CTA vs PKW

Comparison between SIMPLIFY MANAGED FUTURES STRATEGY ETF (CTA, ETF) and INVESCO BUYBACK ACHIEVERS ETF (PKW, ETF).

CTA vs PKW - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	CTA(ETF)	PKW(ETF)
Net Assets	$1.60B	$1.60B
Expense Ratio	0.75%	0.62%
Max Drawdown	22.46%	55.28%
Sharpe Ratio	-0.03	0.90
5Y Beta	-0.08	0.83
P/E Ratio	N/A	17.08
Forward P/E	N/A	11.56
5Y Dividends CAGR	N/A	3.68%
5Y EPS CAGR	N/A	9.69%
Debt to Equity	N/A	51.54%
P/S Ratio	N/A	1.21
P/B Ratio	N/A	2.30

Net Assets

CTA

$1.60B

PKW

$1.60B

Expense Ratio

CTA

0.75%

Winner

PKW

0.62%

Max Drawdown

Winner

CTA

22.46%

PKW

55.28%

Sharpe Ratio

CTA

-0.03

Winner

PKW

0.90

5Y Beta

Winner

CTA

-0.08

PKW

0.83

P/E Ratio

CTA

N/A

PKW

17.08

Forward P/E

CTA

N/A

PKW

11.56

5Y Dividends CAGR

CTA

N/A

PKW

3.68%

5Y EPS CAGR

CTA

N/A

PKW

9.69%

Debt to Equity

CTA

N/A

PKW

51.54%

P/S Ratio

CTA

N/A

PKW

1.21

P/B Ratio

CTA

N/A

PKW

2.30

CTA vs PKW - Historical Returns

Returns include dividend reinvestment.

Period	CTA	PKW
1 month	-14.98%	+2.32%
3 months	-9.95%	+4.74%
6 months	+3.25%	+3.01%
1 year	+2.60%	+16.61%
5 years(CAGR)	+7.62%	+10.23%
10 years(CAGR)	N/A	+13.15%
Max(CAGR)	+7.62%	+10.33%

CTA

-14.98%

Winner

PKW

+2.32%

CTA

-9.95%

Winner

PKW

+4.74%

Winner

CTA

+3.25%

PKW

+3.01%

CTA

+2.60%

Winner

PKW

+16.61%

5Y(CAGR)

CTA

+7.62%

Winner

PKW

+10.23%

10Y(CAGR)

CTA

N/A

PKW

+13.15%

Max(CAGR)

CTA

+7.62%

Winner

PKW

+10.33%

CTA vs PKW - Annual Returns (2006 - 2026)

Returns include dividend reinvestment.

Year	CTA	PKW
2026	+2.45%	+2.05%
2025	+0.56%	+17.82%
2024	+22.54%	+16.80%
2023	-2.92%	+17.54%
2022	+9.54%	-10.32%
2021	N/A	+34.49%
2020	N/A	+7.44%
2019	N/A	+33.50%
2018	N/A	-11.24%
2017	N/A	+17.10%
2016	N/A	+14.54%
2015	N/A	-4.08%
2014	N/A	+13.67%
2013	N/A	+42.23%
2012	N/A	+12.86%
2011	N/A	+8.67%
2010	N/A	+16.47%
2009	N/A	+29.66%
2008	N/A	-32.24%
2007	N/A	-1.83%
2006	N/A	-0.20%

CTA vs PKW Drawdown Comparison

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

The maximum drawdown for PKW was -54.59%, occurring on Mar 9, 2009. Recovery took 935 trading sessions.

The current CTA drawdown is -16.23%. The current PKW drawdown is -1.65%.

Rank	CTA	PKW
#1	-18.09% Oct 14, 2022 - Apr 10, 2024	-54.59% Jun 4, 2007 - Feb 16, 2011
#2	-16.23% May 4, 2026 - Jun 17, 2026	-40.91% Jan 17, 2020 - Nov 24, 2020
#3	-11.23% Feb 19, 2025 - Feb 18, 2026	-23.51% Nov 5, 2021 - Dec 13, 2023
#4	-8.34% May 20, 2024 - Nov 21, 2024	-21.23% Jan 26, 2018 - Apr 16, 2019
#5	-8.33% Apr 6, 2026 - Apr 28, 2026	-20.91% Nov 29, 2024 - Jul 1, 2025
#6	-6.39% Mar 18, 2026 - Apr 2, 2026	-20.18% Feb 24, 2015 - Nov 14, 2016
#7	-5.28% Mar 8, 2022 - Apr 18, 2022	-17.67% May 12, 2011 - Jan 18, 2012
#8	-4.17% May 12, 2022 - Jun 30, 2022	-8.99% May 1, 2012 - Aug 16, 2012
#9	-4.00% Sep 26, 2022 - Oct 14, 2022	-8.93% May 3, 2019 - Jul 3, 2019
#10	-3.69% Jul 25, 2022 - Aug 31, 2022	-8.49% Sep 18, 2014 - Nov 6, 2014
#11	-3.03% Nov 22, 2024 - Dec 13, 2024	-7.86% Feb 18, 2026 - Apr 17, 2026
#12	-2.97% Sep 1, 2022 - Sep 14, 2022	-7.72% Jul 24, 2019 - Oct 24, 2019
#13	-2.63% Dec 18, 2024 - Jan 10, 2025	-7.34% Dec 31, 2013 - Feb 26, 2014
#14	-2.42% Jul 6, 2022 - Jul 14, 2022	-6.79% Oct 27, 2025 - Dec 11, 2025
#15	-2.35% Apr 26, 2024 - May 13, 2024	-6.41% Feb 22, 2007 - Apr 18, 2007

Correlation

Correlation between CTA and PKW is 0.86 which considered as a strong positive correlation - the stocks tend to move together.

0.86

-101

Dividend Comparison (2007 - 2026)

CTA vs PKW dividend yield comparison.

Year	CTA	PKW
2026	2.58%	0.16%
2025	3.19%	0.99%
2024	4.80%	0.86%
2023	7.78%	1.17%
2022	6.58%	1.22%
2021	0.00%	0.72%
2020	0.00%	1.48%
2019	0.00%	1.30%
2018	0.00%	1.30%
2017	0.00%	0.65%
2016	0.00%	1.59%
2015	0.00%	1.14%
2014	0.00%	1.03%
2013	0.00%	0.62%
2012	0.00%	1.25%
2011	0.00%	0.85%
2010	0.00%	0.30%
2009	0.00%	1.29%
2008	0.00%	1.58%
2007	0.00%	0.27%