Skip to content
etf.net

Launched

Simplify Managed Futures Strategy ETF

CTANYSE ArcaSimplifyB

$28.02−1.92 (−6.41%)

At close: Nov 2, 2026, 4:00 PM ET

B45/ 100

Rank 9 of 16 in Managed Futures

B45/100Rank 9 of 16inManaged Futures
Intraday session: down, 79 prints from 29.94 to 28.02. Range 27.82 to 28.55. Use the arrow keys to read each point.28.5029.0029.5010 AM12 PM2 PM4 PM
Expense ratio
0.86%*
Fund size
$1.36B
1Y total return
+16.1%
Yield · Last 12 months
5.18%
Holdings
25
Avg volume · 30D
565K sh
52W range
low $25.39high $32.76
Launched

*After a fee waiver that ends Oct 31, 2027. Without it: 0.91%.

The ETF.net CTA Grade

Based on 5 of 6 pillars

B

Score 45 out of 100

Category
Managed Futures⁠
Rank
9 of 16
Six-pillar profile for CTA. Scores out of 100: Cost 43, Risk 22, Mission not scored, Tradability 61, Holdings 45, Durability 83. Strongest: Durability (83). Weakest: Risk (22). Based on 5 of 6 pillars.

Score 45 of 100 falls in the C band. A is 70 or higher, B 55 to under 70, C 40 to under 55, D 25 to under 40, F under 25. The letter stays B for now. A new letter must hold for 3 published runs before it replaces it.

  • Cost

    The fund’s net expense ratio, ranked against its category.
    C43 out of 100
    Rank 9 of 16

  • Mission

    Whether the fund did what it promised, tested against its stated mandate.
    Not scored

  • Risk

    How the fund held up when markets fell: downside volatility, drawdowns and tail loss.
    F22 out of 100
    Rank 13 of 15

  • Tradability

    How easy the fund is to trade: daily volume, and how far its price strays from net asset value.
    B61 out of 100
    Rank 6 of 16

  • Holdings

    How concentrated the fund is, and how complete and current its disclosed holdings are.
    C45 out of 100
    Rank 2 of 6

  • Durability

    Whether the fund is likely to stay open, judged by its age, its assets and its issuer’s assets.
    A83 out of 100
    Rank 1 of 16

Our read on CTA

ETF.net Research

In short

BSimplify didn't build its own trend models, it rented them. CTA runs systematic long/short futures programs from Altis Partners, a commodity trading advisor with 20-plus years in the chair, at the lowest fee in its peer group.

Stated mandate

The fund seeks long-term capital appreciation by systematically investing in futures to create an absolute return profile and capture price trends.

Why people hold it

  • Charges 0.75% a year, undercutting every other fund in its managed-futures peer group, including DBMF at 0.85% and ASMF at 0.80%.simplify.us
  • The engine is outsourced to Altis Partners, a commodity trading advisor with over 20 years of experience, running a suite of systematic models rather than a single signal.simplify.us
  • Goes long or short across 50-plus markets: equity, Treasury, commodity and currency futures. The mandate targets absolute return with low correlation to stocks.simplify.usyahoo.com
  • Pays monthly and trades actively, unusual plumbing for an alternatives sleeve.

Worth knowing

  • Trend systems need sustained moves to work with. Choppy, fast-reversing markets are where they struggle, so the ride is bumpier and less predictable than a plain index fund.
  • Actively managed with no benchmark index to check it against, and commodity exposure runs through a wholly owned Cayman subsidiary that can hold up to 25% of assets.yahoo.comsimplify.us
  • Launched in 2022, so the live record is short and spans only a handful of market regimes.

CTA Holdings

Holdings pillarC45 out of 100Rank 2 of 6 in Managed Futures
Asset class
Other
Holdings
25
Top-10 weight
745%
Largest holding
SBIL276.9%

Sectors

  • Financials100.0%

Geography

  • United States100.00%
The fund’s holdings, weight-ordered — page 1 of 2.
#TickerCompanyWeight %SharesMarket valueHeld by ETFs
1SBILSimplify E Govt Money Mkt Etf276.93%9,639,393$965M18
2No dataBrent Crude Futr JAN27147.37%4,526$513M5
3No dataBrent Crude Futr FEB2757.93%1,842$202M2
4No dataGasoline Rbob Fut DEC2650.58%1,329$176M4
5No dataLow Su Gasoil G DEC2648.74%1,203$170M5
6No dataNy Harb Ulsd Fut DEC2643.30%768$151M5
7No dataCattle Feeder Fut JAN2736.57%768$127M2
8No dataLive Cattle Futr FEB2734.21%1,329$119M2
9No dataCotton NO.2 Futr MAR2728.87%2,465$101M4
10No dataSoybean Future JAN2720.99%1,185$73.1M2
11No dataCotton NO.2 Futr MAY2714.39%1,205$50.1M2
12No dataB 12/29/26 Govt14.26%50,000,000$49.7M12
13No dataCash11.87%41,342,840$41.3M104
14No dataB 12/08/26 Govt11.44%40,000,000$39.8M18
15No dataB 12/15/26 Govt11.43%40,000,000$39.8M18

Showing 1–15 of 25 holdings

CTA Performance

Launched Mar 7, 2022

Shows how $10,000 changes over the selected period, with cash distributions reinvested at the closing price on each ex-dividend date.

