ASMF, ETF) and INVESCO MSCI GLOBAL TIMBER ETF (CUT, ETF).
ASMF vs CUT - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
ASMF
$31M
CUT
$31M
Expense Ratio
ASMF
0.80%
Winner
CUT
0.76%
Max Drawdown
Winner
ASMF
16.69%
CUT
71.20%
Sharpe Ratio
Winner
ASMF
0.95
CUT
-0.36
5Y Beta
Winner
ASMF
0.30
CUT
0.64
5Y Dividends CAGR
ASMF
N/A
CUT
4.90%
ASMF vs CUT - Historical Returns
Returns include dividend reinvestment.
1M
ASMF
-0.40%
Winner
CUT
+0.97%
3M
Winner
ASMF
+2.18%
CUT
-2.43%
6M
Winner
ASMF
+4.85%
CUT
-7.14%
1Y
Winner
ASMF
+14.86%
CUT
-5.31%
5Y(CAGR)
ASMF
N/A
CUT
-3.01%
10Y(CAGR)
ASMF
N/A
CUT
+4.02%
Max(CAGR)
ASMF
+2.64%
Winner
CUT
+2.81%
ASMF vs CUT - Annual Returns (2007 - 2026)
Returns include dividend reinvestment.
| Year | ASMF | CUT |
|---|---|---|
| 2026 | +7.83% | -4.52% |
| 2025 | +0.64% | -5.86% |
| 2024 | -3.56% | +2.66% |
| 2023 | N/A | +8.42% |
| 2022 | N/A | -15.92% |
| 2021 | N/A | +12.98% |
| 2020 | N/A | +18.11% |
| 2019 | N/A | +22.12% |
| 2018 | N/A | -22.31% |
| 2017 | N/A | +29.21% |
| 2016 | N/A | +8.98% |
| 2015 | N/A | -0.73% |
| 2014 | N/A | -2.23% |
| 2013 | N/A | +24.95% |
| 2012 | N/A | +21.44% |
| 2011 | N/A | -19.23% |
| 2010 | N/A | +16.52% |
| 2009 | N/A | +46.82% |
| 2008 | N/A | -48.23% |
| 2007 | N/A | -2.28% |
ASMF vs CUT Drawdown Comparison
The maximum drawdown for ASMF was -15.30%, occurring on Apr 8, 2025. Recovery took 397 trading sessions.
The maximum drawdown for CUT was -70.05%, occurring on Mar 9, 2009. Recovery took 1323 trading sessions.
The current ASMF drawdown is -2.14%. The current CUT drawdown is -21.24%.
| Rank | ASMF | CUT |
|---|---|---|
| #1 | -15.30% Jul 10, 2024 - Feb 9, 2026 | -70.05% Dec 10, 2007 - Mar 14, 2013 |
| #2 | -5.02% Feb 27, 2026 - May 12, 2026 | -45.74% Jun 6, 2018 - Dec 8, 2020 |
| #3 | -4.22% May 20, 2024 - Jul 1, 2024 | -31.18% May 10, 2021 - Sep 26, 2022 |
| #4 | -4.16% May 19, 2026 - Jun 26, 2026 | -27.15% May 20, 2015 - Jan 24, 2017 |
| #5 | -2.19% Feb 11, 2026 - Feb 24, 2026 | -15.78% Mar 6, 2014 - Feb 12, 2015 |
| #6 | -0.57% Feb 9, 2026 - Feb 11, 2026 | -10.32% May 20, 2013 - Jul 18, 2013 |
| #7 | -0.38% May 13, 2026 - May 19, 2026 | -9.07% Jan 26, 2018 - Apr 17, 2018 |
| #8 | -0.36% Feb 25, 2026 - Feb 27, 2026 | -7.52% Jan 16, 2014 - Feb 28, 2014 |
| #9 | -0.14% Jul 5, 2024 - Jul 10, 2024 | -6.21% Mar 28, 2013 - May 8, 2013 |
| #10 | N/A | -5.82% Nov 9, 2007 - Dec 6, 2007 |
| #11 | N/A | -5.60% Jan 7, 2021 - Feb 10, 2021 |
| #12 | N/A | -5.30% Sep 18, 2013 - Oct 16, 2013 |
| #13 | N/A | -4.70% Jul 19, 2017 - Sep 7, 2017 |
| #14 | N/A | -4.61% Aug 1, 2013 - Sep 9, 2013 |
| #15 | N/A | -4.41% Mar 2, 2015 - Apr 8, 2015 |
Correlation
Correlation between ASMF and CUT is -0.06 which considered as a very weak or no correlation - the stocks move independently of each other.
-0.06
-101
Dividend Comparison (2007 - 2025)
ASMF vs CUT dividend yield comparison.
| Year | ASMF | CUT |
|---|---|---|
| 2025 | 0.22% | 2.46% |
| 2024 | 1.66% | 3.05% |
| 2023 | 0.00% | 2.44% |
| 2022 | 0.00% | 2.58% |
| 2021 | 0.00% | 1.57% |
| 2020 | 0.00% | 1.65% |
| 2019 | 0.00% | 2.67% |
| 2018 | 0.00% | 3.43% |
| 2017 | 0.00% | 1.57% |
| 2016 | 0.00% | 2.08% |
| 2015 | 0.00% | 1.52% |
| 2014 | 0.00% | 2.83% |
| 2013 | 0.00% | 1.39% |
| 2012 | 0.00% | 1.24% |
| 2011 | 0.00% | 2.34% |
| 2010 | 0.00% | 2.88% |
| 2009 | 0.00% | 0.27% |
| 2008 | 0.00% | 3.40% |
| 2007 | 0.00% | 0.35% |
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