CTA Simplify Managed Futures Strategy ETF
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Over the year to Oct 28, 2026, CTA returned 18.4%. When the S&P 500 fell, it rose 0.40% a week.
Promise check: Not measuredIts strategy, systematic trend, states no objective ETFIQ can measure.
CTA risk and return scorecard
vs its benchmark
Computed by ETFIQ from Tiingo daily prices and ETFIQ's distribution records; risk-free rate: U.S. Treasury, Daily Treasury Bill Rates, 13-week coupon equivalent Method · Data
Money in and out
Net fund flows · Jun 30, 2026What you earned
How concentrated, and what does it cost?
More on CTA
Every number below is on this page. Open what you need.Price and total return, 1 year
$30.16+1.1%1 day, priceClose, Oct 28, 2026
Total return adds every distribution, reinvested. Computed by ETFIQ from Tiingo daily prices.
Source: Tiingo end-of-day prices. Data as of Oct 28, 2026. Updated every trading night. Last checked Oct 19, 2026. Report a data error
| Window | Total return | S&P 500 (SPY) |
|---|---|---|
| 1M Sep 28 – Oct 28, 2026 | +5.0% | +0.9% |
| 3M Jul 29 – Oct 28, 2026 | +12.4% | +6.1% |
| 6M Apr 29 – Oct 28, 2026 | −4.6% | +9.1% |
| YTD Dec 31, 2025 – Oct 28, 2026 | +16.0% | +14.1% |
| 1Y Oct 28, 2025 – Oct 28, 2026 | +18.4% | +13.6% |
| 3Y Oct 27, 2023 – Oct 28, 2026 | +37.5% | +95.0% |
| Since launch Mar 8, 2022 – Oct 28, 2026 | +55.5% | +97.7% |
| Since launch, annualised Mar 8, 2022 – Oct 28, 2026 | +10.0% | – |
Total returns, distributions reinvested.
Source: Tiingo end-of-day prices, with distributions reinvested.
CTA in the 26 weeks SPY fell, year to Oct 28, 2026: SPY averaged −1.10%, CTA +0.40%.
How much it diversifies a stock portfolio, ranked against 17 systematic trend alternatives ETFs with a full year. 100 is best. How it is computed
CTA’s weekly returns had a correlation of −0.19 with the S&P 500, and in the weeks the index fell its down-week capture was −36.1%. Over the same 52 weeks it finished 13.7 points ahead of T-bills.
Money in and out
Monthly data · as of Jun 30, 2026CTA: in the month to Jun 30, 2026, net $98.1m came in, by its SEC filing.
Jul 1, 2025 to Jun 30, 2026
monthly, from SEC filings
Jul 1, 2023 to Jun 30, 2026
monthly, from SEC filings
monthly, from SEC filings
Computed by ETFIQ from the monthly sales and redemptions CTA files with the SEC on Form N-PORT.
How this is computed
ETFIQ reads no daily data for this fund, so its flows are monthly, and the latest month filed is Jun 2026. Every day and month ETFIQ holds for CTA, back to Jan 2022, is in its flows file. Flows across every fund · How these flows are computed · Compare CTA with other funds in the flows tool
Month by month, money in and money outJul 2023 to Jun 2026
CTA, money in and money out each month from Jul 2023 to Jun 2026: two bars a month, money in above the line and money out below. Every bar is from CTA’s SEC filings (N-PORT item B.6). Of the 36 months listed, money came in on net in 31 and went out in 5.
Every bar is from CTA’s SEC filings (N-PORT item B.6). Of the 36 months listed, money came in on net in 31 and went out in 5.
Most recent first.
How this is computed
N-PORT months: money in is sales plus reinvestments; money out is redemptions.
N-PORT months are the filed sales plus reinvestments less redemptions. Later months add up the daily data; the Source column names any missing day.
Source: ETFIQ, from the fund’s SEC N-PORT filings. Data as of Jun 30, 2026. Updated when the fund files its next report.
CTA key stats
Trading
as of Sep 23, 2026
How much does it diversify a stock portfolio?
97.1% of the 17 sit at or above CTA on this measure.
97.1% of the 17 sit at or above CTA on this measure.
Weighted evenly, those two positions are what the score combines, across the 17 systematic trend alternatives ETFs with a full year. Neither spread above is the score: a fund can sit further right on one and score lower.
One year of weekly moves against the S&P 500, within one strategy; it ignores what the fund returned. Where the fund sits in this set, not a rating. Do not average it with another category's score.
| What it measures | This fund | Its percentile | Weight |
|---|---|---|---|
| correlation with the S&P 500 | −0.19 | 97.1 | 50% |
| down-week capture against the S&P 500 | −36.1% | 97.1 | 50% |
About CTA
12 seats on CTA, as of Oct 28, 2026: 1 Mixed, 2 Challenges, 8 Not enough data, 1 Does not apply.
Questions people ask about CTA
- Does CTA move with the S&P 500?
- Over the year to Oct 28, 2026, CTA’s weekly returns had a correlation of −0.19 with the S&P 500’s, on a scale where 1 moves in step, 0 shows no pattern and −1 moves opposite. Its beta was −0.36, so for each 1% the index moved it moved about 0.36% the other way.
- What did CTA do when stocks fell?
- The S&P 500 fell in 26 of the 52 weeks to Oct 28, 2026, by 1.10% on average. In those weeks CTA rose 0.40% on average, a down-week capture of −36.1%.
- Did CTA earn more than cash?
- Over the same 52 weeks CTA returned +17.4% with distributions reinvested, and BIL, a fund of Treasury bills, returned +3.6%. CTA finished 13.7 percentage points ahead of it.
- What does CTA cost?
- The prospectus expense ratio is 0.75% a year.
- Why is CTA listed as managed futures?
- ETFIQ files each fund by what its own prospectus says it does, and CTA’s, filed Oct 28, 2025, describes a managed futures fund.
Links are sources, not endorsements.
Cite this pageCitation, APA and Markdown
ETFIQ, CTA, alternatives ETFs, data as of Oct 28, 2026. https://etfiq.com/funds/cta
ETFIQ. (Oct 28, 2026). CTA, alternatives ETFs. Retrieved from https://etfiq.com/funds/cta
[CTA, alternatives ETFs (ETFIQ, Oct 28, 2026)](https://etfiq.com/funds/cta)
The down-week bars for CTA, redrawn every trading night.
Free to use with attribution for data ETFIQ computes; issuer data stays under its owner's terms. The underlying files are at Open data.
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Free to use with the credit link. Paste this where the chart should go; it updates every trading night.
<figure style="margin:0;max-width:640px">
<a href="https://etfiq.com/funds/cta"><img src="https://etfiq.com/assistant/api/embed/alternatives/cta.svg" alt="CTA: CTA in the 26 weeks SPY fell, year to Oct 28, 2026: SPY averaged −1.10%, CTA +0.40%." width="640" style="max-width:100%;height:auto"></a>
<figcaption style="font:13px/1.5 sans-serif">CTA: CTA in the 26 weeks SPY fell, year to Oct 28, 2026: SPY averaged −1.10%, CTA +0.40%. Data: <a href="https://etfiq.com/funds/cta">ETFIQ</a></figcaption>
</figure>The day's ETF flows, a comparison and one number. Every trading morning. About the Daily
Snapshot, Oct 28, 2026. More on the tabs above.