FREL vs CTA
Comparison between FIDELITY MSCI REAL ESTATE INDEX ETF (FREL, ETF) and SIMPLIFY MANAGED FUTURES STRATEGY ETF (CTA, ETF).
FREL vs CTA - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
FREL
$1.50B
CTA
$1.50B
Expense Ratio
Winner
FREL
0.08%
CTA
0.75%
Max Drawdown
FREL
43.46%
Winner
CTA
22.46%
Sharpe Ratio
Winner
FREL
0.78
CTA
0.15
5Y Beta
FREL
0.50
Winner
CTA
-0.07
P/E Ratio
FREL
34.96
CTA
N/A
Forward P/E
FREL
33.48
CTA
N/A
5Y Dividends CAGR
FREL
2.88%
CTA
N/A
5Y EPS CAGR
FREL
9.49%
CTA
N/A
Debt to Equity
FREL
47.72%
CTA
N/A
P/S Ratio
FREL
5.31
CTA
N/A
P/B Ratio
FREL
2.70
CTA
N/A
FREL vs CTA - Historical Returns
Returns include dividend reinvestment.
1M
Winner
FREL
+4.13%
CTA
+3.25%
3M
Winner
FREL
+5.59%
CTA
-4.79%
6M
Winner
FREL
+11.00%
CTA
+3.15%
1Y
Winner
FREL
+14.29%
CTA
+3.51%
5Y(CAGR)
FREL
+2.63%
Winner
CTA
+8.05%
10Y(CAGR)
FREL
+5.56%
CTA
N/A
Max(CAGR)
FREL
+5.68%
Winner
CTA
+8.05%
FREL vs CTA - Annual Returns (2015 - 2026)
Returns include dividend reinvestment.
| Year | FREL | CTA |
|---|---|---|
| 2026 | +14.59% | +4.97% |
| 2025 | +4.07% | +0.56% |
| 2024 | +4.10% | +22.54% |
| 2023 | +11.62% | -2.92% |
| 2022 | -25.63% | +9.54% |
| 2021 | +45.48% | N/A |
| 2020 | -3.56% | N/A |
| 2019 | +31.79% | N/A |
| 2018 | -4.08% | N/A |
| 2017 | +8.56% | N/A |
| 2016 | +9.36% | N/A |
| 2015 | -4.72% | N/A |
FREL vs CTA Drawdown Comparison
The maximum drawdown for FREL was -42.57%, occurring on Mar 23, 2020. Recovery took 293 trading sessions.
The maximum drawdown for CTA was -20.43%, occurring on Jul 2, 2026. This drawdown has not yet recovered.
The current FREL drawdown is -0.56%. The current CTA drawdown is -14.18%.
| Rank | FREL | CTA |
|---|---|---|
| #1 | -42.57% Feb 14, 2020 - Apr 15, 2021 | -20.43% May 4, 2026 - Jul 2, 2026 |
| #2 | -34.37% Dec 31, 2021 - Jun 12, 2026 | -18.09% Oct 14, 2022 - Apr 10, 2024 |
| #3 | -15.67% Feb 5, 2015 - Apr 1, 2016 | -11.23% Feb 19, 2025 - Feb 18, 2026 |
| #4 | -14.14% Aug 1, 2016 - Sep 18, 2017 | -8.34% May 20, 2024 - Nov 21, 2024 |
| #5 | -12.75% Dec 6, 2018 - Jan 30, 2019 | -8.33% Apr 6, 2026 - Apr 28, 2026 |
| #6 | -12.43% Dec 18, 2017 - Jun 29, 2018 | -6.39% Mar 18, 2026 - Apr 2, 2026 |
| #7 | -8.54% Aug 29, 2018 - Dec 6, 2018 | -5.28% Mar 8, 2022 - Apr 18, 2022 |
| #8 | -7.53% Sep 3, 2021 - Oct 28, 2021 | -4.17% May 12, 2022 - Jun 30, 2022 |
| #9 | -5.49% Nov 24, 2021 - Dec 7, 2021 | -4.00% Sep 26, 2022 - Oct 14, 2022 |
| #10 | -5.47% Oct 21, 2019 - Jan 16, 2020 | -3.69% Jul 25, 2022 - Aug 31, 2022 |
| #11 | -5.38% May 10, 2016 - Jun 23, 2016 | -3.03% Nov 22, 2024 - Dec 13, 2024 |
| #12 | -5.11% Jun 20, 2019 - Jul 10, 2019 | -2.97% Sep 1, 2022 - Sep 14, 2022 |
| #13 | -4.48% Apr 30, 2021 - May 26, 2021 | -2.63% Dec 18, 2024 - Jan 10, 2025 |
| #14 | -4.10% Apr 12, 2019 - Jun 5, 2019 | -2.42% Jul 6, 2022 - Jul 14, 2022 |
| #15 | -3.80% Jul 10, 2019 - Aug 8, 2019 | -2.35% Apr 26, 2024 - May 13, 2024 |
Correlation
Correlation between FREL and CTA is 0.65 which considered as a moderate positive correlation - the stocks show some tendency to move together.
0.65
-101
Dividend Comparison (2015 - 2026)
FREL vs CTA dividend yield comparison.
| Year | FREL | CTA |
|---|---|---|
| 2026 | 1.73% | 3.00% |
| 2025 | 3.59% | 3.19% |
| 2024 | 3.48% | 4.80% |
| 2023 | 3.73% | 7.78% |
| 2022 | 3.57% | 6.58% |
| 2021 | 2.34% | 0.00% |
| 2020 | 3.77% | 0.00% |
| 2019 | 3.32% | 0.00% |
| 2018 | 5.54% | 0.00% |
| 2017 | 3.27% | 0.00% |
| 2016 | 4.01% | 0.00% |
| 2015 | 3.80% | 0.00% |
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