SDMF vs. CURE
SDMF (Simplify DBi CTA Managed Futures Index ETF) and CURE (Direxion Daily Healthcare Bull 3x Shares) are both exchange-traded funds - SDMF is a Systematic Trend fund tracking the DBi CTA Managed Futures Index, while CURE is a Leveraged Equities fund tracking the Health Care Select Sector Index (300%). Both are passively managed. Their -0.25 correlation means they have often moved in opposite directions in the past. SDMF charges 0.35%/yr vs 0.94%/yr for CURE.
Performance
SDMF vs. CURE - Performance Comparison
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Returns By Period
SDMF
- 1D
- 1.66%
- 1M
- 3.21%
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
CURE
- 1D
- -1.72%
- 1M
- -3.56%
- 6M
- 9.07%
- YTD
- 6.99%
- 1Y
- 68.66%
- 3Y*
- 7.13%
- 5Y*
- 0.86%
- 10Y*
- 13.35%
- ALL TIME*
- 24.24%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $8.40M | $9.61M | $9.25M | |
| $589.61K | $841.42K | $693.99K |
SDMF vs. CURE - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
SDMF Simplify DBi CTA Managed Futures Index ETF | 3.49% |
CURE Direxion Daily Healthcare Bull 3x Shares | 3.35% |
Correlation
The correlation between SDMF and CURE is -0.25, 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 | -0.25 |
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Return for Risk
SDMF vs. CURE — Risk / Return Rank
SDMF
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
CURE
SDMF vs. CURE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Simplify DBi CTA Managed Futures Index ETF (SDMF) and Direxion Daily Healthcare Bull 3x Shares (CURE). 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 | CURE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.26 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.31 | — |
| Martin ratioReturn relative to average drawdown | — | 5.20 | — |
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Drawdowns
SDMF vs. CURE - Drawdown Comparison
The maximum SDMF drawdown since its inception was -6.23%, smaller than the maximum CURE drawdown of -69.19%. Use the drawdown chart below to compare losses from any high point for SDMF and CURE.
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Drawdown Indicators
| SDMF | CURE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -6.23% | -69.19% | +62.96% |
Max Drawdown (1Y)Largest decline over 1 year | — | -31.10% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -51.93% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -52.23% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -69.19% | — |
Current DrawdownCurrent decline from peak | -0.31% | -15.08% | +14.77% |
Average DrawdownAverage peak-to-trough decline | -2.01% | -18.17% | +16.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 13.82% | — |
Volatility
SDMF vs. CURE - Volatility Comparison
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Volatility by Period
| SDMF | CURE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 17.62% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 35.23% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 12.51% | 46.92% | -34.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.51% | 44.69% | -32.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.51% | 49.85% | -37.34% |
SDMF vs. CURE - Expense Ratio Comparison
SDMF has a 0.35% expense ratio, which is lower than CURE's 0.94% expense ratio.
Dividends
SDMF vs. CURE - Dividend Comparison
SDMF's dividend yield for the trailing twelve months is around 0.38%, less than CURE's 1.06% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
CURE Direxion Daily Healthcare Bull 3x Shares | 1.06% | 1.12% | 1.17% | 2.02% | 0.38% | 0.02% | 0.17% | 0.40% | 0.70% | 0.18% |
SDMF Simplify DBi CTA Managed Futures Index ETF | 0.38% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
SDMF and CURE have a correlation of -0.25, 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 0.94% for CURE.
CURE has the higher dividend yield at 1.06%, compared with 0.38% for SDMF.
SDMF is categorized as Systematic Trend, while CURE is Leveraged Equities. SDMF tracks DBi CTA Managed Futures Index, while CURE tracks Health Care Select Sector Index (300%). They also come from different issuers: Simplify and Direxion. Their fees differ too: 0.35% for SDMF and 0.94% for CURE.
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