SDMF vs. BRHY
SDMF (Simplify DBi CTA Managed Futures Index ETF) and BRHY (iShares High Yield Active ETF) are both exchange-traded funds - SDMF is a Systematic Trend fund tracking the DBi CTA Managed Futures Index, while BRHY is a High Yield Bonds fund actively managed by iShares. SDMF is passively managed, while BRHY is actively managed. Their -0.11 correlation means they have often moved in opposite directions in the past. SDMF charges 0.35%/yr vs 0.45%/yr for BRHY.
Performance
SDMF vs. BRHY - Performance Comparison
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Returns By Period
SDMF
- 1D
- 1.66%
- 1M
- 3.21%
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
BRHY
- 1D
- 0.13%
- 1M
- -0.28%
- 6M
- 1.56%
- YTD
- 2.10%
- 1Y
- 6.10%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 8.06%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.35M | $1.03M | $1.46M | |
| $589.61K | $841.42K | $693.99K |
SDMF vs. BRHY - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
SDMF Simplify DBi CTA Managed Futures Index ETF | 3.49% |
BRHY iShares High Yield Active ETF | 1.29% |
Correlation
The correlation between SDMF and BRHY is -0.11, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Feb 19, 2026 | -0.11 |
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Return for Risk
SDMF vs. BRHY — Risk / Return Rank
SDMF
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
BRHY
SDMF vs. BRHY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Simplify DBi CTA Managed Futures Index ETF (SDMF) and iShares High Yield Active ETF (BRHY). 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.
| SDMF | BRHY | 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 | — | 2.22 | — |
| Martin ratioReturn relative to average drawdown | — | 10.05 | — |
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Drawdowns
SDMF vs. BRHY - Drawdown Comparison
The maximum SDMF drawdown since its inception was -6.23%, which is greater than BRHY's maximum drawdown of -4.42%. Use the drawdown chart below to compare losses from any high point for SDMF and BRHY.
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Drawdown Indicators
| SDMF | BRHY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -6.23% | -4.42% | -1.81% |
Max Drawdown (1Y)Largest decline over 1 year | — | -2.76% | — |
Current DrawdownCurrent decline from peak | -0.31% | -0.33% | +0.02% |
Average DrawdownAverage peak-to-trough decline | -2.01% | -0.38% | -1.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 0.61% | — |
Volatility
SDMF vs. BRHY - Volatility Comparison
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Volatility by Period
| SDMF | BRHY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 0.71% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 2.60% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 12.51% | 3.23% | +9.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.51% | 3.94% | +8.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.51% | 3.94% | +8.57% |
SDMF vs. BRHY - Expense Ratio Comparison
SDMF has a 0.35% expense ratio, which is lower than BRHY's 0.45% expense ratio.
Dividends
SDMF vs. BRHY - Dividend Comparison
SDMF's dividend yield for the trailing twelve months is around 0.38%, less than BRHY's 7.57% yield.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
BRHY iShares High Yield Active ETF | 7.01% | 7.97% | 4.27% |
SDMF Simplify DBi CTA Managed Futures Index ETF | 0.38% | 0.00% | 0.00% |
Frequently Asked Questions
SDMF and BRHY have a correlation of -0.11, 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 0.45% for BRHY.
BRHY has the higher dividend yield at 7.01%, compared with 0.38% for SDMF.
SDMF is categorized as Systematic Trend, while BRHY is High Yield Bonds. They also come from different issuers: Simplify and iShares. Their fees differ too: 0.35% for SDMF and 0.45% for BRHY.
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