SDMF vs. EES

Last updated Jun 3, 2026

SDMF (Simplify DBi CTA Managed Futures Index ETF) and EES (WisdomTree U.S. SmallCap Fund) are both exchange-traded funds - SDMF is a Systematic Trend fund tracking the DBi CTA Managed Futures Index, while EES is a Small Cap Blend Equities fund tracking the WisdomTree U.S. Small Cap Index. Both are passively managed. At a correlation of -0.07, they often move in opposite directions. SDMF charges 0.35%/yr vs 0.38%/yr for EES.

Performance

SDMF vs. EES - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Simplify DBi CTA Managed Futures Index ETF (SDMF) and WisdomTree U.S. SmallCap Fund (EES). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

SDMF

• 1D: 0.00%
• 1M: 2.56%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

EES

• 1D: 0.37%
• 1M: 1.00%
• YTD: 13.74%
• 6M: 15.43%
• 1Y: 33.46%
• 3Y*: 15.90%
• 5Y*: 6.62%
• 10Y*: 10.86%

*Multi-year figures are annualized to reflect compound growth (CAGR)

SDMF vs. EES - Yearly Performance Comparison

	2026 (YTD)
SDMF Simplify DBi CTA Managed Futures Index ETF	3.28%
EES WisdomTree U.S. SmallCap Fund	6.84%

Correlation

The correlation between SDMF and EES 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

Return for Risk

SDMF vs. EES — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EES

EES Risk / Return Rank: 63
EES Sharpe Ratio Rank: 57
EES Sortino Ratio Rank: 58
EES Omega Ratio Rank: 54
EES Calmar Ratio Rank: 79
EES Martin Ratio Rank: 66

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SDMF vs. EES - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Simplify DBi CTA Managed Futures Index ETF (SDMF) and WisdomTree U.S. SmallCap Fund (EES). 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.

Sharpe Ratios by Period

	SDMF	EES	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	1.94	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.31	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.46	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.91	0.34	+0.57

Drawdowns

SDMF vs. EES - Drawdown Comparison

The maximum SDMF drawdown since its inception was -6.23%, smaller than the maximum EES drawdown of -63.66%. Use the drawdown chart below to compare losses from any high point for SDMF and EES.

Drawdown Indicators

	SDMF	EES	Difference
Max Drawdown Largest peak-to-trough decline	-6.23%	-63.66%	+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 Drawdown Current decline from peak	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-2.29%	-10.37%	+8.08%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.70%	—

Volatility

Volatility by Period

	SDMF	EES	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	3.84%	—
Volatility (6M) Calculated over the trailing 6-month period	—	11.22%	—
Volatility (1Y) Calculated over the trailing 1-year period	13.36%	17.35%	-3.99%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.36%	21.52%	-8.16%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.36%	23.80%	-10.44%

SDMF vs. EES - Expense Ratio Comparison

SDMF has a 0.35% expense ratio, which is lower than EES's 0.38% expense ratio.

Dividends

SDMF vs. EES - Dividend Comparison

SDMF has not paid dividends to shareholders, while EES's dividend yield for the trailing twelve months is around 1.11%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EES WisdomTree U.S. SmallCap Fund	1.11%	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

Can I hold both SDMF and EES in my portfolio?

SDMF and EES 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.

Which ETF is better, SDMF or EES?

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.

Which ETF is cheaper, SDMF or EES?

SDMF is cheaper with a 0.35% expense ratio, compared with 0.38% for EES.

Which ETF pays a higher dividend yield, SDMF or EES?

EES has the higher dividend yield at 1.11%, compared with 0.00% for SDMF.

What is the main difference between SDMF and EES?

SDMF is categorized as Systematic Trend, while EES is Small Cap Blend Equities. SDMF tracks DBi CTA Managed Futures Index, while EES tracks WisdomTree U.S. Small Cap Index. They also come from different issuers: Simplify and WisdomTree. Their fees differ too: 0.35% for SDMF and 0.38% for EES.