EES vs. SDMF
EES (WisdomTree U.S. SmallCap Fund) and SDMF (Simplify DBi CTA Managed Futures Index ETF) are both exchange-traded funds - EES is a Small Cap Blend Equities fund tracking the WisdomTree U.S. Small Cap Index, while SDMF is a Systematic Trend fund tracking the DBi CTA Managed Futures Index. Both are passively managed. At a correlation of -0.07, they often move in opposite directions. EES charges 0.38%/yr vs 0.35%/yr for SDMF.
Performance
EES vs. SDMF - Performance Comparison
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Returns By Period
EES
- 1D
- -1.53%
- 1M
- 0.47%
- YTD
- 12.00%
- 6M
- 11.97%
- 1Y
- 29.80%
- 3Y*
- 15.30%
- 5Y*
- 6.23%
- 10Y*
- 10.68%
SDMF
- 1D
- 0.09%
- 1M
- 2.33%
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
EES vs. SDMF - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
EES WisdomTree U.S. SmallCap Fund | 5.20% |
SDMF Simplify DBi CTA Managed Futures Index ETF | 3.37% |
Correlation
The correlation between EES and SDMF is -0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Feb 20, 2026 | -0.07 |
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Return for Risk
EES vs. SDMF — Risk / Return Rank
EES
SDMF
EES vs. SDMF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for WisdomTree U.S. SmallCap Fund (EES) and Simplify DBi CTA Managed Futures Index ETF (SDMF). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| EES | SDMF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.30 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 3.75 | — | — |
| Martin ratioReturn relative to average drawdown | 11.05 | — | — |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EES | SDMF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.72 | — | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.29 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.45 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.93 | -0.59 |
Drawdowns
EES vs. SDMF - Drawdown Comparison
The maximum EES drawdown since its inception was -63.66%, which is greater than SDMF's maximum drawdown of -6.23%. Use the drawdown chart below to compare losses from any high point for EES and SDMF.
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Drawdown Indicators
| EES | SDMF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.66% | -6.23% | -57.43% |
Max Drawdown (1Y)Largest decline over 1 year | -7.98% | — | — |
Max Drawdown (3Y)Largest decline over 3 years | -27.15% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -27.15% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -50.52% | — | — |
Current DrawdownCurrent decline from peak | -1.53% | 0.00% | -1.53% |
Average DrawdownAverage peak-to-trough decline | -10.37% | -2.26% | -8.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.70% | — | — |
Volatility
EES vs. SDMF - Volatility Comparison
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Volatility by Period
| EES | SDMF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.03% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 11.34% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 17.42% | 13.27% | +4.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.53% | 13.27% | +8.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.80% | 13.27% | +10.53% |
EES vs. SDMF - Expense Ratio Comparison
EES has a 0.38% expense ratio, which is higher than SDMF's 0.35% expense ratio.
Dividends
EES vs. SDMF - Dividend Comparison
EES's dividend yield for the trailing twelve months is around 1.12%, while SDMF has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EES WisdomTree U.S. SmallCap Fund | 1.12% | 1.29% | 1.37% | 1.18% | 1.12% | 1.69% | 1.29% | 1.31% | 1.81% | 0.93% | 1.02% | 1.38% |
SDMF Simplify DBi CTA Managed Futures Index ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
EES and SDMF have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, SDMF is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.
SDMF is cheaper with a 0.35% expense ratio, compared with 0.38% for EES.
EES has the higher dividend yield at 1.12%, compared with 0.00% for SDMF.
EES is categorized as Small Cap Blend Equities, while SDMF is Systematic Trend. EES tracks WisdomTree U.S. Small Cap Index, while SDMF tracks DBi CTA Managed Futures Index. They also come from different issuers: WisdomTree and Simplify. Their fees differ too: 0.38% for EES and 0.35% for SDMF.
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