IMCB vs CTA

Comparison between ISHARES MORNINGSTAR MID-CAP ETF (IMCB, ETF) and SIMPLIFY MANAGED FUTURES STRATEGY ETF (CTA, ETF).

IMCB vs CTA - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	IMCB(ETF)	CTA(ETF)
Net Assets	$1.60B	$1.60B
Expense Ratio	0.04%	0.75%
Max Drawdown	59.59%	22.46%
Sharpe Ratio	1.43	-0.00
5Y Beta	0.86	-0.07
P/E Ratio	25.86	N/A
Forward P/E	17.48	N/A
PEG Ratio	0.16	N/A
5Y Dividends CAGR	13.10%	N/A
5Y EPS CAGR	13.64%	N/A
Debt to Equity	64.01%	N/A
P/S Ratio	1.88	N/A
P/B Ratio	3.43	N/A

Net Assets

IMCB

$1.60B

CTA

$1.60B

Expense Ratio

Winner

IMCB

0.04%

CTA

0.75%

Max Drawdown

IMCB

59.59%

Winner

CTA

22.46%

Sharpe Ratio

Winner

IMCB

1.43

CTA

-0.00

5Y Beta

IMCB

0.86

Winner

CTA

-0.07

P/E Ratio

IMCB

25.86

CTA

N/A

Forward P/E

IMCB

17.48

CTA

N/A

PEG Ratio

IMCB

0.16

CTA

N/A

5Y Dividends CAGR

IMCB

13.10%

CTA

N/A

5Y EPS CAGR

IMCB

13.64%

CTA

N/A

Debt to Equity

IMCB

64.01%

CTA

N/A

P/S Ratio

IMCB

1.88

CTA

N/A

P/B Ratio

IMCB

3.43

CTA

N/A

IMCB vs CTA - Historical Returns

Returns include dividend reinvestment.

Period	IMCB	CTA
1 month	+3.48%	-12.62%
3 months	+14.43%	-6.12%
6 months	+14.26%	-0.17%
1 year	+23.55%	+2.63%
5 years(CAGR)	+9.06%	+7.13%
10 years(CAGR)	+13.69%	N/A
Max(CAGR)	+13.87%	+7.13%

Winner

IMCB

+3.48%

CTA

-12.62%

Winner

IMCB

+14.43%

CTA

-6.12%

Winner

IMCB

+14.26%

CTA

-0.17%

Winner

IMCB

+23.55%

CTA

+2.63%

5Y(CAGR)

Winner

IMCB

+9.06%

CTA

+7.13%

10Y(CAGR)

IMCB

+13.69%

CTA

N/A

Max(CAGR)

Winner

IMCB

+13.87%

CTA

+7.13%

IMCB vs CTA - Annual Returns (2004 - 2026)

Returns include dividend reinvestment.

Year	IMCB	CTA
2026	+14.45%	+0.61%
2025	+10.31%	+0.56%
2024	+15.66%	+22.54%
2023	+16.65%	-2.92%
2022	-15.81%	+9.54%
2021	+25.60%	N/A
2020	+18.08%	N/A
2019	+37.64%	N/A
2018	-7.56%	N/A
2017	+23.78%	N/A
2016	+19.86%	N/A
2015	+2.93%	N/A
2014	+21.96%	N/A
2013	+34.62%	N/A
2012	+20.38%	N/A
2011	+4.88%	N/A
2010	+30.65%	N/A
2009	+41.10%	N/A
2008	-34.99%	N/A
2007	+5.11%	N/A
2006	+17.24%	N/A
2005	+15.34%	N/A
2004	+14.81%	N/A

IMCB vs CTA Drawdown Comparison

The maximum drawdown for IMCB was -57.17%, occurring on Nov 20, 2008. Recovery took 833 trading sessions.

The maximum drawdown for CTA was -18.09%, occurring on Apr 3, 2023. Recovery took 372 trading sessions.

The current IMCB drawdown is -0.84%. The current CTA drawdown is -17.74%.

Rank	IMCB	CTA
#1	-57.17% Jul 13, 2007 - Nov 2, 2010	-18.09% Oct 14, 2022 - Apr 10, 2024
#2	-40.99% Feb 20, 2020 - Oct 8, 2020	-17.74% May 4, 2026 - Jun 23, 2026
#3	-25.14% Nov 16, 2021 - Mar 1, 2024	-11.23% Feb 19, 2025 - Feb 18, 2026
#4	-23.16% Jul 7, 2011 - Jan 25, 2012	-8.34% May 20, 2024 - Nov 21, 2024
#5	-19.79% Nov 25, 2024 - Jul 22, 2025	-8.33% Apr 6, 2026 - Apr 28, 2026
#6	-18.02% Sep 28, 2018 - Feb 15, 2019	-6.39% Mar 18, 2026 - Apr 2, 2026
#7	-15.89% May 22, 2015 - Apr 18, 2016	-5.28% Mar 8, 2022 - Apr 18, 2022
#8	-10.93% May 9, 2006 - Oct 12, 2006	-4.17% May 12, 2022 - Jun 30, 2022
#9	-10.61% Apr 2, 2012 - Sep 6, 2012	-4.00% Sep 26, 2022 - Oct 14, 2022
#10	-9.31% Sep 5, 2014 - Oct 31, 2014	-3.69% Jul 25, 2022 - Aug 31, 2022
#11	-8.84% Jan 26, 2018 - Aug 3, 2018	-3.03% Nov 22, 2024 - Dec 13, 2024
#12	-8.05% Feb 26, 2026 - Apr 17, 2026	-2.97% Sep 1, 2022 - Sep 14, 2022
#13	-8.02% Mar 7, 2005 - Jun 16, 2005	-2.63% Dec 18, 2024 - Jan 10, 2025
#14	-7.99% Oct 3, 2005 - Nov 22, 2005	-2.42% Jul 6, 2022 - Jul 14, 2022
#15	-7.86% May 21, 2013 - Jul 12, 2013	-2.35% Apr 26, 2024 - May 13, 2024

Correlation

Correlation between IMCB and CTA is 0.85 which considered as a strong positive correlation - the stocks tend to move together.

0.85

-101

Dividend Comparison (2004 - 2026)

IMCB vs CTA dividend yield comparison.

Year	IMCB	CTA
2026	0.55%	2.62%
2025	1.42%	3.19%
2024	1.43%	4.80%
2023	1.55%	7.78%
2022	1.70%	6.58%
2021	1.62%	0.00%
2020	4.47%	0.00%
2019	5.30%	0.00%
2018	7.22%	0.00%
2017	5.25%	0.00%
2016	7.16%	0.00%
2015	5.90%	0.00%
2014	5.60%	0.00%
2013	4.77%	0.00%
2012	5.37%	0.00%
2011	5.34%	0.00%
2010	5.45%	0.00%
2009	5.27%	0.00%
2008	7.22%	0.00%
2007	4.34%	0.00%
2006	5.10%	0.00%
2005	4.20%	0.00%
2004	1.45%	0.00%