CTA vs WCMI
Comparison between SIMPLIFY MANAGED FUTURES STRATEGY ETF (CTA, ETF) and FIRST TRUST WCM INTERNATIONAL EQUITY ETF (WCMI, ETF).
CTA vs WCMI - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
CTA
$1.50B
Winner
WCMI
$1.60B
Expense Ratio
Winner
CTA
0.75%
WCMI
0.85%
Max Drawdown
CTA
22.46%
Winner
WCMI
20.16%
Sharpe Ratio
CTA
-0.02
Winner
WCMI
0.95
5Y Beta
Winner
CTA
-0.07
WCMI
0.81
CTA vs WCMI - Historical Returns
Returns include dividend reinvestment.
1M
CTA
-5.45%
Winner
WCMI
-0.30%
3M
CTA
-9.38%
Winner
WCMI
+5.99%
6M
CTA
-2.23%
Winner
WCMI
+7.40%
1Y
CTA
+1.16%
Winner
WCMI
+23.61%
5Y(CAGR)
CTA
+7.06%
WCMI
N/A
Max(CAGR)
CTA
+7.06%
Winner
WCMI
+21.30%
CTA vs WCMI - Annual Returns (2022 - 2026)
Returns include dividend reinvestment.
| Year | CTA | WCMI |
|---|---|---|
| 2026 | +0.69% | +11.49% |
| 2025 | +0.56% | +30.97% |
| 2024 | +22.54% | -5.05% |
| 2023 | -2.92% | N/A |
| 2022 | +9.54% | N/A |
CTA vs WCMI Drawdown Comparison
The maximum drawdown for CTA was -20.43%, occurring on Jul 2, 2026. This drawdown has not yet recovered.
The maximum drawdown for WCMI was -12.79%, occurring on Apr 8, 2025. Recovery took 30 trading sessions.
The current CTA drawdown is -17.68%. The current WCMI drawdown is -2.95%.
| Rank | CTA | WCMI |
|---|---|---|
| #1 | -20.43% May 4, 2026 - Jul 2, 2026 | -12.79% Mar 17, 2025 - Apr 29, 2025 |
| #2 | -18.09% Oct 14, 2022 - Apr 10, 2024 | -12.49% Jan 27, 2026 - Apr 14, 2026 |
| #3 | -11.23% Feb 19, 2025 - Feb 18, 2026 | -8.03% Oct 6, 2025 - Dec 26, 2025 |
| #4 | -8.34% May 20, 2024 - Nov 21, 2024 | -7.18% Oct 18, 2024 - Jan 28, 2025 |
| #5 | -8.33% Apr 6, 2026 - Apr 28, 2026 | -5.05% Jun 4, 2026 - Jun 15, 2026 |
| #6 | -6.39% Mar 18, 2026 - Apr 2, 2026 | -4.56% May 6, 2026 - Jun 1, 2026 |
| #7 | -5.28% Mar 8, 2022 - Apr 18, 2022 | -3.85% Apr 17, 2026 - May 5, 2026 |
| #8 | -4.17% May 12, 2022 - Jun 30, 2022 | -3.47% Jun 22, 2026 - Jun 24, 2026 |
| #9 | -4.00% Sep 26, 2022 - Oct 14, 2022 | -3.29% Jun 12, 2025 - Jun 26, 2025 |
| #10 | -3.69% Jul 25, 2022 - Aug 31, 2022 | -3.22% Mar 5, 2025 - Mar 17, 2025 |
| #11 | -3.03% Nov 22, 2024 - Dec 13, 2024 | -3.08% Jun 30, 2025 - Sep 8, 2025 |
| #12 | -2.97% Sep 1, 2022 - Sep 14, 2022 | -2.49% Feb 18, 2025 - Mar 5, 2025 |
| #13 | -2.63% Dec 18, 2024 - Jan 10, 2025 | -1.99% Jan 12, 2026 - Jan 23, 2026 |
| #14 | -2.42% Jul 6, 2022 - Jul 14, 2022 | -1.83% Jan 30, 2025 - Feb 12, 2025 |
| #15 | -2.35% Apr 26, 2024 - May 13, 2024 | -1.33% May 2, 2025 - May 12, 2025 |
Correlation
Correlation between CTA and WCMI is 0.44 which considered as a weak positive correlation - the stocks show a slight tendency to move together.
0.44
-101
Dividend Comparison (2022 - 2026)
CTA vs WCMI dividend yield comparison.
| Year | CTA | WCMI |
|---|---|---|
| 2026 | 3.12% | 0.24% |
| 2025 | 3.19% | 0.78% |
| 2024 | 4.80% | 15.26% |
| 2023 | 7.78% | 0.00% |
| 2022 | 6.58% | 0.00% |
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