CTA vs KMLM
Simplify Managed Futures Strategy ETF against KraneShares Mount Lucas Managed Futures Index Strategy ETF: cost, size, returns, what they hold and how much of it is the same.
Overlap by weight
4%
2 shared positions
Fee gap
15 bp
CTA is cheaper
1-year return gap
7.8 pts
KMLM is ahead
Larger fund
CTA
$1.5B
Side by side
| CTA | KMLM | |
|---|---|---|
| Fund | Simplify Managed Futures Strategy ETF | KraneShares Mount Lucas Managed Futures Index Strategy ETF |
| Issuer | Simplify | KraneShares |
| Category | Managed Futures | Managed Futures |
| Expense ratio | 0.75% | 0.90% |
| Assets | $1.5B | $298M |
| Average daily dollar volume | $20M | $11M |
| Listed | Mar 7, 2022 | Dec 1, 2020 |
| FrenzyCap score | 60 | 50 |
| 1-month return | +1.1% | −1.9% |
| 3-month return | +6.8% | +2.9% |
| Year to date | +10.2% | +17.5% |
| 1-year return | +5.4% | +13.2% |
| 30-day volatility | 23.0% | 10.3% |
| Worst drawdown, 1 year | −22.0% | −9.6% |
| Trailing 12-month yield | 5.06% | 4.28% |
| Holdings | 118 | 26 |
| Top 10 weight | 97.0% | 102.7% |
| Look-through P/E | — | — |
| Holdings vs fair value | — | — |
| Holdings above 200-day average | — | — |
| Net flow, latest 3 reported months | +$232M thru Jun 2026 | +$35M thru Jun 2026 |
| 30-day implied volatility | 23.8% | 28.1% |
| Holdings as of | as of Jun 30, 2026SEC filing | as of Jun 30, 2026SEC filing |
Returns are price returns and exclude distributions. Flows are each fund's own latest reported months and may not cover the same period.
Largest shared holdings
5% of CTA · 20% of KMLM| Holding | CTA | KMLM |
|---|---|---|
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT, due Aug 18, 2026 | 3.60% | 3.34% |
| UNITED STATES OF AMERICA - BUREAU OF THE PUBLIC DEBT, due Jul 21, 2026 | 1.04% | 16.75% |
Sector mix of the stock holdings
No sector breakdown: these funds hold few classified stocks.
More: full overlap table · CTA holdings · KMLM holdings
Fund data comes from each fund's SEC filings and issuer disclosures and is shown with the date it is as of. SEC portfolio and flow filings become public about 60 days after the period they cover. Nothing here is investment advice; see Terms.