Simplify DBi CTA Managed Futures Index ETF (SDMF) Sharpe Ratio

Sharpe ratio is not yet available for SDMF. This metric requires at least 12 months of historical daily returns to calculate. Check back once this data is available.

How it compares to other similar ETFs

The table compares Simplify DBi CTA Managed Futures Index ETF's Sharpe Ratio with other ETFs in the Systematic Trend category across multiple time periods, showing how SDMF's risk-adjusted performance compares to similar funds.

Data shows 1-, 5-, and 10-year periods, plus each fund's all-time average, as of Jul 14, 2026.

Symbol	Name	1Y Sharpe Ratio
ISMF	iShares Managed Futures Active ETF	2.59
DBMF	iMGP DBi Managed Futures Strategy ETF	2.16
IMF	Invesco Managed Futures Strategy ETF	1.79
MFUT	Cambria Chesapeake Pure Trend ETF	1.74
RSST	Return Stacked U.S. Stocks & Managed Futures ETF	1.70
FFUT	Fidelity Managed Futures ETF	1.67
AHLT	American Beacon AHL Trend ETF	1.65
ASMF	Virtus AlphaSimplex Managed Futures ETF	1.21
KMLM	KFA Mount Lucas Index Strategy ETF	1.05
CTA	Simplify Managed Futures Strategy ETF	-0.00
SDMF	Simplify DBi CTA Managed Futures Index ETF	—

Benchmark Against

Benchmark

S&P 500 Index

Lookback Period

How to choose period

Historical Sharpe Ratio

The chart shows SDMF's rolling Sharpe ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to total volatility, while declining trends may signal deteriorating risk-adjusted performance or increased volatility. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.

Identify market cycles by observing when SDMF consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.

Loading charts...

Sharpe Ratio Calculator

How does SDMF fit in your portfolio?

Add your other holdings to see your portfolio's Sharpe Ratio and find out.

Analyze Your Portfolio