USVM vs CTA

Comparison between VICTORYSHARES US SMALL MID CAP VALUE MOMENTUM ETF FORMERLY VICTORYSHARES USAA MSCI USA SMALL CAP VALUE MOMENTUM ETF (USVM, ETF) and SIMPLIFY MANAGED FUTURES STRATEGY ETF (CTA, ETF).

USVM vs CTA - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	USVM(ETF)	CTA(ETF)
Net Assets	$1.60B	$1.60B
Expense Ratio	0.29%	0.75%
Max Drawdown	44.09%	22.46%
Sharpe Ratio	1.78	-0.00
5Y Beta	0.94	-0.07
P/E Ratio	21.14	N/A
Forward P/E	12.73	N/A
5Y Dividends CAGR	21.01%	N/A
5Y EPS CAGR	7.98%	N/A
Debt to Equity	17.95%	N/A
P/S Ratio	0.95	N/A
P/B Ratio	1.59	N/A

Net Assets

USVM

$1.60B

CTA

$1.60B

Expense Ratio

Winner

USVM

0.29%

CTA

0.75%

Max Drawdown

USVM

44.09%

Winner

CTA

22.46%

Sharpe Ratio

Winner

USVM

1.78

CTA

-0.00

5Y Beta

USVM

0.94

Winner

CTA

-0.07

P/E Ratio

USVM

21.14

CTA

N/A

Forward P/E

USVM

12.73

CTA

N/A

5Y Dividends CAGR

USVM

21.01%

CTA

N/A

5Y EPS CAGR

USVM

7.98%

CTA

N/A

Debt to Equity

USVM

17.95%

CTA

N/A

P/S Ratio

USVM

0.95

CTA

N/A

P/B Ratio

USVM

1.59

CTA

N/A

USVM vs CTA - Historical Returns

Returns include dividend reinvestment.

Period	USVM	CTA
1 month	+4.06%	-12.62%
3 months	+15.43%	-6.12%
6 months	+16.97%	-0.17%
1 year	+32.75%	+2.63%
5 years(CAGR)	+10.39%	+7.13%
10 years(CAGR)	+11.01%	N/A
Max(CAGR)	+11.01%	+7.13%

Winner

USVM

+4.06%

CTA

-12.62%

Winner

USVM

+15.43%

CTA

-6.12%

Winner

USVM

+16.97%

CTA

-0.17%

Winner

USVM

+32.75%

CTA

+2.63%

5Y(CAGR)

Winner

USVM

+10.39%

CTA

+7.13%

10Y(CAGR)

USVM

+11.01%

CTA

N/A

Max(CAGR)

Winner

USVM

+11.01%

CTA

+7.13%

USVM vs CTA - Annual Returns (2017 - 2026)

Returns include dividend reinvestment.

Year	USVM	CTA
2026	+17.54%	+0.61%
2025	+10.43%	+0.56%
2024	+17.15%	+22.54%
2023	+19.02%	-2.92%
2022	-14.21%	+9.54%
2021	+25.43%	N/A
2020	+11.94%	N/A
2019	+21.72%	N/A
2018	-10.13%	N/A
2017	+2.20%	N/A

USVM vs CTA Drawdown Comparison

The maximum drawdown for USVM was -42.36%, occurring on Mar 23, 2020. Recovery took 558 trading sessions.

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

The current USVM drawdown is -0.24%. The current CTA drawdown is -17.74%.

Rank	USVM	CTA
#1	-42.36% Aug 29, 2018 - Nov 16, 2020	-18.09% Oct 14, 2022 - Apr 10, 2024
#2	-25.27% Nov 8, 2021 - Feb 12, 2024	-17.74% May 4, 2026 - Jun 23, 2026
#3	-24.34% Nov 25, 2024 - Sep 11, 2025	-11.23% Feb 19, 2025 - Feb 18, 2026
#4	-9.16% Jan 23, 2018 - May 16, 2018	-8.34% May 20, 2024 - Nov 21, 2024
#5	-8.98% Jul 31, 2024 - Sep 19, 2024	-8.33% Apr 6, 2026 - Apr 28, 2026
#6	-8.42% Jul 1, 2021 - Aug 27, 2021	-6.39% Mar 18, 2026 - Apr 2, 2026
#7	-8.36% Feb 11, 2026 - Apr 14, 2026	-5.28% Mar 8, 2022 - Apr 18, 2022
#8	-7.96% Mar 15, 2021 - May 27, 2021	-4.17% May 12, 2022 - Jun 30, 2022
#9	-7.47% Feb 12, 2021 - Mar 11, 2021	-4.00% Sep 26, 2022 - Oct 14, 2022
#10	-7.41% Mar 28, 2024 - May 15, 2024	-3.69% Jul 25, 2022 - Aug 31, 2022
#11	-5.81% Sep 2, 2021 - Oct 25, 2021	-3.03% Nov 22, 2024 - Dec 13, 2024
#12	-4.96% Oct 3, 2025 - Nov 25, 2025	-2.97% Sep 1, 2022 - Sep 14, 2022
#13	-4.87% Jun 8, 2021 - Jul 1, 2021	-2.63% Dec 18, 2024 - Jan 10, 2025
#14	-4.57% May 15, 2024 - Jul 12, 2024	-2.42% Jul 6, 2022 - Jul 14, 2022
#15	-4.56% Nov 11, 2024 - Nov 25, 2024	-2.35% Apr 26, 2024 - May 13, 2024