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EWA vs CTA

Comparison between ISHARES MSCI AUSTRALIA ETF (EWA, ETF) and SIMPLIFY MANAGED FUTURES STRATEGY ETF (CTA, ETF).

EWA vs CTA - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
EWA
$1.50B
CTA
$1.50B
Expense Ratio
Winner
EWA
0.50%
CTA
0.75%
Max Drawdown
EWA
69.72%
Winner
CTA
22.46%
Sharpe Ratio
Winner
EWA
0.80
CTA
0.04
5Y Beta
EWA
0.84
Winner
CTA
-0.10
5Y Dividends CAGR
EWA
7.66%
CTA
N/A

EWA vs CTA - Historical Returns

Returns include dividend reinvestment.

1M
Winner
EWA
+6.46%
CTA
+0.46%
3M
Winner
EWA
+1.55%
CTA
-14.23%
6M
Winner
EWA
+8.35%
CTA
-5.23%
1Y
Winner
EWA
+16.70%
CTA
+1.52%
5Y(CAGR)
Winner
EWA
+7.10%
CTA
+6.59%
10Y(CAGR)
EWA
+8.17%
CTA
N/A
Max(CAGR)
Winner
EWA
+8.55%
CTA
+6.59%

EWA vs CTA - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

YearEWACTA
2026+15.55%-0.79%
2025+13.11%+0.56%
2024+2.42%+22.54%
2023+15.21%-2.92%
2022-6.01%+9.54%
2021+8.59%N/A
2020+7.79%N/A
2019+23.37%N/A
2018-12.59%N/A
2017+17.84%N/A
2016+12.65%N/A
2015-9.68%N/A
2014-3.91%N/A
2013+0.38%N/A
2012+20.52%N/A
2011-12.17%N/A
2010+11.03%N/A
2009+66.35%N/A
2008-47.88%N/A
2007+28.02%N/A
2006+28.68%N/A
2005+18.28%N/A
2004+28.64%N/A
2003+49.28%N/A
2002-1.27%N/A
2001-0.72%N/A
2000-11.37%N/A
1999+11.46%N/A

EWA vs CTA Drawdown Comparison

The maximum drawdown for EWA was -66.98%, occurring on Nov 20, 2008. Recovery took 1319 trading sessions.

The maximum drawdown for CTA was -20.79%, occurring on Aug 4, 2026. This drawdown has not yet recovered.

The current CTA drawdown is -18.89%.

RankEWACTA
#1-66.98%
Oct 31, 2007 - Jan 29, 2013
-20.79%
May 4, 2026 - Aug 4, 2026
#2-45.54%
Jan 16, 2020 - Nov 24, 2020
-18.09%
Oct 14, 2022 - Apr 10, 2024
#3-35.39%
Sep 3, 2014 - Dec 27, 2017
-11.23%
Feb 19, 2025 - Feb 18, 2026
#4-29.29%
Jan 14, 2000 - May 6, 2003
-8.34%
May 20, 2024 - Nov 21, 2024
#5-24.80%
Apr 4, 2022 - Mar 7, 2024
-8.33%
Apr 6, 2026 - Apr 28, 2026
#6-21.91%
Sep 30, 2024 - Jun 10, 2025
-6.39%
Mar 18, 2026 - Apr 2, 2026
#7-20.46%
Jul 23, 2007 - Sep 24, 2007
-5.28%
Mar 8, 2022 - Apr 18, 2022
#8-19.89%
Apr 30, 2013 - Apr 9, 2014
-4.17%
May 12, 2022 - Jun 30, 2022
#9-19.10%
Jan 26, 2018 - Jun 20, 2019
-4.00%
Sep 26, 2022 - Oct 14, 2022
#10-16.03%
Apr 12, 2004 - Sep 30, 2004
-3.69%
Jul 25, 2022 - Aug 31, 2022
#11-15.88%
May 9, 2006 - Oct 26, 2006
-3.03%
Nov 22, 2024 - Dec 13, 2024
#12-13.90%
Jun 14, 2021 - Mar 24, 2022
-2.97%
Sep 1, 2022 - Sep 14, 2022
#13-11.09%
Mar 8, 2005 - Jun 21, 2005
-2.63%
Dec 18, 2024 - Jan 10, 2025
#14-10.54%
Feb 23, 2007 - Mar 21, 2007
-2.42%
Jul 6, 2022 - Jul 14, 2022
#15-10.01%
Feb 25, 2026 - Apr 14, 2026
-2.35%
Apr 26, 2024 - May 13, 2024

Correlation

Correlation between EWA and CTA is 0.77 which considered as a strong positive correlation - the stocks tend to move together.

0.77
-101

Dividend Comparison (1999 - 2026)

EWA vs CTA dividend yield comparison.

YearEWACTA
20261.34%3.68%
20253.21%3.19%
20243.71%4.80%
20233.72%7.78%
20225.28%6.58%
20215.08%0.00%
20202.02%0.00%
20193.97%0.00%
20186.11%0.00%
20174.44%0.00%
20164.03%0.00%
20155.48%0.00%
20144.92%0.00%
20134.69%0.00%
20125.37%0.00%
20115.07%0.00%
20103.26%0.00%
20092.90%0.00%
20086.35%0.00%
20074.43%0.00%
20064.66%0.00%
20053.54%0.00%
20043.45%0.00%
20033.22%0.00%
20022.93%0.00%
20012.43%0.00%
20002.79%0.00%
19990.15%0.00%

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