SDMF vs. ASMF
Compare and contrast key facts about Simplify DBi CTA Managed Futures Index ETF (SDMF) and Virtus AlphaSimplex Managed Futures ETF (ASMF).
SDMF and ASMF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SDMF is a passively managed fund by Simplify that tracks the performance of the DBi CTA Managed Futures Index. It was launched on Feb 17, 2026. ASMF is an actively managed fund by Virtus. It was launched on May 15, 2024.
Performance
SDMF vs. ASMF - Performance Comparison
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SDMF vs. ASMF - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
SDMF Simplify DBi CTA Managed Futures Index ETF | 0.11% |
ASMF Virtus AlphaSimplex Managed Futures ETF | -1.43% |
Returns By Period
SDMF
- 1D
- 1.07%
- 1M
- -2.92%
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ASMF
- 1D
- 0.95%
- 1M
- -4.12%
- YTD
- 5.61%
- 6M
- 9.20%
- 1Y
- 9.29%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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SDMF vs. ASMF - Expense Ratio Comparison
SDMF has a 0.35% expense ratio, which is lower than ASMF's 0.80% expense ratio.
Return for Risk
SDMF vs. ASMF — Risk / Return Rank
SDMF
ASMF
SDMF vs. ASMF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Simplify DBi CTA Managed Futures Index ETF (SDMF) and Virtus AlphaSimplex Managed Futures ETF (ASMF). 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.
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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Sharpe Ratios by Period
| SDMF | ASMF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | 0.79 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.05 | 0.14 | -0.09 |
Correlation
The correlation between SDMF and ASMF is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
SDMF vs. ASMF - Dividend Comparison
SDMF has not paid dividends to shareholders, while ASMF's dividend yield for the trailing twelve months is around 0.20%.
| TTM | 2025 | 2024 | |
|---|---|---|---|
SDMF Simplify DBi CTA Managed Futures Index ETF | 0.00% | 0.00% | 0.00% |
ASMF Virtus AlphaSimplex Managed Futures ETF | 0.20% | 0.22% | 1.66% |
Drawdowns
SDMF vs. ASMF - Drawdown Comparison
The maximum SDMF drawdown since its inception was -6.23%, smaller than the maximum ASMF drawdown of -15.31%. Use the drawdown chart below to compare losses from any high point for SDMF and ASMF.
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Drawdown Indicators
| SDMF | ASMF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -6.23% | -15.31% | +9.08% |
Max Drawdown (1Y)Largest decline over 1 year | — | -5.31% | — |
Current DrawdownCurrent decline from peak | -2.92% | -4.12% | +1.20% |
Average DrawdownAverage peak-to-trough decline | -2.66% | -8.10% | +5.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.54% | — |
Volatility
SDMF vs. ASMF - Volatility Comparison
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Volatility by Period
| SDMF | ASMF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 4.65% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 9.90% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 18.56% | 11.80% | +6.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.56% | 11.21% | +7.35% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.56% | 11.21% | +7.35% |