SDMF vs. ICF
SDMF (Simplify DBi CTA Managed Futures Index ETF) and ICF (iShares Cohen & Steers REIT ETF) are both exchange-traded funds - SDMF is a Systematic Trend fund tracking the DBi CTA Managed Futures Index, while ICF is a REIT fund tracking the Cohen & Steers Realty Majors Index. Both are passively managed. Their -0.24 correlation means they have often moved in opposite directions in the past. SDMF charges 0.35%/yr vs 0.34%/yr for ICF.
Performance
SDMF vs. ICF - Performance Comparison
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Returns By Period
SDMF
- 1D
- 1.66%
- 1M
- 3.21%
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- —
ICF
- 1D
- -0.55%
- 1M
- 0.58%
- 6M
- 13.59%
- YTD
- 16.55%
- 1Y
- 17.81%
- 3Y*
- 9.93%
- 5Y*
- 2.73%
- 10Y*
- 5.12%
- ALL TIME*
- 8.84%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $9.66M | $8.44M | $9.45M | |
| $589.61K | $841.42K | $693.99K |
SDMF vs. ICF - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
SDMF Simplify DBi CTA Managed Futures Index ETF | 3.49% |
ICF iShares Cohen & Steers REIT ETF | 7.01% |
Correlation
The correlation between SDMF and ICF is -0.24, 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 | -0.24 |
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Return for Risk
SDMF vs. ICF — Risk / Return Rank
SDMF
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
ICF
SDMF vs. ICF - 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 Cohen & Steers REIT ETF (ICF). 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 | ICF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.22 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.15 | — |
| Martin ratioReturn relative to average drawdown | — | 6.96 | — |
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Drawdowns
SDMF vs. ICF - Drawdown Comparison
The maximum SDMF drawdown since its inception was -6.23%, smaller than the maximum ICF drawdown of -76.74%. Use the drawdown chart below to compare losses from any high point for SDMF and ICF.
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Drawdown Indicators
| SDMF | ICF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -6.23% | -76.74% | +70.51% |
Max Drawdown (1Y)Largest decline over 1 year | — | -8.20% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -17.25% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -34.74% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.22% | — |
Current DrawdownCurrent decline from peak | -0.31% | -2.10% | +1.79% |
Average DrawdownAverage peak-to-trough decline | -2.01% | -14.10% | +12.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.53% | — |
Volatility
SDMF vs. ICF - Volatility Comparison
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Volatility by Period
| SDMF | ICF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 4.51% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 11.05% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 12.51% | 14.19% | -1.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.51% | 19.00% | -6.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.51% | 20.64% | -8.13% |
SDMF vs. ICF - Expense Ratio Comparison
SDMF has a 0.35% expense ratio, which is higher than ICF's 0.34% expense ratio.
Dividends
SDMF vs. ICF - Dividend Comparison
SDMF's dividend yield for the trailing twelve months is around 0.38%, less than ICF's 2.41% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ICF iShares Cohen & Steers REIT ETF | 2.41% | 2.88% | 2.66% | 2.76% | 2.64% | 1.82% | 2.38% | 2.55% | 3.20% | 3.10% | 4.21% | 3.30% |
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% | 0.00% | 0.00% |
Frequently Asked Questions
SDMF and ICF have a correlation of -0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, ICF is cheaper at 0.34% per year. The better choice depends on whether you care most about return, fees, risk, or income.
ICF is cheaper with a 0.34% expense ratio, compared with 0.35% for SDMF.
ICF has the higher dividend yield at 2.41%, compared with 0.38% for SDMF.
SDMF is categorized as Systematic Trend, while ICF is REIT. SDMF tracks DBi CTA Managed Futures Index, while ICF tracks Cohen & Steers Realty Majors Index. They also come from different issuers: Simplify and iShares. Their fees differ too: 0.35% for SDMF and 0.34% for ICF.
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