HYDB vs CTA
Comparison between ISHARES HIGH YIELD SYSTEMATIC BOND ETF (HYDB, ETF) and SIMPLIFY MANAGED FUTURES STRATEGY ETF (CTA, ETF).
HYDB vs CTA - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
HYDB
$1.60B
CTA
$1.60B
Expense Ratio
Winner
HYDB
0.35%
CTA
0.75%
Max Drawdown
HYDB
23.21%
Winner
CTA
22.46%
Sharpe Ratio
Winner
HYDB
0.69
CTA
-0.00
5Y Beta
HYDB
0.24
Winner
CTA
-0.07
5Y Dividends CAGR
HYDB
3.30%
CTA
N/A
HYDB vs CTA - Historical Returns
Returns include dividend reinvestment.
1M
Winner
HYDB
+0.47%
CTA
-14.20%
3M
Winner
HYDB
+2.61%
CTA
-8.95%
6M
Winner
HYDB
+1.41%
CTA
-1.60%
1Y
Winner
HYDB
+6.09%
CTA
+2.50%
5Y(CAGR)
HYDB
+4.58%
Winner
CTA
+6.68%
10Y(CAGR)
HYDB
+5.48%
CTA
N/A
Max(CAGR)
HYDB
+5.48%
Winner
CTA
+6.68%
HYDB vs CTA - Annual Returns (2017 - 2026)
Returns include dividend reinvestment.
| Year | HYDB | CTA |
|---|---|---|
| 2026 | +1.43% | -1.20% |
| 2025 | +7.83% | +0.56% |
| 2024 | +9.32% | +22.54% |
| 2023 | +13.97% | -2.92% |
| 2022 | -9.93% | +9.54% |
| 2021 | +5.26% | N/A |
| 2020 | +7.25% | N/A |
| 2019 | +16.27% | N/A |
| 2018 | -3.10% | N/A |
| 2017 | +3.37% | N/A |
HYDB vs CTA Drawdown Comparison
The maximum drawdown for HYDB was -21.58%, occurring on Mar 23, 2020. Recovery took 161 trading sessions.
The maximum drawdown for CTA was -19.22%, occurring on Jun 24, 2026. This drawdown has not yet recovered.
The current HYDB drawdown is -0.25%. The current CTA drawdown is -19.22%.
| Rank | HYDB | CTA |
|---|---|---|
| #1 | -21.58% Feb 20, 2020 - Oct 8, 2020 | -19.22% May 4, 2026 - Jun 24, 2026 |
| #2 | -14.28% Dec 28, 2021 - Dec 1, 2023 | -18.09% Oct 14, 2022 - Apr 10, 2024 |
| #3 | -6.52% Oct 3, 2018 - Feb 5, 2019 | -11.23% Feb 19, 2025 - Feb 18, 2026 |
| #4 | -5.58% Feb 28, 2025 - Jun 4, 2025 | -8.34% May 20, 2024 - Nov 21, 2024 |
| #5 | -3.37% Jan 26, 2018 - Aug 7, 2018 | -8.33% Apr 6, 2026 - Apr 28, 2026 |
| #6 | -2.83% Feb 20, 2026 - Apr 14, 2026 | -6.39% Mar 18, 2026 - Apr 2, 2026 |
| #7 | -2.43% Aug 11, 2017 - Oct 23, 2017 | -5.28% Mar 8, 2022 - Apr 18, 2022 |
| #8 | -2.21% May 3, 2019 - Jun 18, 2019 | -4.17% May 12, 2022 - Jun 30, 2022 |
| #9 | -1.94% Mar 27, 2024 - May 3, 2024 | -4.00% Sep 26, 2022 - Oct 14, 2022 |
| #10 | -1.94% Nov 9, 2021 - Dec 23, 2021 | -3.69% Jul 25, 2022 - Aug 31, 2022 |
| #11 | -1.77% Dec 6, 2024 - Jan 21, 2025 | -3.03% Nov 22, 2024 - Dec 13, 2024 |
| #12 | -1.63% Dec 27, 2023 - Jan 25, 2024 | -2.97% Sep 1, 2022 - Sep 14, 2022 |
| #13 | -1.59% Oct 23, 2017 - Dec 29, 2017 | -2.63% Dec 18, 2024 - Jan 10, 2025 |
| #14 | -1.52% Sep 22, 2025 - Oct 27, 2025 | -2.42% Jul 6, 2022 - Jul 14, 2022 |
| #15 | -1.45% Feb 12, 2021 - Apr 5, 2021 | -2.35% Apr 26, 2024 - May 13, 2024 |
Correlation
Correlation between HYDB and CTA is 0.85 which considered as a strong positive correlation - the stocks tend to move together.
0.85
-101
Dividend Comparison (2017 - 2026)
HYDB vs CTA dividend yield comparison.
| Year | HYDB | CTA |
|---|---|---|
| 2026 | 2.86% | 2.67% |
| 2025 | 7.04% | 3.19% |
| 2024 | 6.95% | 4.80% |
| 2023 | 7.00% | 7.78% |
| 2022 | 6.30% | 6.58% |
| 2021 | 4.70% | 0.00% |
| 2020 | 5.81% | 0.00% |
| 2019 | 5.68% | 0.00% |
| 2018 | 6.16% | 0.00% |
| 2017 | 2.70% | 0.00% |
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