CTA vs GSWO

Comparison between SIMPLIFY MANAGED FUTURES STRATEGY ETF (CTA, ETF) and Goldman Sachs ActiveBeta World Low Vol Plus Equity ETF (GSWO, ETF).

CTA vs GSWO - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	CTA(ETF)	GSWO(ETF)
Net Assets	$1.50B	$1.50B
Expense Ratio	0.75%	0.25%
Max Drawdown	22.46%	18.80%
Sharpe Ratio	0.70	1.52
5Y Beta	-0.07	0.62
P/E Ratio	N/A	25.97
Forward P/E	N/A	20.29
PEG Ratio	N/A	0.48
5Y EPS CAGR	N/A	26.41%
Debt to Equity	N/A	28.65%
P/S Ratio	N/A	3.00
P/B Ratio	N/A	5.04

Net Assets

CTA

$1.50B

GSWO

$1.50B

Expense Ratio

CTA

0.75%

Winner

GSWO

0.25%

Max Drawdown

CTA

22.46%

Winner

GSWO

18.80%

Sharpe Ratio

CTA

0.70

Winner

GSWO

1.52

5Y Beta

Winner

CTA

-0.07

GSWO

0.62

P/E Ratio

CTA

N/A

GSWO

25.97

Forward P/E

CTA

N/A

GSWO

20.29

PEG Ratio

CTA

N/A

GSWO

0.48

5Y EPS CAGR

CTA

N/A

GSWO

26.41%

Debt to Equity

CTA

N/A

GSWO

28.65%

P/S Ratio

CTA

N/A

GSWO

3.00

P/B Ratio

CTA

N/A

GSWO

5.04

CTA vs GSWO - Historical Returns

Returns include dividend reinvestment.

Period	CTA	GSWO
1 month	+5.94%	+6.94%
3 months	+8.77%	+4.55%
6 months	+16.71%	+11.85%
1 year	+16.89%	+21.75%
5 years(CAGR)	+10.91%	+12.54%
Max(CAGR)	+10.91%	+12.54%

CTA

+5.94%

Winner

GSWO

+6.94%

Winner

CTA

+8.77%

GSWO

+4.55%

Winner

CTA

+16.71%

GSWO

+11.85%

CTA

+16.89%

Winner

GSWO

+21.75%

5Y(CAGR)

CTA

+10.91%

Winner

GSWO

+12.54%

Max(CAGR)

CTA

+10.91%

Winner

GSWO

+12.54%

CTA vs GSWO - Annual Returns (2022 - 2026)

Returns include dividend reinvestment.

Year	CTA	GSWO
2026	+15.22%	+9.11%
2025	+0.56%	+18.96%
2024	+22.54%	+15.96%
2023	-2.92%	+16.40%
2022	+9.54%	-6.17%

CTA vs GSWO Drawdown Comparison

The maximum drawdown for CTA was -18.09%, occurring on Apr 3, 2023. Recovery took 372 trading sessions.

The maximum drawdown for GSWO was -17.78%, occurring on Oct 12, 2022. Recovery took 323 trading sessions.

The current CTA drawdown is -5.80%.

Rank	CTA	GSWO
#1	-18.09% Oct 14, 2022 - Apr 10, 2024	-17.78% Mar 29, 2022 - Jul 13, 2023
#2	-11.23% Feb 19, 2025 - Feb 18, 2026	-9.97% Feb 13, 2025 - May 2, 2025
#3	-8.34% May 20, 2024 - Nov 21, 2024	-8.93% Feb 25, 2026 - Apr 15, 2026
#4	-8.33% Apr 6, 2026 - Apr 28, 2026	-7.71% Jul 25, 2023 - Nov 22, 2023
#5	-6.39% Mar 18, 2026 - Apr 2, 2026	-5.68% Dec 5, 2024 - Feb 11, 2025
#6	-5.80% May 4, 2026 - May 8, 2026	-4.68% Jul 17, 2024 - Aug 15, 2024
#7	-5.28% Mar 8, 2022 - Apr 18, 2022	-4.67% Mar 28, 2024 - Jun 12, 2024
#8	-4.17% May 12, 2022 - Jun 30, 2022	-3.36% Oct 18, 2024 - Nov 7, 2024
#9	-4.00% Sep 26, 2022 - Oct 14, 2022	-2.77% Nov 12, 2025 - Nov 26, 2025
#10	-3.69% Jul 25, 2022 - Aug 31, 2022	-2.75% Nov 7, 2024 - Nov 29, 2024
#11	-3.03% Nov 22, 2024 - Dec 13, 2024	-2.26% Jul 23, 2025 - Aug 12, 2025
#12	-2.97% Sep 1, 2022 - Sep 14, 2022	-2.04% Aug 30, 2024 - Sep 13, 2024
#13	-2.63% Dec 18, 2024 - Jan 10, 2025	-1.92% Oct 6, 2025 - Oct 27, 2025
#14	-2.42% Jul 6, 2022 - Jul 14, 2022	-1.80% Jan 12, 2026 - Jan 26, 2026
#15	-2.35% Apr 26, 2024 - May 13, 2024	-1.72% Jul 3, 2025 - Jul 23, 2025