CTA vs IGOV
Comparison between SIMPLIFY MANAGED FUTURES STRATEGY ETF (CTA, ETF) and ISHARES INTERNATIONAL TREASURY BOND ETF (IGOV, ETF).
CTA vs IGOV - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
CTA
$1.50B
IGOV
$1.50B
Expense Ratio
CTA
0.75%
Winner
IGOV
0.35%
Max Drawdown
Winner
CTA
22.46%
IGOV
36.13%
Sharpe Ratio
Winner
CTA
0.32
IGOV
-0.47
5Y Beta
Winner
CTA
-0.11
IGOV
0.06
5Y Dividends CAGR
CTA
N/A
IGOV
36.94%
CTA vs IGOV - Historical Returns
Returns include dividend reinvestment.
1M
Winner
CTA
+3.54%
IGOV
+2.24%
3M
CTA
-6.34%
Winner
IGOV
+0.14%
6M
Winner
CTA
-1.29%
IGOV
-2.98%
1Y
Winner
CTA
+8.06%
IGOV
+0.50%
5Y(CAGR)
Winner
CTA
+8.74%
IGOV
-4.19%
10Y(CAGR)
CTA
N/A
IGOV
-1.65%
Max(CAGR)
Winner
CTA
+8.74%
IGOV
+0.15%
CTA vs IGOV - Annual Returns (2009 - 2026)
Returns include dividend reinvestment.
| Year | CTA | IGOV |
|---|---|---|
| 2026 | +8.68% | -0.26% |
| 2025 | +0.56% | +10.63% |
| 2024 | +22.54% | -5.33% |
| 2023 | -2.92% | +5.84% |
| 2022 | +9.54% | -21.24% |
| 2021 | N/A | -9.40% |
| 2020 | N/A | +10.97% |
| 2019 | N/A | +3.91% |
| 2018 | N/A | -2.64% |
| 2017 | N/A | +12.94% |
| 2016 | N/A | +0.81% |
| 2015 | N/A | -7.05% |
| 2014 | N/A | -2.08% |
| 2013 | N/A | -1.56% |
| 2012 | N/A | +4.83% |
| 2011 | N/A | +1.55% |
| 2010 | N/A | +0.94% |
| 2009 | N/A | +9.79% |
CTA vs IGOV 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 IGOV was -35.88%, occurring on Oct 20, 2022. This drawdown has not yet recovered.
The current CTA drawdown is -11.14%. The current IGOV drawdown is -23.92%.
| Rank | CTA | IGOV |
|---|---|---|
| #1 | -20.79% May 4, 2026 - Aug 4, 2026 | -35.88% Jan 5, 2021 - Oct 20, 2022 |
| #2 | -18.09% Oct 14, 2022 - Apr 10, 2024 | -15.77% Jul 1, 2014 - Mar 26, 2018 |
| #3 | -11.23% Feb 19, 2025 - Feb 18, 2026 | -14.59% Dec 1, 2009 - Oct 6, 2010 |
| #4 | -8.34% May 20, 2024 - Nov 21, 2024 | -11.09% Mar 9, 2020 - Jul 27, 2020 |
| #5 | -8.33% Apr 6, 2026 - Apr 28, 2026 | -10.93% Aug 17, 2011 - Apr 10, 2014 |
| #6 | -6.39% Mar 18, 2026 - Apr 2, 2026 | -9.49% Mar 26, 2018 - Mar 6, 2020 |
| #7 | -5.28% Mar 8, 2022 - Apr 18, 2022 | -9.08% Oct 14, 2010 - Apr 29, 2011 |
| #8 | -4.17% May 12, 2022 - Jun 30, 2022 | -4.51% Feb 9, 2009 - Mar 18, 2009 |
| #9 | -4.00% Sep 26, 2022 - Oct 14, 2022 | -4.27% Mar 19, 2009 - May 13, 2009 |
| #10 | -3.69% Jul 25, 2022 - Aug 31, 2022 | -3.90% Jun 3, 2011 - Jul 26, 2011 |
| #11 | -3.03% Nov 22, 2024 - Dec 13, 2024 | -3.59% Apr 29, 2011 - Jun 3, 2011 |
| #12 | -2.97% Sep 1, 2022 - Sep 14, 2022 | -3.02% Jun 2, 2009 - Jul 1, 2009 |
| #13 | -2.63% Dec 18, 2024 - Jan 10, 2025 | -2.36% Aug 6, 2020 - Oct 27, 2020 |
| #14 | -2.42% Jul 6, 2022 - Jul 14, 2022 | -2.29% Oct 8, 2009 - Nov 25, 2009 |
| #15 | -2.35% Apr 26, 2024 - May 13, 2024 | -2.28% Aug 5, 2009 - Aug 27, 2009 |
Correlation
Correlation between CTA and IGOV is 0.29 which considered as a very weak or no correlation - the stocks move independently of each other.
0.29
-101
Dividend Comparison (2009 - 2026)
CTA vs IGOV dividend yield comparison.
| Year | CTA | IGOV |
|---|---|---|
| 2026 | 3.36% | 0.00% |
| 2025 | 3.19% | 1.41% |
| 2024 | 4.80% | 0.59% |
| 2023 | 7.78% | 0.00% |
| 2022 | 6.58% | 0.11% |
| 2021 | 0.00% | 0.39% |
| 2019 | 0.00% | 0.24% |
| 2018 | 0.00% | 0.31% |
| 2017 | 0.00% | 0.19% |
| 2016 | 0.00% | 0.69% |
| 2015 | 0.00% | 0.12% |
| 2014 | 0.00% | 1.28% |
| 2013 | 0.00% | 1.32% |
| 2012 | 0.00% | 2.13% |
| 2011 | 0.00% | 4.05% |
| 2010 | 0.00% | 2.26% |
| 2009 | 0.00% | 1.94% |
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