Not enough history yet.Not enough history yet.
CTA$11,610
SPY tracks large US stocks. It provides market context, rather than representing this fund’s strategy, asset class or investment benchmark.$11,199
Oct 31, 2025 to Oct 30, 2026. CTA $11,610. SPY $11,199. Use the arrow keys to read each point.$10,000$11,000$12,000Oct 2025Apr 2026Oct 2026

Oct 31, 2025 – Oct 30, 2026

Returns run to the Oct 30, 2026 close, with cash distributions reinvested. Each period starts on the same date that many months or years earlier. Periods over one year show the average yearly return.

Trailing total return for CTA. Periods over one year show the average yearly return.
PeriodCTA
Year to date+15.1%
1 month+4.3%
3 months+11.8%
1 year+16.1%
3 yearsper year+11.3%
5 yearsFund is under 5 years oldper yearNo data
10 yearsFund is under 10 years oldper yearNo data

With distributions reinvested.

Calendar-year total return with cash distributions hypothetically reinvested at the ex-dividend date’s closing price. The current year shows year to date.

Annual total returns for CTA
YearReturn barCTA
2026 YTD+15.1%
2025+0.9%
2024+24.1%
2023−2.3%
2022+9.5%

History from Mar 8, 2022

CTA in the news

CTA Dividends

Adds up every distribution paid per share over the last 12 months, divided by the last completed close. Distributions are counted by ex-date. Data through Oct 30, 2026.
5.18%Last 12 months
Payout per share
$1.55Last 12 months
Last payment
$0.13 per share
Paid on
Shares bought on or after this date do not qualify for this distribution.
Frequency
Monthly

Distribution history

2023–2026

One bar per payment. 24 payments from 2023 to 2026 YTD. Jun 27, 2023 $0.10; Sep 27, 2023 $0.10; Dec 26, 2023 $1.64; Mar 25, 2024 $0.15; Jun 25, 2024 $0.15; Sep 25, 2024 $0.30; Dec 23, 2024 $0.74; Mar 26, 2025 $0.12; Jun 25, 2025 $0.25; Aug 26, 2025 $0.10; Sep 25, 2025 $0.10; Oct 28, 2025 $0.10; Nov 21, 2025 $0.10; Dec 23, 2025 $0.10; Jan 27, 2026 $0.10; Feb 24, 2026 $0.15; Mar 26, 2026 $0.15; Apr 27, 2026 $0.15; May 26, 2026 $0.15; Jun 25, 2026 $0.13; Jul 28, 2026 $0.13; Aug 26, 2026 $0.13; Sep 25, 2026 $0.13; Oct 27, 2026 $0.13. Use the arrow keys to read each point.2023202420252026YTD
Ex-datePay dateAmount per share
Oct 27, 2026Oct 30, 2026$0.13
Sep 25, 2026Sep 30, 2026$0.13
Aug 26, 2026Aug 31, 2026$0.13
Jul 28, 2026Jul 31, 2026$0.13
Jun 25, 2026Jun 30, 2026$0.13
May 26, 2026May 29, 2026$0.15
Apr 27, 2026Apr 30, 2026$0.15
Mar 26, 2026Mar 31, 2026$0.15
Feb 24, 2026Feb 27, 2026$0.15
Jan 27, 2026Jan 30, 2026$0.10
Dec 23, 2025Dec 31, 2025$0.10
Nov 21, 2025Nov 28, 2025$0.10

See all 29 payments⁠

$10,000 in CTA 3 years ago paid $1,955 in dividends.⁠

CTA Risk

Risk pillarF22 out of 100Rank 13 of 15 in Managed Futures
How much the fund’s monthly returns vary, scaled to a year.
14.9%
Annualised · 36 months to Oct 2026
How it’s calculated: standard deviation

The sample standard deviation of monthly total returns, multiplied by the square root of 12.

Uses up to 36 complete months, with at least 12 required. Total returns include reinvested distributions.

Return above 3-month US Treasury bills per unit of volatility.
0.49
vs 3-month T-bills · to Oct 2026
How it’s calculated: Sharpe ratio

Subtract each month’s Treasury-bill return from the fund’s monthly total return.

Divide the average of those excess returns by their sample standard deviation, then multiply by the square root of 12.

Uses up to 36 complete months, with at least 12 required. Each month uses the Treasury yield quoted at the end of the previous month.

The largest fall from a peak to the low that followed.
−20.8%
55 months · trough Aug 2026
How it’s calculated: maximum drawdown

The largest percentage decline from an earlier peak, using total returns with reinvested distributions.

Uses up to five years through the last close, with at least 12 months required.

How strongly the fund’s returns move with its asset-class index.
−0.19
vs its asset-class index
How it’s calculated: beta

The beta figure is supplied by FMP. The comparison index depends on the fund’s broad asset class.

FMP measures it over up to five years of monthly returns.

CTA Cost

Compare CTA and JPFP

Overpaying vs JPFP, cheapest in Managed Futures

$4,733

On $10,000 over 30 years. 7% growth a year before fees, expense ratio only.

  • CTA 0.86%

    $16,368

  • JPFP 0.59% Cheapest

    $11,635

$10,000
30 years

Cost over time

  • CTA 0.86%
  • JPFP 0.59%
  • Overpaying
One line per fund, from year 0 to year 30. Use the arrow keys to read each point.$0$5K$10K$15K$20K051015202530CTA $16,368JPFP $11,635

Year by year

YearCTAJPFPOverpaying
10$1,525$1,058$467
20$5,768$4,051$1,717
30$16,368$11,635$4,733
How the 0.86% is worked out

Full fee 0.91%− waiver 0.05%= you pay 0.86%

The waiver ends Oct 31, 2027. After that the fee is 0.91% unless Simplify renews it. Source: prospectus, Oct 2026.

Other funds in Managed Futures

See others