QVML vs CTA

Comparison between INVESCO S&P 500 QVM MULTI-FACTOR ETF (QVML, ETF) and SIMPLIFY MANAGED FUTURES STRATEGY ETF (CTA, ETF).

QVML vs CTA - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	QVML(ETF)	CTA(ETF)
Net Assets	$1.50B	$1.50B
Expense Ratio	0.11%	0.75%
Max Drawdown	24.47%	22.46%
Sharpe Ratio	1.52	0.04
5Y Beta	0.97	-0.10
P/E Ratio	25.45	N/A
Forward P/E	20.07	N/A
PEG Ratio	0.23	N/A
5Y EPS CAGR	30.82%	N/A
Debt to Equity	55.87%	N/A
P/S Ratio	3.75	N/A
P/B Ratio	5.49	N/A

Net Assets

QVML

$1.50B

CTA

$1.50B

Expense Ratio

Winner

QVML

0.11%

CTA

0.75%

Max Drawdown

QVML

24.47%

Winner

CTA

22.46%

Sharpe Ratio

Winner

QVML

1.52

CTA

0.04

5Y Beta

QVML

0.97

Winner

CTA

-0.10

P/E Ratio

QVML

25.45

CTA

N/A

Forward P/E

QVML

20.07

CTA

N/A

PEG Ratio

QVML

0.23

CTA

N/A

5Y EPS CAGR

QVML

30.82%

CTA

N/A

Debt to Equity

QVML

55.87%

CTA

N/A

P/S Ratio

QVML

3.75

CTA

N/A

P/B Ratio

QVML

5.49

CTA

N/A

QVML vs CTA - Historical Returns

Returns include dividend reinvestment.

Period	QVML	CTA
1 month	+2.89%	+0.46%
3 months	+5.42%	-14.23%
6 months	+12.73%	-5.23%
1 year	+23.73%	+1.52%
5 years(CAGR)	+13.56%	+6.59%
Max(CAGR)	+13.98%	+6.59%

Winner

QVML

+2.89%

CTA

+0.46%

Winner

QVML

+5.42%

CTA

-14.23%

Winner

QVML

+12.73%

CTA

-5.23%

Winner

QVML

+23.73%

CTA

+1.52%

5Y(CAGR)

Winner

QVML

+13.56%

CTA

+6.59%

Max(CAGR)

Winner

QVML

+13.98%

CTA

+6.59%

QVML vs CTA - Annual Returns (2021 - 2026)

Returns include dividend reinvestment.

Year	QVML	CTA
2026	+14.30%	-0.79%
2025	+17.77%	+0.56%
2024	+26.36%	+22.54%
2023	+22.75%	-2.92%
2022	-16.67%	+9.54%
2021	+12.57%	N/A

QVML vs CTA Drawdown Comparison

The maximum drawdown for QVML was -23.53%, occurring on Oct 12, 2022. Recovery took 488 trading sessions.

The maximum drawdown for CTA was -20.79%, occurring on Aug 4, 2026. This drawdown has not yet recovered.

The current QVML drawdown is -0.43%. The current CTA drawdown is -18.89%.

Rank	QVML	CTA
#1	-23.53% Jan 4, 2022 - Dec 13, 2023	-20.79% May 4, 2026 - Aug 4, 2026
#2	-18.72% Feb 19, 2025 - Jun 27, 2025	-18.09% Oct 14, 2022 - Apr 10, 2024
#3	-8.73% Feb 2, 2026 - Apr 14, 2026	-11.23% Feb 19, 2025 - Feb 18, 2026
#4	-8.54% Jul 16, 2024 - Sep 19, 2024	-8.34% May 20, 2024 - Nov 21, 2024
#5	-5.36% Mar 28, 2024 - May 14, 2024	-8.33% Apr 6, 2026 - Apr 28, 2026
#6	-4.97% Sep 3, 2021 - Oct 20, 2021	-6.39% Mar 18, 2026 - Apr 2, 2026
#7	-4.65% Oct 28, 2025 - Dec 11, 2025	-5.28% Mar 8, 2022 - Apr 18, 2022
#8	-4.19% Dec 4, 2024 - Jan 22, 2025	-4.17% May 12, 2022 - Jun 30, 2022
#9	-4.17% Jun 2, 2026 - Jul 15, 2026	-4.00% Sep 26, 2022 - Oct 14, 2022
#10	-3.68% Nov 24, 2021 - Dec 8, 2021	-3.69% Jul 25, 2022 - Aug 31, 2022
#11	-3.41% Jul 15, 2026 - Aug 3, 2026	-3.03% Nov 22, 2024 - Dec 13, 2024
#12	-2.99% Dec 15, 2021 - Dec 23, 2021	-2.97% Sep 1, 2022 - Sep 14, 2022
#13	-2.90% Jul 12, 2021 - Jul 23, 2021	-2.63% Dec 18, 2024 - Jan 10, 2025
#14	-2.83% Oct 8, 2025 - Oct 24, 2025	-2.42% Jul 6, 2022 - Jul 14, 2022
#15	-2.72% Jul 25, 2025 - Aug 12, 2025	-2.35% Apr 26, 2024 - May 13, 2024