GLOV vs CTA

Comparison between GOLDMAN SACHS ACTIVEBETA(R) WORLD LOW VOL PLUS EQUITY ETF (GLOV, ETF) and SIMPLIFY MANAGED FUTURES STRATEGY ETF (CTA, ETF).

GLOV vs CTA - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	GLOV(ETF)	CTA(ETF)
Net Assets	$1.50B	$1.50B
Expense Ratio	0.15%	0.75%
Max Drawdown	18.80%	22.46%
Sharpe Ratio	1.11	-0.02
5Y Beta	0.58	-0.07
P/E Ratio	24.28	N/A
Forward P/E	19.09	N/A
PEG Ratio	0.19	N/A
5Y EPS CAGR	19.30%	N/A
Debt to Equity	327.53%	N/A
P/S Ratio	1.85	N/A
P/B Ratio	4.40	N/A

Net Assets

GLOV

$1.50B

CTA

$1.50B

Expense Ratio

Winner

GLOV

0.15%

CTA

0.75%

Max Drawdown

Winner

GLOV

18.80%

CTA

22.46%

Sharpe Ratio

Winner

GLOV

1.11

CTA

-0.02

5Y Beta

GLOV

0.58

Winner

CTA

-0.07

P/E Ratio

GLOV

24.28

CTA

N/A

Forward P/E

GLOV

19.09

CTA

N/A

PEG Ratio

GLOV

0.19

CTA

N/A

5Y EPS CAGR

GLOV

19.30%

CTA

N/A

Debt to Equity

GLOV

327.53%

CTA

N/A

P/S Ratio

GLOV

1.85

CTA

N/A

P/B Ratio

GLOV

4.40

CTA

N/A

GLOV vs CTA - Historical Returns

Returns include dividend reinvestment.

Period	GLOV	CTA
1 month	+2.42%	-5.45%
3 months	+5.81%	-9.38%
6 months	+8.62%	-2.23%
1 year	+17.40%	+1.16%
5 years(CAGR)	N/A	+7.06%
Max(CAGR)	+11.69%	+7.06%

Winner

GLOV

+2.42%

CTA

-5.45%

Winner

GLOV

+5.81%

CTA

-9.38%

Winner

GLOV

+8.62%

CTA

-2.23%

Winner

GLOV

+17.40%

CTA

+1.16%

5Y(CAGR)

GLOV

N/A

CTA

+7.06%

Max(CAGR)

Winner

GLOV

+11.69%

CTA

+7.06%

GLOV vs CTA - Annual Returns (2022 - 2026)

Returns include dividend reinvestment.

Year	GLOV	CTA
2026	+2.79%	+0.69%
2025	+18.96%	+0.56%
2024	+15.96%	+22.54%
2023	+16.40%	-2.92%
2022	-6.17%	+9.54%

GLOV vs CTA Drawdown Comparison

The maximum drawdown for GLOV was -17.78%, occurring on Oct 12, 2022. Recovery took 323 trading sessions.

The maximum drawdown for CTA was -20.43%, occurring on Jul 2, 2026. This drawdown has not yet recovered.

The current CTA drawdown is -17.68%.

Rank	GLOV	CTA
#1	-17.78% Mar 29, 2022 - Jul 13, 2023	-20.43% May 4, 2026 - Jul 2, 2026
#2	-9.97% Feb 13, 2025 - May 2, 2025	-18.09% Oct 14, 2022 - Apr 10, 2024
#3	-7.71% Jul 25, 2023 - Nov 22, 2023	-11.23% Feb 19, 2025 - Feb 18, 2026
#4	-5.68% Dec 5, 2024 - Feb 11, 2025	-8.34% May 20, 2024 - Nov 21, 2024
#5	-4.68% Jul 17, 2024 - Aug 15, 2024	-8.33% Apr 6, 2026 - Apr 28, 2026
#6	-4.67% Mar 28, 2024 - Jun 12, 2024	-6.39% Mar 18, 2026 - Apr 2, 2026
#7	-3.36% Oct 18, 2024 - Nov 7, 2024	-5.28% Mar 8, 2022 - Apr 18, 2022
#8	-2.77% Nov 12, 2025 - Nov 26, 2025	-4.17% May 12, 2022 - Jun 30, 2022
#9	-2.75% Nov 7, 2024 - Nov 29, 2024	-4.00% Sep 26, 2022 - Oct 14, 2022
#10	-2.26% Jul 23, 2025 - Aug 12, 2025	-3.69% Jul 25, 2022 - Aug 31, 2022
#11	-2.04% Aug 30, 2024 - Sep 13, 2024	-3.03% Nov 22, 2024 - Dec 13, 2024
#12	-1.92% Oct 6, 2025 - Oct 27, 2025	-2.97% Sep 1, 2022 - Sep 14, 2022
#13	-1.80% Jan 12, 2026 - Jan 26, 2026	-2.63% Dec 18, 2024 - Jan 10, 2025
#14	-1.72% Jul 3, 2025 - Jul 23, 2025	-2.42% Jul 6, 2022 - Jul 14, 2022
#15	-1.71% Oct 27, 2025 - Nov 11, 2025	-2.35% Apr 26, 2024 - May 13, 2024