CTA vs SPGM
Comparison between SIMPLIFY MANAGED FUTURES STRATEGY ETF (CTA, ETF) and STATE STREET(R) SPDR(R) PORTFOLIO MSCI GLOBAL STOCK MARKET ETF (SPGM, ETF).
CTA vs SPGM - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
CTA
$1.60B
Winner
SPGM
$1.70B
Expense Ratio
CTA
0.75%
Winner
SPGM
0.09%
Max Drawdown
Winner
CTA
22.46%
SPGM
33.97%
Sharpe Ratio
CTA
-0.03
Winner
SPGM
1.66
5Y Beta
Winner
CTA
-0.08
SPGM
0.91
P/E Ratio
CTA
N/A
SPGM
27.05
Forward P/E
CTA
N/A
SPGM
20.29
5Y Dividends CAGR
CTA
N/A
SPGM
13.19%
5Y EPS CAGR
CTA
N/A
SPGM
23.07%
P/S Ratio
CTA
N/A
SPGM
0.31
P/B Ratio
CTA
N/A
SPGM
4.78
CTA vs SPGM - Historical Returns
Returns include dividend reinvestment.
1M
CTA
-14.98%
Winner
SPGM
+1.97%
3M
CTA
-9.95%
Winner
SPGM
+10.85%
6M
CTA
+3.25%
Winner
SPGM
+13.88%
1Y
CTA
+2.60%
Winner
SPGM
+30.22%
5Y(CAGR)
CTA
+7.62%
Winner
SPGM
+11.47%
10Y(CAGR)
CTA
N/A
SPGM
+13.06%
Max(CAGR)
CTA
+7.62%
Winner
SPGM
+11.34%
CTA vs SPGM - Annual Returns (2012 - 2026)
Returns include dividend reinvestment.
| Year | CTA | SPGM |
|---|---|---|
| 2026 | +2.45% | +11.01% |
| 2025 | +0.56% | +23.70% |
| 2024 | +22.54% | +17.65% |
| 2023 | -2.92% | +21.33% |
| 2022 | +9.54% | -17.95% |
| 2021 | N/A | +20.77% |
| 2020 | N/A | +14.24% |
| 2019 | N/A | +26.23% |
| 2018 | N/A | -10.47% |
| 2017 | N/A | +22.11% |
| 2016 | N/A | +10.39% |
| 2015 | N/A | -2.10% |
| 2014 | N/A | +11.58% |
| 2013 | N/A | +20.65% |
| 2012 | N/A | +1.33% |
CTA vs SPGM Drawdown Comparison
The maximum drawdown for CTA was -18.09%, occurring on Apr 3, 2023. Recovery took 372 trading sessions.
The maximum drawdown for SPGM was -33.97%, occurring on Mar 23, 2020. Recovery took 134 trading sessions.
The current CTA drawdown is -16.23%. The current SPGM drawdown is -1.74%.
| Rank | CTA | SPGM |
|---|---|---|
| #1 | -18.09% Oct 14, 2022 - Apr 10, 2024 | -33.97% Feb 12, 2020 - Aug 24, 2020 |
| #2 | -16.23% May 4, 2026 - Jun 17, 2026 | -25.92% Jan 4, 2022 - Jan 25, 2024 |
| #3 | -11.23% Feb 19, 2025 - Feb 18, 2026 | -21.99% Jun 18, 2015 - Jan 24, 2017 |
| #4 | -8.34% May 20, 2024 - Nov 21, 2024 | -19.40% Jan 26, 2018 - Oct 24, 2019 |
| #5 | -8.33% Apr 6, 2026 - Apr 28, 2026 | -16.90% Feb 18, 2025 - Jun 2, 2025 |
| #6 | -6.39% Mar 18, 2026 - Apr 2, 2026 | -13.83% Jul 10, 2014 - Dec 3, 2014 |
| #7 | -5.28% Mar 8, 2022 - Apr 18, 2022 | -11.87% Mar 19, 2012 - Sep 13, 2012 |
| #8 | -4.17% May 12, 2022 - Jun 30, 2022 | -9.50% Feb 25, 2026 - Apr 15, 2026 |
| #9 | -4.00% Sep 26, 2022 - Oct 14, 2022 | -8.97% Dec 16, 2013 - May 27, 2014 |
| #10 | -3.69% Jul 25, 2022 - Aug 31, 2022 | -8.55% Jul 16, 2024 - Aug 30, 2024 |
| #11 | -3.03% Nov 22, 2024 - Dec 13, 2024 | -8.37% May 21, 2013 - Aug 8, 2013 |
| #12 | -2.97% Sep 1, 2022 - Sep 14, 2022 | -7.49% Sep 2, 2020 - Nov 9, 2020 |
| #13 | -2.63% Dec 18, 2024 - Jan 10, 2025 | -6.08% Sep 17, 2012 - Dec 18, 2012 |
| #14 | -2.42% Jul 6, 2022 - Jul 14, 2022 | -5.52% Sep 3, 2021 - Oct 25, 2021 |
| #15 | -2.35% Apr 26, 2024 - May 13, 2024 | -5.28% Nov 8, 2021 - Jan 4, 2022 |
Correlation
Correlation between CTA and SPGM is 0.85 which considered as a strong positive correlation - the stocks tend to move together.
0.85
-101
Dividend Comparison (2012 - 2026)
CTA vs SPGM dividend yield comparison.
| Year | CTA | SPGM |
|---|---|---|
| 2026 | 2.58% | 0.78% |
| 2025 | 3.19% | 1.89% |
| 2024 | 4.80% | 1.98% |
| 2023 | 7.78% | 2.09% |
| 2022 | 6.58% | 2.37% |
| 2021 | 0.00% | 1.94% |
| 2020 | 0.00% | 1.45% |
| 2019 | 0.00% | 2.46% |
| 2018 | 0.00% | 1.89% |
| 2017 | 0.00% | 2.29% |
| 2016 | 0.00% | 1.87% |
| 2015 | 0.00% | 3.70% |
| 2014 | 0.00% | 2.18% |
| 2013 | 0.00% | 1.75% |
| 2012 | 0.00% | 2.26% |
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