MFUT vs. SDMF
MFUT (Cambria Chesapeake Pure Trend ETF) and SDMF (Simplify DBi CTA Managed Futures Index ETF) are both Systematic Trend funds. MFUT is actively managed, while SDMF is passively managed. At a 0.39 correlation, their price movements are largely independent. MFUT charges 1.18%/yr vs 0.35%/yr for SDMF.
Performance
MFUT vs. SDMF - Performance Comparison
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Returns By Period
MFUT
- 1D
- 0.34%
- 1M
- -2.24%
- YTD
- 16.76%
- 6M
- 15.94%
- 1Y
- 31.57%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
SDMF
- 1D
- -0.01%
- 1M
- -0.50%
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
MFUT vs. SDMF - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
MFUT Cambria Chesapeake Pure Trend ETF | 7.82% |
SDMF Simplify DBi CTA Managed Futures Index ETF | 1.89% |
Correlation
The correlation between MFUT and SDMF is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Feb 19, 2026 | 0.39 |
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Return for Risk
MFUT vs. SDMF — Risk / Return Rank
MFUT
SDMF
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
MFUT vs. SDMF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cambria Chesapeake Pure Trend ETF (MFUT) 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.
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.
| MFUT | SDMF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | 1.42 | — | — |
| Calmar ratioReturn relative to maximum drawdown | 3.43 | — | — |
| Martin ratioReturn relative to average drawdown | 10.44 | — | — |
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Drawdowns
MFUT vs. SDMF - Drawdown Comparison
The maximum MFUT drawdown since its inception was -29.28%, which is greater than SDMF's maximum drawdown of -6.23%. Use the drawdown chart below to compare losses from any high point for MFUT and SDMF.
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Drawdown Indicators
| MFUT | SDMF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.28% | -6.23% | -23.05% |
Max Drawdown (1Y)Largest decline over 1 year | -9.23% | — | — |
Current DrawdownCurrent decline from peak | -5.13% | -1.43% | -3.70% |
Average DrawdownAverage peak-to-trough decline | -16.29% | -2.18% | -14.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.03% | — | — |
Volatility
MFUT vs. SDMF - Volatility Comparison
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Volatility by Period
| MFUT | SDMF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.52% | — | — |
Volatility (6M)Calculated over the trailing 6-month period | 12.83% | — | — |
Volatility (1Y)Calculated over the trailing 1-year period | 14.84% | 13.04% | +1.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.39% | 13.04% | +0.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.39% | 13.04% | +0.35% |
MFUT vs. SDMF - Expense Ratio Comparison
MFUT has a 1.18% expense ratio, which is higher than SDMF's 0.35% expense ratio.
Dividends
MFUT vs. SDMF - Dividend Comparison
Neither MFUT nor SDMF has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
MFUT Cambria Chesapeake Pure Trend ETF | 0.00% | 0.00% | 0.33% |
SDMF Simplify DBi CTA Managed Futures Index ETF | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
MFUT and SDMF have a correlation of 0.39, 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 1.18% for MFUT.
MFUT and SDMF have nearly identical dividend yields, around 0.00%.
They also come from different issuers: Cambria and Simplify. Their fees differ too: 1.18% for MFUT and 0.35% for SDMF.
Find the right allocation for MFUT and SDMF
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