EPS vs CTA
Comparison between WISDOMTREE U.S. LARGECAP FUND (EPS, ETF) and SIMPLIFY MANAGED FUTURES STRATEGY ETF (CTA, ETF).
EPS vs CTA - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
EPS
$1.60B
CTA
$1.60B
Expense Ratio
Winner
EPS
0.08%
CTA
0.75%
Max Drawdown
EPS
55.60%
Winner
CTA
22.46%
Sharpe Ratio
Winner
EPS
1.67
CTA
-0.00
5Y Beta
EPS
0.91
Winner
CTA
-0.07
P/E Ratio
EPS
23.94
CTA
N/A
Forward P/E
EPS
18.90
CTA
N/A
5Y Dividends CAGR
EPS
8.33%
CTA
N/A
5Y EPS CAGR
EPS
24.84%
CTA
N/A
Debt to Equity
EPS
35.07%
CTA
N/A
P/S Ratio
EPS
3.07
CTA
N/A
P/B Ratio
EPS
4.46
CTA
N/A
EPS vs CTA - Historical Returns
Returns include dividend reinvestment.
1M
Winner
EPS
-1.17%
CTA
-12.62%
3M
Winner
EPS
+12.35%
CTA
-6.12%
6M
Winner
EPS
+8.10%
CTA
-0.17%
1Y
Winner
EPS
+24.96%
CTA
+2.63%
5Y(CAGR)
Winner
EPS
+12.82%
CTA
+7.13%
10Y(CAGR)
EPS
+15.11%
CTA
N/A
Max(CAGR)
Winner
EPS
+12.68%
CTA
+7.13%
EPS vs CTA - Annual Returns (2007 - 2026)
Returns include dividend reinvestment.
| Year | EPS | CTA |
|---|---|---|
| 2026 | +8.76% | +0.61% |
| 2025 | +17.52% | +0.56% |
| 2024 | +24.38% | +22.54% |
| 2023 | +23.19% | -2.92% |
| 2022 | -16.52% | +9.54% |
| 2021 | +29.19% | N/A |
| 2020 | +11.09% | N/A |
| 2019 | +32.16% | N/A |
| 2018 | -7.91% | N/A |
| 2017 | +25.33% | N/A |
| 2016 | +20.26% | N/A |
| 2015 | +2.89% | N/A |
| 2014 | +18.25% | N/A |
| 2013 | +34.14% | N/A |
| 2012 | +17.83% | N/A |
| 2011 | +6.72% | N/A |
| 2010 | +15.85% | N/A |
| 2009 | +29.05% | N/A |
| 2008 | -33.08% | N/A |
| 2007 | +5.86% | N/A |
EPS vs CTA Drawdown Comparison
The maximum drawdown for EPS was -51.96%, occurring on Mar 6, 2009. Recovery took 816 trading sessions.
The maximum drawdown for CTA was -18.09%, occurring on Apr 3, 2023. Recovery took 372 trading sessions.
The current EPS drawdown is -3.01%. The current CTA drawdown is -17.74%.
| Rank | EPS | CTA |
|---|---|---|
| #1 | -51.96% Oct 10, 2007 - Jan 5, 2011 | -18.09% Oct 14, 2022 - Apr 10, 2024 |
| #2 | -35.79% Feb 12, 2020 - Sep 2, 2020 | -17.74% May 4, 2026 - Jun 23, 2026 |
| #3 | -23.56% Jan 4, 2022 - Dec 13, 2023 | -11.23% Feb 19, 2025 - Feb 18, 2026 |
| #4 | -18.98% Sep 20, 2018 - Apr 8, 2019 | -8.34% May 20, 2024 - Nov 21, 2024 |
| #5 | -17.65% Feb 19, 2025 - Jun 27, 2025 | -8.33% Apr 6, 2026 - Apr 28, 2026 |
| #6 | -16.33% Jul 7, 2011 - Jan 10, 2012 | -6.39% Mar 18, 2026 - Apr 2, 2026 |
| #7 | -12.83% Jun 23, 2015 - Mar 30, 2016 | -5.28% Mar 8, 2022 - Apr 18, 2022 |
| #8 | -10.72% Apr 2, 2012 - Aug 16, 2012 | -4.17% May 12, 2022 - Jun 30, 2022 |
| #9 | -10.31% Jul 13, 2007 - Oct 1, 2007 | -4.00% Sep 26, 2022 - Oct 14, 2022 |
| #10 | -10.19% Jan 26, 2018 - Aug 29, 2018 | -3.69% Jul 25, 2022 - Aug 31, 2022 |
| #11 | -8.98% Sep 2, 2020 - Nov 9, 2020 | -3.03% Nov 22, 2024 - Dec 13, 2024 |
| #12 | -8.39% Feb 2, 2026 - Apr 14, 2026 | -2.97% Sep 1, 2022 - Sep 14, 2022 |
| #13 | -7.84% May 3, 2019 - Jul 1, 2019 | -2.63% Dec 18, 2024 - Jan 10, 2025 |
| #14 | -7.82% Jul 16, 2024 - Aug 30, 2024 | -2.42% Jul 6, 2022 - Jul 14, 2022 |
| #15 | -7.23% Oct 17, 2012 - Jan 2, 2013 | -2.35% Apr 26, 2024 - May 13, 2024 |
Correlation
Correlation between EPS and CTA is 0.86 which considered as a strong positive correlation - the stocks tend to move together.
0.86
-101
Dividend Comparison (2007 - 2026)
EPS vs CTA dividend yield comparison.
| Year | EPS | CTA |
|---|---|---|
| 2026 | 0.26% | 2.62% |
| 2025 | 1.26% | 3.19% |
| 2024 | 1.47% | 4.80% |
| 2023 | 1.73% | 7.78% |
| 2022 | 1.95% | 6.58% |
| 2021 | 1.51% | 0.00% |
| 2020 | 1.85% | 0.00% |
| 2019 | 1.70% | 0.00% |
| 2018 | 2.02% | 0.00% |
| 2017 | 3.87% | 0.00% |
| 2016 | 5.96% | 0.00% |
| 2015 | 6.46% | 0.00% |
| 2014 | 4.97% | 0.00% |
| 2013 | 4.89% | 0.00% |
| 2012 | 6.53% | 0.00% |
| 2011 | 5.85% | 0.00% |
| 2010 | 5.10% | 0.00% |
| 2009 | 5.79% | 0.00% |
| 2008 | 8.17% | 0.00% |
| 2007 | 4.24% | 0.00% |
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