SDMF vs. ISMF
Compare and contrast key facts about Simplify DBi CTA Managed Futures Index ETF (SDMF) and iShares Managed Futures Active ETF (ISMF).
SDMF and ISMF 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. ISMF is an actively managed fund by iShares. It was launched on Mar 12, 2025.
Performance
SDMF vs. ISMF - Performance Comparison
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SDMF vs. ISMF - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
SDMF Simplify DBi CTA Managed Futures Index ETF | 0.11% |
ISMF iShares Managed Futures Active ETF | -1.20% |
Returns By Period
SDMF
- 1D
- 1.07%
- 1M
- -2.92%
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ISMF
- 1D
- 0.21%
- 1M
- -1.88%
- YTD
- 3.84%
- 6M
- 9.57%
- 1Y
- 15.08%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
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SDMF vs. ISMF - Expense Ratio Comparison
SDMF has a 0.35% expense ratio, which is lower than ISMF's 0.80% expense ratio.
Return for Risk
SDMF vs. ISMF — Risk / Return Rank
SDMF
ISMF
SDMF vs. ISMF - 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 Managed Futures Active ETF (ISMF). 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 | ISMF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | 1.84 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.05 | 1.87 | -1.82 |
Correlation
The correlation between SDMF and ISMF is 0.31, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
SDMF vs. ISMF - Dividend Comparison
SDMF has not paid dividends to shareholders, while ISMF's dividend yield for the trailing twelve months is around 6.00%.
| TTM | 2025 | |
|---|---|---|
SDMF Simplify DBi CTA Managed Futures Index ETF | 0.00% | 0.00% |
ISMF iShares Managed Futures Active ETF | 6.00% | 6.23% |
Drawdowns
SDMF vs. ISMF - Drawdown Comparison
The maximum SDMF drawdown since its inception was -6.23%, which is greater than ISMF's maximum drawdown of -4.23%. Use the drawdown chart below to compare losses from any high point for SDMF and ISMF.
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Drawdown Indicators
| SDMF | ISMF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -6.23% | -4.23% | -2.00% |
Max Drawdown (1Y)Largest decline over 1 year | — | -4.23% | — |
Current DrawdownCurrent decline from peak | -2.92% | -2.10% | -0.82% |
Average DrawdownAverage peak-to-trough decline | -2.66% | -1.41% | -1.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 1.93% | — |
Volatility
SDMF vs. ISMF - Volatility Comparison
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Volatility by Period
| SDMF | ISMF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 2.90% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 7.19% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 18.56% | 8.24% | +10.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.56% | 8.10% | +10.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.56% | 8.10% | +10.46% |