QUS vs CTA
Comparison between STATE STREET(R) SPDR(R) MSCI USA STRATEGICFACTORS(SM) ETF (QUS, ETF) and SIMPLIFY MANAGED FUTURES STRATEGY ETF (CTA, ETF).
QUS vs CTA - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
QUS
$1.60B
CTA
$1.60B
Expense Ratio
Winner
QUS
0.15%
CTA
0.75%
Max Drawdown
QUS
33.78%
Winner
CTA
22.46%
Sharpe Ratio
Winner
QUS
1.40
CTA
-0.00
5Y Beta
QUS
0.71
Winner
CTA
-0.07
P/E Ratio
QUS
23.36
CTA
N/A
Forward P/E
QUS
18.82
CTA
N/A
5Y Dividends CAGR
QUS
6.05%
CTA
N/A
5Y EPS CAGR
QUS
19.68%
CTA
N/A
Debt to Equity
QUS
43.44%
CTA
N/A
P/S Ratio
QUS
2.34
CTA
N/A
P/B Ratio
QUS
4.34
CTA
N/A
QUS vs CTA - Historical Returns
Returns include dividend reinvestment.
1M
Winner
QUS
-1.12%
CTA
-12.62%
3M
Winner
QUS
+7.10%
CTA
-6.12%
6M
Winner
QUS
+5.18%
CTA
-0.17%
1Y
Winner
QUS
+16.59%
CTA
+2.63%
5Y(CAGR)
Winner
QUS
+10.92%
CTA
+7.13%
10Y(CAGR)
QUS
+13.49%
CTA
N/A
Max(CAGR)
Winner
QUS
+12.47%
CTA
+7.13%
QUS vs CTA - Annual Returns (2015 - 2026)
Returns include dividend reinvestment.
| Year | QUS | CTA |
|---|---|---|
| 2026 | +5.80% | +0.61% |
| 2025 | +14.24% | +0.56% |
| 2024 | +19.03% | +22.54% |
| 2023 | +21.84% | -2.92% |
| 2022 | -14.14% | +9.54% |
| 2021 | +28.52% | N/A |
| 2020 | +11.87% | N/A |
| 2019 | +32.57% | N/A |
| 2018 | -3.80% | N/A |
| 2017 | +21.10% | N/A |
| 2016 | +13.94% | N/A |
| 2015 | +2.14% | N/A |
QUS vs CTA Drawdown Comparison
The maximum drawdown for QUS was -33.78%, occurring on Mar 23, 2020. Recovery took 137 trading sessions.
The maximum drawdown for CTA was -18.09%, occurring on Apr 3, 2023. Recovery took 372 trading sessions.
The current QUS drawdown is -1.84%. The current CTA drawdown is -17.74%.
| Rank | QUS | CTA |
|---|---|---|
| #1 | -33.78% Feb 19, 2020 - Sep 2, 2020 | -18.09% Oct 14, 2022 - Apr 10, 2024 |
| #2 | -22.29% Dec 29, 2021 - Dec 1, 2023 | -17.74% May 4, 2026 - Jun 23, 2026 |
| #3 | -17.41% Sep 21, 2018 - Apr 1, 2019 | -11.23% Feb 19, 2025 - Feb 18, 2026 |
| #4 | -13.94% Feb 19, 2025 - Jun 30, 2025 | -8.34% May 20, 2024 - Nov 21, 2024 |
| #5 | -11.49% Nov 2, 2015 - Mar 30, 2016 | -8.33% Apr 6, 2026 - Apr 28, 2026 |
| #6 | -10.90% Jun 19, 2015 - Oct 29, 2015 | -6.39% Mar 18, 2026 - Apr 2, 2026 |
| #7 | -9.61% Jan 26, 2018 - Aug 6, 2018 | -5.28% Mar 8, 2022 - Apr 18, 2022 |
| #8 | -7.82% Sep 2, 2020 - Nov 9, 2020 | -4.17% May 12, 2022 - Jun 30, 2022 |
| #9 | -6.85% Feb 27, 2026 - Apr 30, 2026 | -4.00% Sep 26, 2022 - Oct 14, 2022 |
| #10 | -5.75% Sep 3, 2021 - Oct 26, 2021 | -3.69% Jul 25, 2022 - Aug 31, 2022 |
| #11 | -5.59% Jul 16, 2024 - Aug 19, 2024 | -3.03% Nov 22, 2024 - Dec 13, 2024 |
| #12 | -5.58% Apr 30, 2019 - Jun 19, 2019 | -2.97% Sep 1, 2022 - Sep 14, 2022 |
| #13 | -5.52% Jul 29, 2019 - Sep 12, 2019 | -2.63% Dec 18, 2024 - Jan 10, 2025 |
| #14 | -5.44% Dec 4, 2024 - Feb 13, 2025 | -2.42% Jul 6, 2022 - Jul 14, 2022 |
| #15 | -4.85% Mar 28, 2024 - May 15, 2024 | -2.35% Apr 26, 2024 - May 13, 2024 |
Correlation
Correlation between QUS and CTA is 0.86 which considered as a strong positive correlation - the stocks tend to move together.
0.86
-101
Dividend Comparison (2015 - 2026)
QUS vs CTA dividend yield comparison.
| Year | QUS | CTA |
|---|---|---|
| 2026 | 0.55% | 2.62% |
| 2025 | 1.38% | 3.19% |
| 2024 | 1.49% | 4.80% |
| 2023 | 1.57% | 7.78% |
| 2022 | 1.68% | 6.58% |
| 2021 | 1.27% | 0.00% |
| 2020 | 1.73% | 0.00% |
| 2019 | 1.81% | 0.00% |
| 2018 | 2.12% | 0.00% |
| 2017 | 1.86% | 0.00% |
| 2016 | 2.07% | 0.00% |
| 2015 | 1.48% | 0.00% |
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