CTA vs BDVL
Comparison between SIMPLIFY MANAGED FUTURES STRATEGY ETF (CTA, ETF) and iShares Disciplined Volatility Equity Active ETF (BDVL, ETF).
CTA vs BDVL - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
CTA
$1.50B
BDVL
$1.50B
Expense Ratio
CTA
0.75%
Winner
BDVL
0.40%
Max Drawdown
CTA
22.46%
Winner
BDVL
7.71%
Sharpe Ratio
CTA
0.70
Winner
BDVL
0.78
5Y Beta
Winner
CTA
-0.07
BDVL
0.63
CTA vs BDVL - Historical Returns
Returns include dividend reinvestment.
1M
Winner
CTA
+5.94%
BDVL
+1.94%
3M
Winner
CTA
+8.77%
BDVL
+2.28%
6M
Winner
CTA
+16.71%
BDVL
+7.52%
1Y
CTA
+16.89%
BDVL
N/A
5Y(CAGR)
CTA
+10.91%
BDVL
N/A
Max(CAGR)
CTA
+10.91%
Winner
BDVL
+11.37%
CTA vs BDVL - Annual Returns (2022 - 2026)
Returns include dividend reinvestment.
| Year | CTA | BDVL |
|---|---|---|
| 2026 | +15.22% | +5.21% |
| 2025 | +0.56% | +1.98% |
| 2024 | +22.54% | N/A |
| 2023 | -2.92% | N/A |
| 2022 | +9.54% | N/A |
CTA vs BDVL Drawdown Comparison
The maximum drawdown for CTA was -18.09%, occurring on Apr 3, 2023. Recovery took 372 trading sessions.
The maximum drawdown for BDVL was -7.71%, occurring on Mar 27, 2026. Recovery took 47 trading sessions.
The current CTA drawdown is -5.80%. The current BDVL drawdown is -0.55%.
| Rank | CTA | BDVL |
|---|---|---|
| #1 | -18.09% Oct 14, 2022 - Apr 10, 2024 | -7.71% Feb 27, 2026 - May 6, 2026 |
| #2 | -11.23% Feb 19, 2025 - Feb 18, 2026 | -3.36% Nov 12, 2025 - Dec 5, 2025 |
| #3 | -8.34% May 20, 2024 - Nov 21, 2024 | -1.99% Sep 17, 2025 - Oct 20, 2025 |
| #4 | -8.33% Apr 6, 2026 - Apr 28, 2026 | -1.48% Jan 12, 2026 - Jan 26, 2026 |
| #5 | -6.39% Mar 18, 2026 - Apr 2, 2026 | -1.43% Oct 27, 2025 - Nov 11, 2025 |
| #6 | -5.80% May 4, 2026 - May 8, 2026 | -1.05% Jan 27, 2026 - Feb 9, 2026 |
| #7 | -5.28% Mar 8, 2022 - Apr 18, 2022 | -0.87% Dec 11, 2025 - Dec 22, 2025 |
| #8 | -4.17% May 12, 2022 - Jun 30, 2022 | -0.77% May 6, 2026 - May 7, 2026 |
| #9 | -4.00% Sep 26, 2022 - Oct 14, 2022 | -0.75% Dec 26, 2025 - Jan 6, 2026 |
| #10 | -3.69% Jul 25, 2022 - Aug 31, 2022 | -0.69% Dec 5, 2025 - Dec 11, 2025 |
| #11 | -3.03% Nov 22, 2024 - Dec 13, 2024 | -0.64% Feb 11, 2026 - Feb 20, 2026 |
| #12 | -2.97% Sep 1, 2022 - Sep 14, 2022 | -0.64% Oct 20, 2025 - Oct 27, 2025 |
| #13 | -2.63% Dec 18, 2024 - Jan 10, 2025 | -0.61% Feb 20, 2026 - Feb 24, 2026 |
| #14 | -2.42% Jul 6, 2022 - Jul 14, 2022 | -0.33% Sep 15, 2025 - Sep 17, 2025 |
| #15 | -2.35% Apr 26, 2024 - May 13, 2024 | -0.33% Jan 6, 2026 - Jan 9, 2026 |
Correlation
Correlation between CTA and BDVL is 0.77 which considered as a strong positive correlation - the stocks tend to move together.
0.77
-101
Dividend Comparison (2022 - 2026)
CTA vs BDVL dividend yield comparison.
| Year | CTA | BDVL |
|---|---|---|
| 2026 | 1.79% | 0.00% |
| 2025 | 3.19% | 2.79% |
| 2024 | 4.80% | 0.00% |
| 2023 | 7.78% | 0.00% |
| 2022 | 6.58% | 0.00% |
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