CTA vs FREL
Comparison between SIMPLIFY MANAGED FUTURES STRATEGY ETF (CTA, ETF) and FIDELITY MSCI REAL ESTATE INDEX ETF (FREL, ETF).
CTA vs FREL - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
CTA
$1.50B
FREL
$1.50B
Expense Ratio
CTA
0.75%
Winner
FREL
0.08%
Max Drawdown
Winner
CTA
22.46%
FREL
43.46%
Sharpe Ratio
CTA
0.32
Winner
FREL
0.65
5Y Beta
Winner
CTA
-0.11
FREL
0.48
P/E Ratio
CTA
N/A
FREL
35.51
Forward P/E
CTA
N/A
FREL
33.76
5Y Dividends CAGR
CTA
N/A
FREL
2.88%
5Y EPS CAGR
CTA
N/A
FREL
10.35%
Debt to Equity
CTA
N/A
FREL
53.39%
P/S Ratio
CTA
N/A
FREL
5.40
P/B Ratio
CTA
N/A
FREL
2.65
CTA vs FREL - Historical Returns
Returns include dividend reinvestment.
1M
Winner
CTA
+3.54%
FREL
-1.12%
3M
CTA
-6.34%
Winner
FREL
+2.81%
6M
CTA
-1.29%
Winner
FREL
+5.75%
1Y
CTA
+8.06%
Winner
FREL
+12.78%
5Y(CAGR)
Winner
CTA
+8.74%
FREL
+2.26%
10Y(CAGR)
CTA
N/A
FREL
+5.65%
Max(CAGR)
Winner
CTA
+8.74%
FREL
+5.53%
CTA vs FREL - Annual Returns (2015 - 2026)
Returns include dividend reinvestment.
| Year | CTA | FREL |
|---|---|---|
| 2026 | +8.68% | +13.30% |
| 2025 | +0.56% | +4.07% |
| 2024 | +22.54% | +4.10% |
| 2023 | -2.92% | +11.62% |
| 2022 | +9.54% | -25.63% |
| 2021 | N/A | +45.48% |
| 2020 | N/A | -3.56% |
| 2019 | N/A | +31.79% |
| 2018 | N/A | -4.08% |
| 2017 | N/A | +8.56% |
| 2016 | N/A | +9.36% |
| 2015 | N/A | -4.72% |
CTA vs FREL 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 FREL was -42.57%, occurring on Mar 23, 2020. Recovery took 293 trading sessions.
The current CTA drawdown is -11.14%. The current FREL drawdown is -2.49%.
| Rank | CTA | FREL |
|---|---|---|
| #1 | -20.79% May 4, 2026 - Aug 4, 2026 | -42.57% Feb 14, 2020 - Apr 15, 2021 |
| #2 | -18.09% Oct 14, 2022 - Apr 10, 2024 | -34.37% Dec 31, 2021 - Jun 12, 2026 |
| #3 | -11.23% Feb 19, 2025 - Feb 18, 2026 | -15.67% Feb 5, 2015 - Apr 1, 2016 |
| #4 | -8.34% May 20, 2024 - Nov 21, 2024 | -14.14% Aug 1, 2016 - Sep 18, 2017 |
| #5 | -8.33% Apr 6, 2026 - Apr 28, 2026 | -12.75% Dec 6, 2018 - Jan 30, 2019 |
| #6 | -6.39% Mar 18, 2026 - Apr 2, 2026 | -12.43% Dec 18, 2017 - Jun 29, 2018 |
| #7 | -5.28% Mar 8, 2022 - Apr 18, 2022 | -8.54% Aug 29, 2018 - Dec 6, 2018 |
| #8 | -4.17% May 12, 2022 - Jun 30, 2022 | -7.53% Sep 3, 2021 - Oct 28, 2021 |
| #9 | -4.00% Sep 26, 2022 - Oct 14, 2022 | -5.49% Nov 24, 2021 - Dec 7, 2021 |
| #10 | -3.69% Jul 25, 2022 - Aug 31, 2022 | -5.47% Oct 21, 2019 - Jan 16, 2020 |
| #11 | -3.03% Nov 22, 2024 - Dec 13, 2024 | -5.38% May 10, 2016 - Jun 23, 2016 |
| #12 | -2.97% Sep 1, 2022 - Sep 14, 2022 | -5.11% Jun 20, 2019 - Jul 10, 2019 |
| #13 | -2.63% Dec 18, 2024 - Jan 10, 2025 | -4.48% Apr 30, 2021 - May 26, 2021 |
| #14 | -2.42% Jul 6, 2022 - Jul 14, 2022 | -4.48% Jul 28, 2026 - Aug 11, 2026 |
| #15 | -2.35% Apr 26, 2024 - May 13, 2024 | -4.10% Apr 12, 2019 - Jun 5, 2019 |
Correlation
Correlation between CTA and FREL is 0.66 which considered as a moderate positive correlation - the stocks show some tendency to move together.
0.66
-101
Dividend Comparison (2015 - 2026)
CTA vs FREL dividend yield comparison.
| Year | CTA | FREL |
|---|---|---|
| 2026 | 3.36% | 1.75% |
| 2025 | 3.19% | 3.59% |
| 2024 | 4.80% | 3.48% |
| 2023 | 7.78% | 3.73% |
| 2022 | 6.58% | 3.57% |
| 2021 | 0.00% | 2.34% |
| 2020 | 0.00% | 3.77% |
| 2019 | 0.00% | 3.32% |
| 2018 | 0.00% | 5.54% |
| 2017 | 0.00% | 3.27% |
| 2016 | 0.00% | 4.01% |
| 2015 | 0.00% | 3.80% |
Select Stocks to Compare
Popular: CTA vs SPYFREL vs SPY
More Comparisons
Compare with similar stocks