IYE vs CTA

Comparison between ISHARES U.S. ENERGY ETF (IYE, ETF) and SIMPLIFY MANAGED FUTURES STRATEGY ETF (CTA, ETF).

IYE vs CTA - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	IYE(ETF)	CTA(ETF)
Net Assets	$1.60B	$1.60B
Expense Ratio	0.38%	0.75%
Max Drawdown	78.21%	22.46%
Sharpe Ratio	1.08	-0.00
5Y Beta	0.54	-0.07
P/E Ratio	21.57	N/A
Forward P/E	12.00	N/A
PEG Ratio	0.75	N/A
5Y Dividends CAGR	10.09%	N/A
5Y EPS CAGR	20.12%	N/A
Debt to Equity	50.34%	N/A
P/S Ratio	1.59	N/A
P/B Ratio	2.35	N/A

Net Assets

IYE

$1.60B

CTA

$1.60B

Expense Ratio

Winner

IYE

0.38%

CTA

0.75%

Max Drawdown

IYE

78.21%

Winner

CTA

22.46%

Sharpe Ratio

Winner

IYE

1.08

CTA

-0.00

5Y Beta

IYE

0.54

Winner

CTA

-0.07

P/E Ratio

IYE

21.57

CTA

N/A

Forward P/E

IYE

12.00

CTA

N/A

PEG Ratio

IYE

0.75

CTA

N/A

5Y Dividends CAGR

IYE

10.09%

CTA

N/A

5Y EPS CAGR

IYE

20.12%

CTA

N/A

Debt to Equity

IYE

50.34%

CTA

N/A

P/S Ratio

IYE

1.59

CTA

N/A

P/B Ratio

IYE

2.35

CTA

N/A

IYE vs CTA - Historical Returns

Returns include dividend reinvestment.

Period	IYE	CTA
1 month	-7.65%	-12.62%
3 months	-7.85%	-6.12%
6 months	+23.48%	-0.17%
1 year	+29.81%	+2.63%
5 years(CAGR)	+18.05%	+7.13%
10 years(CAGR)	+7.78%	N/A
Max(CAGR)	+7.98%	+7.13%

Winner

IYE

-7.65%

CTA

-12.62%

IYE

-7.85%

Winner

CTA

-6.12%

Winner

IYE

+23.48%

CTA

-0.17%

Winner

IYE

+29.81%

CTA

+2.63%

5Y(CAGR)

Winner

IYE

+18.05%

CTA

+7.13%

10Y(CAGR)

IYE

+7.78%

CTA

N/A

Max(CAGR)

Winner

IYE

+7.98%

CTA

+7.13%

IYE vs CTA - Annual Returns (2000 - 2026)

Returns include dividend reinvestment.

Year	IYE	CTA
2026	+20.40%	+0.61%
2025	+6.06%	+0.56%
2024	+5.01%	+22.54%
2023	+1.78%	-2.92%
2022	+55.61%	+9.54%
2021	+53.06%	N/A
2020	-34.05%	N/A
2019	+7.69%	N/A
2018	-20.69%	N/A
2017	-3.06%	N/A
2016	+25.79%	N/A
2015	-22.56%	N/A
2014	-8.39%	N/A
2013	+22.67%	N/A
2012	+1.63%	N/A
2011	+2.91%	N/A
2010	+15.56%	N/A
2009	+13.70%	N/A
2008	-37.19%	N/A
2007	+43.70%	N/A
2006	+17.98%	N/A
2005	+41.97%	N/A
2004	+35.76%	N/A
2003	+28.42%	N/A
2002	-12.56%	N/A
2001	-9.66%	N/A
2000	+7.84%	N/A

IYE vs CTA Drawdown Comparison

The maximum drawdown for IYE was -73.74%, occurring on Mar 18, 2020. Recovery took 1983 trading sessions.

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

The current IYE drawdown is -12.14%. The current CTA drawdown is -17.74%.

Rank	IYE	CTA
#1	-73.74% Jun 23, 2014 - May 6, 2022	-18.09% Oct 14, 2022 - Apr 10, 2024
#2	-55.61% May 20, 2008 - Jul 19, 2013	-17.74% May 4, 2026 - Jun 23, 2026
#3	-37.40% May 18, 2001 - Feb 17, 2004	-11.23% Feb 19, 2025 - Feb 18, 2026
#4	-25.60% Jun 7, 2022 - Oct 28, 2022	-8.34% May 20, 2024 - Nov 21, 2024
#5	-20.37% Nov 22, 2024 - Jan 5, 2026	-8.33% Apr 6, 2026 - Apr 28, 2026
#6	-18.82% Nov 15, 2022 - Mar 21, 2024	-6.39% Mar 18, 2026 - Apr 2, 2026
#7	-16.18% Jan 3, 2008 - Apr 15, 2008	-5.28% Mar 8, 2022 - Apr 18, 2022
#8	-15.79% Sep 29, 2005 - Jan 13, 2006	-4.17% May 12, 2022 - Jun 30, 2022
#9	-15.40% May 10, 2006 - Jul 31, 2006	-4.00% Sep 26, 2022 - Oct 14, 2022
#10	-14.46% Mar 4, 2005 - Jun 16, 2005	-3.69% Jul 25, 2022 - Aug 31, 2022
#11	-14.10% Mar 9, 2001 - Apr 26, 2001	-3.03% Nov 22, 2024 - Dec 13, 2024
#12	-13.79% Mar 27, 2026 - Jun 18, 2026	-2.97% Sep 1, 2022 - Sep 14, 2022
#13	-12.60% Apr 5, 2024 - Nov 20, 2024	-2.63% Dec 18, 2024 - Jan 10, 2025
#14	-12.57% Jul 19, 2007 - Sep 18, 2007	-2.42% Jul 6, 2022 - Jul 14, 2022
#15	-12.22% Aug 2, 2006 - Nov 8, 2006	-2.35% Apr 26, 2024 - May 13, 2024

Correlation

Correlation between IYE and CTA is 0.81 which considered as a strong positive correlation - the stocks tend to move together.

0.81

-101

Dividend Comparison (2000 - 2026)

IYE vs CTA dividend yield comparison.

Year	IYE	CTA
2026	1.06%	2.62%
2025	2.85%	3.19%
2024	2.75%	4.80%
2023	2.99%	7.78%
2022	3.37%	6.58%
2021	2.98%	0.00%
2020	4.75%	0.00%
2019	6.60%	0.00%
2018	3.16%	0.00%
2017	2.66%	0.00%
2016	2.11%	0.00%
2015	3.39%	0.00%
2014	2.05%	0.00%
2013	1.54%	0.00%
2012	1.67%	0.00%
2011	1.40%	0.00%
2010	1.28%	0.00%
2009	1.47%	0.00%
2008	3.07%	0.00%
2007	2.47%	0.00%
2006	3.15%	0.00%
2005	2.78%	0.00%
2004	3.53%	0.00%
2003	4.44%	0.00%
2002	5.25%	0.00%
2001	3.89%	0.00%
2000	1.45%	0.00%