DDWM vs CTA
Comparison between WISDOMTREE DYNAMIC INTERNATIONAL EQUITY FUND (DDWM, ETF) and SIMPLIFY MANAGED FUTURES STRATEGY ETF (CTA, ETF).
DDWM vs CTA - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
DDWM
$1.50B
CTA
$1.50B
Expense Ratio
Winner
DDWM
0.40%
CTA
0.75%
Max Drawdown
DDWM
37.15%
Winner
CTA
22.46%
Sharpe Ratio
Winner
DDWM
0.96
CTA
0.32
5Y Beta
DDWM
0.62
Winner
CTA
-0.11
5Y Dividends CAGR
DDWM
10.06%
CTA
N/A
DDWM vs CTA - Historical Returns
Returns include dividend reinvestment.
1M
DDWM
+1.84%
Winner
CTA
+3.54%
3M
Winner
DDWM
+3.35%
CTA
-6.34%
6M
Winner
DDWM
+2.06%
CTA
-1.29%
1Y
Winner
DDWM
+16.85%
CTA
+8.06%
5Y(CAGR)
Winner
DDWM
+13.05%
CTA
+8.74%
10Y(CAGR)
DDWM
+10.38%
CTA
N/A
Max(CAGR)
Winner
DDWM
+10.83%
CTA
+8.74%
DDWM vs CTA - Annual Returns (2016 - 2026)
Returns include dividend reinvestment.
| Year | DDWM | CTA |
|---|---|---|
| 2026 | +9.71% | +8.68% |
| 2025 | +30.05% | +0.56% |
| 2024 | +11.42% | +22.54% |
| 2023 | +14.49% | -2.92% |
| 2022 | -1.80% | +9.54% |
| 2021 | +14.46% | N/A |
| 2020 | -5.50% | N/A |
| 2019 | +20.54% | N/A |
| 2018 | -12.07% | N/A |
| 2017 | +17.12% | N/A |
| 2016 | +16.30% | N/A |
DDWM vs CTA Drawdown Comparison
The maximum drawdown for DDWM was -35.00%, occurring on Mar 16, 2020. Recovery took 292 trading sessions.
The maximum drawdown for CTA was -20.79%, occurring on Aug 4, 2026. This drawdown has not yet recovered.
The current DDWM drawdown is -0.91%. The current CTA drawdown is -11.14%.
| Rank | DDWM | CTA |
|---|---|---|
| #1 | -35.00% Jan 17, 2020 - Mar 17, 2021 | -20.79% May 4, 2026 - Aug 4, 2026 |
| #2 | -17.39% Jan 23, 2018 - Nov 4, 2019 | -18.09% Oct 14, 2022 - Apr 10, 2024 |
| #3 | -14.82% Feb 9, 2022 - Jan 11, 2023 | -11.23% Feb 19, 2025 - Feb 18, 2026 |
| #4 | -12.34% Mar 19, 2025 - Apr 24, 2025 | -8.34% May 20, 2024 - Nov 21, 2024 |
| #5 | -10.56% Feb 25, 2026 - Jul 30, 2026 | -8.33% Apr 6, 2026 - Apr 28, 2026 |
| #6 | -10.00% Apr 19, 2016 - Aug 8, 2016 | -6.39% Mar 18, 2026 - Apr 2, 2026 |
| #7 | -7.55% Jul 12, 2024 - Aug 21, 2024 | -5.28% Mar 8, 2022 - Apr 18, 2022 |
| #8 | -7.13% Jul 31, 2023 - Dec 13, 2023 | -4.17% May 12, 2022 - Jun 30, 2022 |
| #9 | -6.46% Feb 1, 2023 - Apr 12, 2023 | -4.00% Sep 26, 2022 - Oct 14, 2022 |
| #10 | -5.86% Feb 4, 2016 - Feb 17, 2016 | -3.69% Jul 25, 2022 - Aug 31, 2022 |
| #11 | -5.81% Sep 26, 2024 - Jan 30, 2025 | -3.03% Nov 22, 2024 - Dec 13, 2024 |
| #12 | -5.40% Sep 7, 2021 - Dec 27, 2021 | -2.97% Sep 1, 2022 - Sep 14, 2022 |
| #13 | -4.68% May 8, 2023 - Jun 14, 2023 | -2.63% Dec 18, 2024 - Jan 10, 2025 |
| #14 | -4.35% Oct 5, 2016 - Dec 6, 2016 | -2.42% Jul 6, 2022 - Jul 14, 2022 |
| #15 | -4.13% Nov 12, 2025 - Dec 15, 2025 | -2.35% Apr 26, 2024 - May 13, 2024 |
Correlation
Correlation between DDWM and CTA is 0.86 which considered as a strong positive correlation - the stocks tend to move together.
0.86
-101
Dividend Comparison (2016 - 2026)
DDWM vs CTA dividend yield comparison.
| Year | DDWM | CTA |
|---|---|---|
| 2026 | 1.64% | 3.36% |
| 2025 | 2.47% | 3.19% |
| 2024 | 3.57% | 4.80% |
| 2023 | 4.46% | 7.78% |
| 2022 | 4.28% | 6.58% |
| 2021 | 3.73% | 0.00% |
| 2020 | 3.52% | 0.00% |
| 2019 | 3.63% | 0.00% |
| 2018 | 4.40% | 0.00% |
| 2017 | 2.65% | 0.00% |
| 2016 | 4.00% | 0.00% |
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