PDP vs CTA
Comparison between INVESCO DORSEY WRIGHT MOMENTUM ETF (PDP, ETF) and SIMPLIFY MANAGED FUTURES STRATEGY ETF (CTA, ETF).
PDP vs CTA - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
PDP
$1.60B
CTA
$1.60B
Expense Ratio
Winner
PDP
0.62%
CTA
0.75%
Max Drawdown
PDP
59.45%
Winner
CTA
22.46%
Sharpe Ratio
Winner
PDP
1.47
CTA
-0.03
5Y Beta
PDP
1.16
Winner
CTA
-0.08
P/E Ratio
PDP
36.92
CTA
N/A
Forward P/E
PDP
26.21
CTA
N/A
5Y Dividends CAGR
PDP
9.90%
CTA
N/A
5Y EPS CAGR
PDP
26.82%
CTA
N/A
Debt to Equity
PDP
55.90%
CTA
N/A
P/S Ratio
PDP
2.82
CTA
N/A
P/B Ratio
PDP
8.25
CTA
N/A
PDP vs CTA - Historical Returns
Returns include dividend reinvestment.
1M
Winner
PDP
+8.78%
CTA
-14.98%
3M
Winner
PDP
+20.35%
CTA
-9.95%
6M
Winner
PDP
+31.44%
CTA
+3.25%
1Y
Winner
PDP
+42.17%
CTA
+2.60%
5Y(CAGR)
Winner
PDP
+11.78%
CTA
+7.62%
10Y(CAGR)
PDP
+14.05%
CTA
N/A
Max(CAGR)
Winner
PDP
+10.27%
CTA
+7.62%
PDP vs CTA - Annual Returns (2007 - 2026)
Returns include dividend reinvestment.
| Year | PDP | CTA |
|---|---|---|
| 2026 | +25.58% | +2.45% |
| 2025 | +8.02% | +0.56% |
| 2024 | +28.47% | +22.54% |
| 2023 | +21.82% | -2.92% |
| 2022 | -23.37% | +9.54% |
| 2021 | +9.40% | N/A |
| 2020 | +35.79% | N/A |
| 2019 | +34.74% | N/A |
| 2018 | -6.40% | N/A |
| 2017 | +22.97% | N/A |
| 2016 | +4.62% | N/A |
| 2015 | +1.55% | N/A |
| 2014 | +13.29% | N/A |
| 2013 | +28.69% | N/A |
| 2012 | +17.82% | N/A |
| 2011 | +0.33% | N/A |
| 2010 | +24.50% | N/A |
| 2009 | +24.87% | N/A |
| 2008 | -45.65% | N/A |
| 2007 | +13.82% | N/A |
PDP vs CTA Drawdown Comparison
The maximum drawdown for PDP was -59.34%, occurring on Mar 9, 2009. Recovery took 1087 trading sessions.
The maximum drawdown for CTA was -18.09%, occurring on Apr 3, 2023. Recovery took 372 trading sessions.
The current CTA drawdown is -16.23%.
| Rank | PDP | CTA |
|---|---|---|
| #1 | -59.34% Dec 10, 2007 - Apr 3, 2012 | -18.09% Oct 14, 2022 - Apr 10, 2024 |
| #2 | -34.70% Feb 19, 2020 - Jul 17, 2020 | -16.23% May 4, 2026 - Jun 17, 2026 |
| #3 | -33.92% Nov 8, 2021 - Jul 12, 2024 | -11.23% Feb 19, 2025 - Feb 18, 2026 |
| #4 | -24.54% Sep 14, 2018 - Jun 10, 2019 | -8.34% May 20, 2024 - Nov 21, 2024 |
| #5 | -23.79% Dec 4, 2024 - Sep 19, 2025 | -8.33% Apr 6, 2026 - Apr 28, 2026 |
| #6 | -19.14% Mar 20, 2015 - Feb 9, 2017 | -6.39% Mar 18, 2026 - Apr 2, 2026 |
| #7 | -13.91% Jul 13, 2007 - Oct 9, 2007 | -5.28% Mar 8, 2022 - Apr 18, 2022 |
| #8 | -13.47% Feb 12, 2021 - Aug 5, 2021 | -4.17% May 12, 2022 - Jun 30, 2022 |
| #9 | -11.87% Oct 29, 2025 - Jan 13, 2026 | -4.00% Sep 26, 2022 - Oct 14, 2022 |
| #10 | -11.63% Feb 25, 2026 - Apr 10, 2026 | -3.69% Jul 25, 2022 - Aug 31, 2022 |
| #11 | -9.80% May 2, 2012 - Sep 14, 2012 | -3.03% Nov 22, 2024 - Dec 13, 2024 |
| #12 | -9.76% Sep 5, 2014 - Nov 3, 2014 | -2.97% Sep 1, 2022 - Sep 14, 2022 |
| #13 | -9.59% Jul 16, 2024 - Sep 19, 2024 | -2.63% Dec 18, 2024 - Jan 10, 2025 |
| #14 | -9.53% Jan 26, 2018 - May 30, 2018 | -2.42% Jul 6, 2022 - Jul 14, 2022 |
| #15 | -8.91% Sep 2, 2020 - Oct 9, 2020 | -2.35% Apr 26, 2024 - May 13, 2024 |
Correlation
Correlation between PDP and CTA is 0.86 which considered as a strong positive correlation - the stocks tend to move together.
0.86
-101
Dividend Comparison (2007 - 2026)
PDP vs CTA dividend yield comparison.
| Year | PDP | CTA |
|---|---|---|
| 2026 | 0.00% | 2.58% |
| 2025 | 0.17% | 3.19% |
| 2024 | 0.15% | 4.80% |
| 2023 | 0.42% | 7.78% |
| 2022 | 0.45% | 6.58% |
| 2020 | 0.11% | 0.00% |
| 2019 | 0.25% | 0.00% |
| 2018 | 0.18% | 0.00% |
| 2017 | 0.28% | 0.00% |
| 2016 | 0.81% | 0.00% |
| 2015 | 0.39% | 0.00% |
| 2014 | 0.15% | 0.00% |
| 2013 | 0.28% | 0.00% |
| 2012 | 0.85% | 0.00% |
| 2011 | 0.16% | 0.00% |
| 2010 | 0.24% | 0.00% |
| 2009 | 0.54% | 0.00% |
| 2008 | 0.27% | 0.00% |
| 2007 | 0.09% | 0.00% |
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