CTA vs BNDW
Comparison between SIMPLIFY MANAGED FUTURES STRATEGY ETF (CTA, ETF) and VANGUARD TOTAL WORLD BOND ETF ETF SHARES (BNDW, ETF).
CTA vs BNDW - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
CTA
$1.50B
Winner
BNDW
$1.60B
Expense Ratio
CTA
0.75%
Winner
BNDW
0.05%
Max Drawdown
CTA
22.46%
Winner
BNDW
20.94%
Sharpe Ratio
Winner
CTA
0.70
BNDW
-0.07
5Y Beta
Winner
CTA
-0.07
BNDW
0.03
5Y Dividends CAGR
CTA
N/A
BNDW
20.36%
CTA vs BNDW - Historical Returns
Returns include dividend reinvestment.
1M
Winner
CTA
+5.94%
BNDW
-0.02%
3M
Winner
CTA
+8.77%
BNDW
-0.10%
6M
Winner
CTA
+16.71%
BNDW
+0.49%
1Y
Winner
CTA
+16.89%
BNDW
+3.89%
5Y(CAGR)
Winner
CTA
+10.91%
BNDW
+0.29%
Max(CAGR)
Winner
CTA
+10.91%
BNDW
+1.86%
CTA vs BNDW - Annual Returns (2018 - 2026)
Returns include dividend reinvestment.
| Year | CTA | BNDW |
|---|---|---|
| 2026 | +15.22% | +0.58% |
| 2025 | +0.56% | +4.92% |
| 2024 | +22.54% | +2.81% |
| 2023 | -2.92% | +6.52% |
| 2022 | +9.54% | -12.52% |
| 2021 | N/A | -2.04% |
| 2020 | N/A | +6.03% |
| 2019 | N/A | +8.13% |
| 2018 | N/A | +1.21% |
CTA vs BNDW Drawdown Comparison
The maximum drawdown for CTA was -18.09%, occurring on Apr 3, 2023. Recovery took 372 trading sessions.
The maximum drawdown for BNDW was -17.22%, occurring on Oct 20, 2022. Recovery took 1293 trading sessions.
The current CTA drawdown is -5.80%. The current BNDW drawdown is -1.40%.
| Rank | CTA | BNDW |
|---|---|---|
| #1 | -18.09% Oct 14, 2022 - Apr 10, 2024 | -17.22% Dec 31, 2020 - Feb 26, 2026 |
| #2 | -11.23% Feb 19, 2025 - Feb 18, 2026 | -7.55% Mar 6, 2020 - Jun 29, 2020 |
| #3 | -8.34% May 20, 2024 - Nov 21, 2024 | -2.69% Feb 27, 2026 - Mar 27, 2026 |
| #4 | -8.33% Apr 6, 2026 - Apr 28, 2026 | -1.96% Sep 3, 2019 - Jan 24, 2020 |
| #5 | -6.39% Mar 18, 2026 - Apr 2, 2026 | -1.28% Sep 6, 2018 - Dec 4, 2018 |
| #6 | -5.80% May 4, 2026 - May 8, 2026 | -1.14% Aug 4, 2020 - Nov 30, 2020 |
| #7 | -5.28% Mar 8, 2022 - Apr 18, 2022 | -0.72% Jul 3, 2019 - Jul 24, 2019 |
| #8 | -4.17% May 12, 2022 - Jun 30, 2022 | -0.64% Mar 27, 2019 - May 7, 2019 |
| #9 | -4.00% Sep 26, 2022 - Oct 14, 2022 | -0.57% Jan 3, 2019 - Jan 23, 2019 |
| #10 | -3.69% Jul 25, 2022 - Aug 31, 2022 | -0.47% Feb 3, 2020 - Feb 18, 2020 |
| #11 | -3.03% Nov 22, 2024 - Dec 13, 2024 | -0.47% Feb 22, 2019 - Mar 7, 2019 |
| #12 | -2.97% Sep 1, 2022 - Sep 14, 2022 | -0.46% Aug 15, 2019 - Aug 27, 2019 |
| #13 | -2.63% Dec 18, 2024 - Jan 10, 2025 | -0.42% Nov 30, 2020 - Dec 11, 2020 |
| #14 | -2.42% Jul 6, 2022 - Jul 14, 2022 | -0.25% Jun 20, 2019 - Jun 28, 2019 |
| #15 | -2.35% Apr 26, 2024 - May 13, 2024 | -0.22% Aug 7, 2019 - Aug 12, 2019 |
Correlation
Correlation between CTA and BNDW is 0.79 which considered as a strong positive correlation - the stocks tend to move together.
0.79
-101
Dividend Comparison (2018 - 2026)
CTA vs BNDW dividend yield comparison.
| Year | CTA | BNDW |
|---|---|---|
| 2026 | 1.79% | 1.11% |
| 2025 | 3.19% | 4.12% |
| 2024 | 4.80% | 3.90% |
| 2023 | 7.78% | 3.73% |
| 2022 | 6.58% | 2.02% |
| 2021 | 0.00% | 2.58% |
| 2020 | 0.00% | 1.56% |
| 2019 | 0.00% | 3.05% |
| 2018 | 0.00% | 1.66% |
Select Stocks to Compare
Popular: CTA vs SPYBNDW vs SPY
More Comparisons
Compare with similar stocks