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
Key Characteristics
Financial metrics and valuation ratios
Net Assets
QVML
$1.60B
CTA
$1.60B
Expense Ratio
Winner
QVML
0.11%
CTA
0.75%
Max Drawdown
QVML
24.47%
Winner
CTA
22.46%
Sharpe Ratio
Winner
QVML
1.59
CTA
-0.00
5Y Beta
QVML
0.97
Winner
CTA
-0.07
P/E Ratio
QVML
27.01
CTA
N/A
Forward P/E
QVML
20.85
CTA
N/A
5Y EPS CAGR
QVML
28.14%
CTA
N/A
Debt to Equity
QVML
45.66%
CTA
N/A
P/S Ratio
QVML
3.38
CTA
N/A
P/B Ratio
QVML
5.21
CTA
N/A
QVML vs CTA - Historical Returns
Returns include dividend reinvestment.
1M
Winner
QVML
-1.09%
CTA
-12.62%
3M
Winner
QVML
+12.95%
CTA
-6.12%
6M
Winner
QVML
+7.73%
CTA
-0.17%
1Y
Winner
QVML
+24.14%
CTA
+2.63%
5Y(CAGR)
Winner
QVML
+13.22%
CTA
+7.13%
Max(CAGR)
Winner
QVML
+13.22%
CTA
+7.13%
QVML vs CTA - Annual Returns (2021 - 2026)
Returns include dividend reinvestment.
| Year | QVML | CTA |
|---|---|---|
| 2026 | +8.83% | +0.61% |
| 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 -18.09%, occurring on Apr 3, 2023. Recovery took 372 trading sessions.
The current QVML drawdown is -2.73%. The current CTA drawdown is -17.74%.
| Rank | QVML | CTA |
|---|---|---|
| #1 | -23.53% Jan 4, 2022 - Dec 13, 2023 | -18.09% Oct 14, 2022 - Apr 10, 2024 |
| #2 | -18.72% Feb 19, 2025 - Jun 27, 2025 | -17.74% May 4, 2026 - Jun 23, 2026 |
| #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 - Jun 10, 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 | -2.99% Dec 15, 2021 - Dec 23, 2021 | -3.03% Nov 22, 2024 - Dec 13, 2024 |
| #12 | -2.90% Jul 12, 2021 - Jul 23, 2021 | -2.97% Sep 1, 2022 - Sep 14, 2022 |
| #13 | -2.83% Oct 8, 2025 - Oct 24, 2025 | -2.63% Dec 18, 2024 - Jan 10, 2025 |
| #14 | -2.72% Jul 25, 2025 - Aug 12, 2025 | -2.42% Jul 6, 2022 - Jul 14, 2022 |
| #15 | -2.68% Oct 14, 2024 - Nov 6, 2024 | -2.35% Apr 26, 2024 - May 13, 2024 |
Correlation
Correlation between QVML and CTA is 0.86 which considered as a strong positive correlation - the stocks tend to move together.
0.86
-101
Dividend Comparison (2021 - 2026)
QVML vs CTA dividend yield comparison.
| Year | QVML | CTA |
|---|---|---|
| 2026 | 0.52% | 2.62% |
| 2025 | 1.10% | 3.19% |
| 2024 | 1.15% | 4.80% |
| 2023 | 1.43% | 7.78% |
| 2022 | 1.72% | 6.58% |
| 2021 | 0.62% | 0.00% |
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