SDMF vs. LDRH

Last updated Jun 4, 2026

SDMF (Simplify DBi CTA Managed Futures Index ETF) and LDRH (iShares iBonds 1-5 Year High Yield and Income Ladder ETF) are both exchange-traded funds - SDMF is a Systematic Trend fund tracking the DBi CTA Managed Futures Index, while LDRH is a High Yield Bonds fund tracking the BlackRock iBonds 1-5 Year High Yield and Income Ladder Index. Both are passively managed. At a correlation of -0.12, they often move in opposite directions. Both charge a 0.35% expense ratio.

Performance

SDMF vs. LDRH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Simplify DBi CTA Managed Futures Index ETF (SDMF) and iShares iBonds 1-5 Year High Yield and Income Ladder ETF (LDRH). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

SDMF

• 1D: 0.09%
• 1M: 2.33%
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

LDRH

• 1D: -0.20%
• 1M: 0.18%
• YTD: 1.79%
• 6M: 2.28%
• 1Y: 6.43%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

SDMF vs. LDRH - Yearly Performance Comparison

	2026 (YTD)
SDMF Simplify DBi CTA Managed Futures Index ETF	3.37%
LDRH iShares iBonds 1-5 Year High Yield and Income Ladder ETF	1.35%

Correlation

The correlation between SDMF and LDRH is -0.12, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (All Time) Calculated using the full available price history since Feb 20, 2026	-0.12

Return for Risk

SDMF vs. LDRH — Risk / Return Rank

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

LDRH

LDRH Risk / Return Rank: 85
LDRH Sharpe Ratio Rank: 76
LDRH Sortino Ratio Rank: 87
LDRH Omega Ratio Rank: 81
LDRH Calmar Ratio Rank: 88
LDRH Martin Ratio Rank: 91

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. LDRH - 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 iBonds 1-5 Year High Yield and Income Ladder ETF (LDRH). 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	LDRH	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	2.48	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.93	1.69	-0.75

Drawdowns

SDMF vs. LDRH - Drawdown Comparison

The maximum SDMF drawdown since its inception was -6.23%, which is greater than LDRH's maximum drawdown of -3.17%. Use the drawdown chart below to compare losses from any high point for SDMF and LDRH.

Drawdown Indicators

	SDMF	LDRH	Difference
Max Drawdown Largest peak-to-trough decline	-6.23%	-3.17%	-3.06%
Max Drawdown (1Y) Largest decline over 1 year	—	-1.23%	—
Current Drawdown Current decline from peak	0.00%	-0.20%	+0.20%
Average Drawdown Average peak-to-trough decline	-2.26%	-0.24%	-2.02%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	0.30%	—

Volatility

Volatility by Period

	SDMF	LDRH	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	0.69%	—
Volatility (6M) Calculated over the trailing 6-month period	—	1.97%	—
Volatility (1Y) Calculated over the trailing 1-year period	13.27%	2.61%	+10.66%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.27%	3.52%	+9.75%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.27%	3.52%	+9.75%

SDMF vs. LDRH - Expense Ratio Comparison

Both SDMF and LDRH have an expense ratio of 0.35%.

Dividends

SDMF vs. LDRH - Dividend Comparison

SDMF has not paid dividends to shareholders, while LDRH's dividend yield for the trailing twelve months is around 7.00%.

Position	TTM	2025	2024
LDRH iShares iBonds 1-5 Year High Yield and Income Ladder ETF	7.00%	6.41%	1.13%
SDMF Simplify DBi CTA Managed Futures Index ETF	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both SDMF and LDRH in my portfolio?

SDMF and LDRH have a correlation of -0.12, 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 LDRH?

Both ETFs have the same 0.35% expense ratio. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, SDMF or LDRH?

SDMF and LDRH have the same expense ratio: 0.35% per year.

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

LDRH has the higher dividend yield at 7.00%, compared with 0.00% for SDMF.

What is the main difference between SDMF and LDRH?

SDMF is categorized as Systematic Trend, while LDRH is High Yield Bonds. SDMF tracks DBi CTA Managed Futures Index, while LDRH tracks BlackRock iBonds 1-5 Year High Yield and Income Ladder Index. They also come from different issuers: Simplify and iShares.