CTA vs EPS
Comparison between SIMPLIFY MANAGED FUTURES STRATEGY ETF (CTA, ETF) and WISDOMTREE U.S. LARGECAP FUND (EPS, ETF).
CTA vs EPS - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
CTA
$1.50B
Winner
EPS
$1.60B
Expense Ratio
CTA
0.75%
Winner
EPS
0.08%
Max Drawdown
Winner
CTA
22.46%
EPS
55.60%
Sharpe Ratio
CTA
-0.03
Winner
EPS
1.62
5Y Beta
Winner
CTA
-0.10
EPS
0.91
P/E Ratio
CTA
N/A
EPS
22.54
Forward P/E
CTA
N/A
EPS
18.83
5Y Dividends CAGR
CTA
N/A
EPS
9.06%
5Y EPS CAGR
CTA
N/A
EPS
29.76%
Debt to Equity
CTA
N/A
EPS
61.69%
P/S Ratio
CTA
N/A
EPS
3.41
P/B Ratio
CTA
N/A
EPS
4.67
CTA vs EPS - Historical Returns
Returns include dividend reinvestment.
1M
CTA
-0.12%
Winner
EPS
+3.81%
3M
CTA
-14.86%
Winner
EPS
+6.70%
6M
CTA
-5.92%
Winner
EPS
+13.35%
1Y
CTA
-0.48%
Winner
EPS
+25.82%
5Y(CAGR)
CTA
+6.41%
Winner
EPS
+13.09%
10Y(CAGR)
CTA
N/A
EPS
+14.83%
Max(CAGR)
CTA
+6.41%
Winner
EPS
+10.54%
CTA vs EPS - Annual Returns (2007 - 2026)
Returns include dividend reinvestment.
| Year | CTA | EPS |
|---|---|---|
| 2026 | -1.52% | +15.00% |
| 2025 | +0.56% | +17.52% |
| 2024 | +22.54% | +24.38% |
| 2023 | -2.92% | +23.19% |
| 2022 | +9.54% | -16.52% |
| 2021 | N/A | +29.19% |
| 2020 | N/A | +11.09% |
| 2019 | N/A | +32.16% |
| 2018 | N/A | -7.91% |
| 2017 | N/A | +22.21% |
| 2016 | N/A | +15.33% |
| 2015 | N/A | -1.36% |
| 2014 | N/A | +14.27% |
| 2013 | N/A | +29.44% |
| 2012 | N/A | +12.80% |
| 2011 | N/A | +2.58% |
| 2010 | N/A | +11.74% |
| 2009 | N/A | +23.43% |
| 2008 | N/A | -35.92% |
| 2007 | N/A | +2.94% |
CTA vs EPS Drawdown Comparison
The maximum drawdown for CTA was -20.79%, occurring on Aug 4, 2026. This drawdown has not yet recovered.
The maximum drawdown for EPS was -54.41%, occurring on Mar 6, 2009. Recovery took 1115 trading sessions.
The current CTA drawdown is -19.48%.
| Rank | CTA | EPS |
|---|---|---|
| #1 | -20.79% May 4, 2026 - Aug 4, 2026 | -54.41% Oct 10, 2007 - Mar 14, 2012 |
| #2 | -18.09% Oct 14, 2022 - Apr 10, 2024 | -35.79% Feb 12, 2020 - Sep 2, 2020 |
| #3 | -11.23% Feb 19, 2025 - Feb 18, 2026 | -23.56% Jan 4, 2022 - Dec 13, 2023 |
| #4 | -8.34% May 20, 2024 - Nov 21, 2024 | -18.98% Sep 20, 2018 - Apr 8, 2019 |
| #5 | -8.33% Apr 6, 2026 - Apr 28, 2026 | -17.65% Feb 19, 2025 - Jun 27, 2025 |
| #6 | -6.39% Mar 18, 2026 - Apr 2, 2026 | -15.09% May 21, 2015 - Jul 14, 2016 |
| #7 | -5.28% Mar 8, 2022 - Apr 18, 2022 | -10.72% Apr 2, 2012 - Aug 21, 2012 |
| #8 | -4.17% May 12, 2022 - Jun 30, 2022 | -10.31% Jul 13, 2007 - Oct 9, 2007 |
| #9 | -4.00% Sep 26, 2022 - Oct 14, 2022 | -10.19% Jan 26, 2018 - Aug 29, 2018 |
| #10 | -3.69% Jul 25, 2022 - Aug 31, 2022 | -8.98% Sep 2, 2020 - Nov 9, 2020 |
| #11 | -3.03% Nov 22, 2024 - Dec 13, 2024 | -8.39% Feb 2, 2026 - Apr 14, 2026 |
| #12 | -2.97% Sep 1, 2022 - Sep 14, 2022 | -7.84% May 3, 2019 - Jul 1, 2019 |
| #13 | -2.63% Dec 18, 2024 - Jan 10, 2025 | -7.82% Jul 16, 2024 - Aug 30, 2024 |
| #14 | -2.42% Jul 6, 2022 - Jul 14, 2022 | -7.47% Sep 18, 2014 - Oct 31, 2014 |
| #15 | -2.35% Apr 26, 2024 - May 13, 2024 | -7.30% Sep 14, 2012 - Jan 2, 2013 |
Correlation
Correlation between CTA and EPS is 0.84 which considered as a strong positive correlation - the stocks tend to move together.
0.84
-101
Dividend Comparison (2007 - 2026)
CTA vs EPS dividend yield comparison.
| Year | CTA | EPS |
|---|---|---|
| 2026 | 3.71% | 0.52% |
| 2025 | 3.19% | 1.26% |
| 2024 | 4.80% | 1.47% |
| 2023 | 7.78% | 1.73% |
| 2022 | 6.58% | 1.95% |
| 2021 | 0.00% | 1.51% |
| 2020 | 0.00% | 1.85% |
| 2019 | 0.00% | 1.70% |
| 2018 | 0.00% | 2.02% |
| 2017 | 0.00% | 1.59% |
| 2016 | 0.00% | 1.99% |
| 2015 | 0.00% | 2.15% |
| 2014 | 0.00% | 1.66% |
| 2013 | 0.00% | 1.63% |
| 2012 | 0.00% | 2.17% |
| 2011 | 0.00% | 1.95% |
| 2010 | 0.00% | 1.70% |
| 2009 | 0.00% | 1.93% |
| 2008 | 0.00% | 2.73% |
| 2007 | 0.00% | 1.41% |
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