CTA vs IBTI
Comparison between SIMPLIFY MANAGED FUTURES STRATEGY ETF (CTA, ETF) and ISHARES IBONDS DEC 2028 TERM TREASURY ETF (IBTI, ETF).
CTA vs IBTI - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
CTA
$1.60B
Winner
IBTI
$1.70B
Expense Ratio
CTA
0.75%
Winner
IBTI
0.07%
Max Drawdown
CTA
22.46%
Winner
IBTI
20.83%
Sharpe Ratio
Winner
CTA
-0.03
IBTI
-0.21
5Y Beta
Winner
CTA
-0.08
IBTI
-0.02
5Y Dividends CAGR
CTA
N/A
IBTI
36.89%
CTA vs IBTI - Historical Returns
Returns include dividend reinvestment.
1M
CTA
-14.98%
Winner
IBTI
+0.09%
3M
CTA
-9.95%
Winner
IBTI
-0.15%
6M
Winner
CTA
+3.25%
IBTI
+0.36%
1Y
CTA
+2.60%
Winner
IBTI
+3.26%
5Y(CAGR)
Winner
CTA
+7.62%
IBTI
+0.20%
Max(CAGR)
Winner
CTA
+7.62%
IBTI
+0.19%
CTA vs IBTI - Annual Returns (2020 - 2026)
Returns include dividend reinvestment.
| Year | CTA | IBTI |
|---|---|---|
| 2026 | +2.45% | +0.18% |
| 2025 | +0.56% | +6.24% |
| 2024 | +22.54% | +2.84% |
| 2023 | -2.92% | +4.22% |
| 2022 | +9.54% | -10.75% |
| 2021 | N/A | -3.53% |
| 2020 | N/A | +3.65% |
CTA vs IBTI Drawdown Comparison
The maximum drawdown for CTA was -18.09%, occurring on Apr 3, 2023. Recovery took 372 trading sessions.
The maximum drawdown for IBTI was -18.46%, occurring on Oct 20, 2022. This drawdown has not yet recovered.
The current CTA drawdown is -16.23%. The current IBTI drawdown is -4.00%.
| Rank | CTA | IBTI |
|---|---|---|
| #1 | -18.09% Oct 14, 2022 - Apr 10, 2024 | -18.46% Aug 4, 2020 - Oct 20, 2022 |
| #2 | -16.23% May 4, 2026 - Jun 17, 2026 | -4.63% Mar 9, 2020 - Apr 1, 2020 |
| #3 | -11.23% Feb 19, 2025 - Feb 18, 2026 | -1.69% Apr 21, 2020 - Jul 17, 2020 |
| #4 | -8.34% May 20, 2024 - Nov 21, 2024 | -0.94% Apr 3, 2020 - Apr 15, 2020 |
| #5 | -8.33% Apr 6, 2026 - Apr 28, 2026 | -0.21% Apr 16, 2020 - Apr 20, 2020 |
| #6 | -6.39% Mar 18, 2026 - Apr 2, 2026 | -0.19% Jul 23, 2020 - Jul 28, 2020 |
| #7 | -5.28% Mar 8, 2022 - Apr 18, 2022 | -0.12% Jul 31, 2020 - Aug 4, 2020 |
| #8 | -4.17% May 12, 2022 - Jun 30, 2022 | -0.04% Mar 3, 2020 - Mar 5, 2020 |
| #9 | -4.00% Sep 26, 2022 - Oct 14, 2022 | -0.04% Apr 1, 2020 - Apr 3, 2020 |
| #10 | -3.69% Jul 25, 2022 - Aug 31, 2022 | N/A |
| #11 | -3.03% Nov 22, 2024 - Dec 13, 2024 | N/A |
| #12 | -2.97% Sep 1, 2022 - Sep 14, 2022 | N/A |
| #13 | -2.63% Dec 18, 2024 - Jan 10, 2025 | N/A |
| #14 | -2.42% Jul 6, 2022 - Jul 14, 2022 | N/A |
| #15 | -2.35% Apr 26, 2024 - May 13, 2024 | N/A |
Correlation
Correlation between CTA and IBTI is 0.80 which considered as a strong positive correlation - the stocks tend to move together.
0.80
-101
Dividend Comparison (2020 - 2026)
CTA vs IBTI dividend yield comparison.
| Year | CTA | IBTI |
|---|---|---|
| 2026 | 2.58% | 1.54% |
| 2025 | 3.19% | 3.87% |
| 2024 | 4.80% | 3.92% |
| 2023 | 7.78% | 3.26% |
| 2022 | 6.58% | 1.70% |
| 2021 | 0.00% | 0.90% |
| 2020 | 0.00% | 0.56% |
Select Stocks to Compare
Popular: CTA vs SPYIBTI vs SPY
More Comparisons
Compare with similar stocks