CTA vs DFEV
Comparison between SIMPLIFY MANAGED FUTURES STRATEGY ETF (CTA, ETF) and DIMENSIONAL EMERGING MARKETS VALUE ETF (DFEV, ETF).
CTA vs DFEV - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
CTA
$1.50B
DFEV
$1.50B
Expense Ratio
CTA
0.75%
Winner
DFEV
0.43%
Max Drawdown
CTA
22.46%
Winner
DFEV
20.42%
Sharpe Ratio
CTA
0.70
Winner
DFEV
2.72
5Y Beta
Winner
CTA
-0.07
DFEV
0.66
CTA vs DFEV - Historical Returns
Returns include dividend reinvestment.
1M
CTA
+5.94%
Winner
DFEV
+12.19%
3M
CTA
+8.77%
Winner
DFEV
+12.74%
6M
CTA
+16.71%
Winner
DFEV
+28.41%
1Y
CTA
+16.89%
Winner
DFEV
+59.21%
5Y(CAGR)
CTA
+10.91%
Winner
DFEV
+17.57%
Max(CAGR)
CTA
+10.91%
Winner
DFEV
+17.57%
CTA vs DFEV - Annual Returns (2022 - 2026)
Returns include dividend reinvestment.
| Year | CTA | DFEV |
|---|---|---|
| 2026 | +15.22% | +22.97% |
| 2025 | +0.56% | +33.08% |
| 2024 | +22.54% | +8.41% |
| 2023 | -2.92% | +15.21% |
| 2022 | +9.54% | -6.68% |
CTA vs DFEV Drawdown Comparison
The maximum drawdown for CTA was -18.09%, occurring on Apr 3, 2023. Recovery took 372 trading sessions.
The maximum drawdown for DFEV was -18.47%, occurring on Oct 31, 2022. Recovery took 279 trading sessions.
The current CTA drawdown is -5.80%.
| Rank | CTA | DFEV |
|---|---|---|
| #1 | -18.09% Oct 14, 2022 - Apr 10, 2024 | -18.47% May 4, 2022 - Jun 14, 2023 |
| #2 | -11.23% Feb 19, 2025 - Feb 18, 2026 | -17.94% Oct 7, 2024 - Jun 4, 2025 |
| #3 | -8.34% May 20, 2024 - Nov 21, 2024 | -11.35% Feb 25, 2026 - Apr 17, 2026 |
| #4 | -8.33% Apr 6, 2026 - Apr 28, 2026 | -10.73% Jul 31, 2023 - Dec 28, 2023 |
| #5 | -6.39% Mar 18, 2026 - Apr 2, 2026 | -9.35% Jul 12, 2024 - Sep 24, 2024 |
| #6 | -5.80% May 4, 2026 - May 8, 2026 | -5.71% Dec 29, 2023 - Feb 16, 2024 |
| #7 | -5.28% Mar 8, 2022 - Apr 18, 2022 | -4.66% Apr 9, 2024 - Apr 29, 2024 |
| #8 | -4.17% May 12, 2022 - Jun 30, 2022 | -4.26% May 17, 2024 - Jul 3, 2024 |
| #9 | -4.00% Sep 26, 2022 - Oct 14, 2022 | -4.11% Nov 12, 2025 - Dec 26, 2025 |
| #10 | -3.69% Jul 25, 2022 - Aug 31, 2022 | -3.57% Oct 6, 2025 - Oct 16, 2025 |
| #11 | -3.03% Nov 22, 2024 - Dec 13, 2024 | -3.42% Jun 15, 2023 - Jul 12, 2023 |
| #12 | -2.97% Sep 1, 2022 - Sep 14, 2022 | -3.42% Jul 23, 2025 - Aug 13, 2025 |
| #13 | -2.63% Dec 18, 2024 - Jan 10, 2025 | -2.16% Jun 16, 2025 - Jun 24, 2025 |
| #14 | -2.42% Jul 6, 2022 - Jul 14, 2022 | -2.13% Oct 29, 2025 - Nov 12, 2025 |
| #15 | -2.35% Apr 26, 2024 - May 13, 2024 | -2.11% Feb 23, 2024 - Mar 7, 2024 |
Correlation
Correlation between CTA and DFEV is 0.86 which considered as a strong positive correlation - the stocks tend to move together.
0.86
-101
Dividend Comparison (2022 - 2026)
CTA vs DFEV dividend yield comparison.
| Year | CTA | DFEV |
|---|---|---|
| 2026 | 1.79% | 0.08% |
| 2025 | 3.19% | 2.69% |
| 2024 | 4.80% | 3.17% |
| 2023 | 7.78% | 3.47% |
| 2022 | 6.58% | 3.35% |
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