CTA vs HYLS
Comparison between SIMPLIFY MANAGED FUTURES STRATEGY ETF (CTA, ETF) and FIRST TRUST TACTICAL HIGH YIELD ETF (HYLS, ETF).
CTA vs HYLS - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
CTA
$1.60B
HYLS
$1.60B
Expense Ratio
CTA
0.75%
Winner
HYLS
0.69%
Max Drawdown
Winner
CTA
22.46%
HYLS
29.12%
Sharpe Ratio
CTA
-0.03
Winner
HYLS
0.31
5Y Beta
Winner
CTA
-0.08
HYLS
0.18
5Y Dividends CAGR
CTA
N/A
HYLS
1.15%
CTA vs HYLS - Historical Returns
Returns include dividend reinvestment.
1M
CTA
-14.98%
Winner
HYLS
+0.51%
3M
CTA
-9.95%
Winner
HYLS
+1.33%
6M
Winner
CTA
+3.25%
HYLS
+0.87%
1Y
CTA
+2.60%
Winner
HYLS
+4.98%
5Y(CAGR)
Winner
CTA
+7.62%
HYLS
+2.89%
10Y(CAGR)
CTA
N/A
HYLS
+4.40%
Max(CAGR)
Winner
CTA
+7.62%
HYLS
+4.38%
CTA vs HYLS - Annual Returns (2013 - 2026)
Returns include dividend reinvestment.
| Year | CTA | HYLS |
|---|---|---|
| 2026 | +2.45% | +0.24% |
| 2025 | +0.56% | +7.80% |
| 2024 | +22.54% | +6.51% |
| 2023 | -2.92% | +12.58% |
| 2022 | +9.54% | -12.77% |
| 2021 | N/A | +3.66% |
| 2020 | N/A | +5.07% |
| 2019 | N/A | +14.37% |
| 2018 | N/A | -2.47% |
| 2017 | N/A | +5.99% |
| 2016 | N/A | +8.92% |
| 2015 | N/A | +0.04% |
| 2014 | N/A | +1.92% |
| 2013 | N/A | +8.46% |
CTA vs HYLS Drawdown Comparison
The maximum drawdown for CTA was -18.09%, occurring on Apr 3, 2023. Recovery took 372 trading sessions.
The maximum drawdown for HYLS was -22.99%, occurring on Mar 20, 2020. Recovery took 122 trading sessions.
The current CTA drawdown is -16.23%. The current HYLS drawdown is -0.35%.
| Rank | CTA | HYLS |
|---|---|---|
| #1 | -18.09% Oct 14, 2022 - Apr 10, 2024 | -22.99% Feb 12, 2020 - Aug 6, 2020 |
| #2 | -16.23% May 4, 2026 - Jun 17, 2026 | -15.75% Dec 31, 2021 - Jun 5, 2024 |
| #3 | -11.23% Feb 19, 2025 - Feb 18, 2026 | -7.46% Jun 2, 2015 - Jun 8, 2016 |
| #4 | -8.34% May 20, 2024 - Nov 21, 2024 | -5.73% Jul 3, 2014 - Feb 27, 2015 |
| #5 | -8.33% Apr 6, 2026 - Apr 28, 2026 | -5.69% Oct 1, 2018 - Jan 31, 2019 |
| #6 | -6.39% Mar 18, 2026 - Apr 2, 2026 | -5.53% May 22, 2013 - Oct 17, 2013 |
| #7 | -5.28% Mar 8, 2022 - Apr 18, 2022 | -3.96% Feb 28, 2025 - Apr 29, 2025 |
| #8 | -4.17% May 12, 2022 - Jun 30, 2022 | -3.09% Jan 22, 2026 - Jun 15, 2026 |
| #9 | -4.00% Sep 26, 2022 - Oct 14, 2022 | -2.83% Oct 24, 2016 - Jan 3, 2017 |
| #10 | -3.69% Jul 25, 2022 - Aug 31, 2022 | -2.00% Jan 8, 2018 - Jul 25, 2018 |
| #11 | -3.03% Nov 22, 2024 - Dec 13, 2024 | -1.89% Sep 2, 2020 - Oct 12, 2020 |
| #12 | -2.97% Sep 1, 2022 - Sep 14, 2022 | -1.79% Jun 8, 2016 - Jul 7, 2016 |
| #13 | -2.63% Dec 18, 2024 - Jan 10, 2025 | -1.73% Sep 16, 2021 - Dec 21, 2021 |
| #14 | -2.42% Jul 6, 2022 - Jul 14, 2022 | -1.65% Oct 25, 2017 - Dec 26, 2017 |
| #15 | -2.35% Apr 26, 2024 - May 13, 2024 | -1.63% Oct 12, 2020 - Nov 4, 2020 |
Correlation
Correlation between CTA and HYLS is 0.83 which considered as a strong positive correlation - the stocks tend to move together.
0.83
-101
Dividend Comparison (2013 - 2026)
CTA vs HYLS dividend yield comparison.
| Year | CTA | HYLS |
|---|---|---|
| 2026 | 2.58% | 2.79% |
| 2025 | 3.19% | 6.38% |
| 2024 | 4.80% | 6.25% |
| 2023 | 7.78% | 5.98% |
| 2022 | 6.58% | 7.38% |
| 2021 | 0.00% | 5.48% |
| 2020 | 0.00% | 5.09% |
| 2019 | 0.00% | 5.17% |
| 2018 | 0.00% | 5.81% |
| 2017 | 0.00% | 5.53% |
| 2016 | 0.00% | 5.37% |
| 2015 | 0.00% | 6.11% |
| 2014 | 0.00% | 5.78% |
| 2013 | 0.00% | 5.10% |
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