- Issuer
- Simplify
- Inception Date
- Feb 17, 2026
- Category
- Systematic Trend
- Leveraged
- 1x (No leverage)
- Index Tracked
- DBi CTA Managed Futures Index
- Distribution Policy
- Distributing
- Asset Class
- Alternatives
- Asset Class Size
- Multi-Cap
- Asset Class Style
- Blend
- Assets Under Management
- $32M
Share Price Chart
Loading charts...
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Performance
SDMF Performance Chart
Loading charts...
Returns By Period
Simplify DBi CTA Managed Futures Index ETF
- 1D
- -0.01%
- 1M
- -0.50%
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.15%
- 1Y
- 24.03%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
SDMF Monthly Returns History
Based on dividend-adjusted daily data since Feb 19, 2026, SDMF's average daily return is +0.03%, while the average monthly return is +0.40%. At this rate, an investment would double in approximately 14.5 years.
Historically, 60% of months were positive and 40% were negative. The best month was Feb 2026 with a return of +3.1%, while the worst month was Mar 2026 at -2.9%. The longest winning streak lasted 2 consecutive months, and the longest losing streak was 1 months.
On a daily basis, SDMF closed higher 64% of trading days. The best single day was Mar 6, 2026 with a return of +2.0%, while the worst single day was Mar 3, 2026 at -3.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.12% | -2.92% | 1.62% | 1.28% | -1.11% | 1.89% |
Benchmark Metrics
Simplify DBi CTA Managed Futures Index ETF has an annualized alpha of 4.02%, beta of 0.10, and R2 of 0.01 versus S&P 500 Index. Calculated based on daily prices since February 19, 2026.
- This ETF participated in 16.84% of S&P 500 Index downside but only 13.02% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.10 may look defensive, but with R2 of 0.01 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
- R2 of 0.01 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 4.02%
- Beta
- 0.10
- R²
- 0.01
- Upside Capture
- 13.02%
- Downside Capture
- 16.84%
Expense Ratio
SDMF has an expense ratio of 0.35%, placing it in the medium range.
Return for Risk
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Simplify DBi CTA Managed Futures Index ETF (SDMF) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SDMF | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.37 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.78 | — |
| Martin ratioReturn relative to average drawdown | — | 12.44 | — |
Dividends
Dividend History
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Loading charts...
Worst Drawdowns
The table below displays the maximum drawdowns of the Simplify DBi CTA Managed Futures Index ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Simplify DBi CTA Managed Futures Index ETF was 6.23%, occurring on Mar 23, 2026. Recovery took 48 trading sessions.
The current Simplify DBi CTA Managed Futures Index ETF drawdown is 1.43%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2026 pullback2026 | -6.23%Mar 2026 | 21d | 2mo 10d | 3mo 1dMar 2026 - Jun 2026 |
2026 pullback2026 | -2.47%Jun 2026 | 12d | — | 20d 24mJun 2026 - now |
2026 pullback2026 | -0.23%Feb 2026 | 0s | 1d | 1dFeb 2026 - Feb 2026 |
2026 pullback2026 | -0.03%Feb 2026 | 0s | 1d | 1dFeb 2026 - Feb 2026 |
Drawdown Indicators
| SDMF | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -6.23% | -56.78% | +50.55% |
Max Drawdown (1Y)Largest decline over 1 year | — | -9.10% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -18.90% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.43% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.92% | — |
Current DrawdownCurrent decline from peak | -1.43% | -1.80% | +0.37% |
Average DrawdownAverage peak-to-trough decline | -2.18% | -10.71% | +8.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.03% | — |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading charts...
Build a portfolio with SDMF
Add Simplify DBi CTA Managed Futures Index ETF to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Analyzer with SDMF