SDMF vs. RSST

Last updated Jul 14, 2026

SDMF (Simplify DBi CTA Managed Futures Index ETF) and RSST (Return Stacked U.S. Stocks & Managed Futures ETF) are both exchange-traded funds - SDMF is a Systematic Trend fund tracking the DBi CTA Managed Futures Index, while RSST is a Large Cap Blend Equities fund actively managed by Return Stacked. SDMF is passively managed, while RSST is actively managed. At a 0.41 correlation, their price movements are largely independent. SDMF charges 0.35%/yr vs 0.99%/yr for RSST.

Performance

SDMF vs. RSST - Performance Comparison

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

Returns By Period

SDMF

• 1D: 0.28%
• 1M: 0.86%
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

RSST

• 1D: -0.11%
• 1M: 1.88%
• 6M: 9.83%
• YTD: 16.68%
• 1Y: 39.85%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

SDMF vs. RSST - Yearly Performance Comparison

	2026 (YTD)
SDMF Simplify DBi CTA Managed Futures Index ETF	2.30%
RSST Return Stacked U.S. Stocks & Managed Futures ETF	10.49%

Correlation

The correlation between SDMF and RSST is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (All Time) Calculated using the full available price history since Feb 19, 2026	0.41

Return for Risk

SDMF vs. RSST — Risk / Return Rank

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

SDMF

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

RSST

RSST Risk / Return Rank: 66
RSST Sharpe Ratio Rank: 65
RSST Sortino Ratio Rank: 55
RSST Omega Ratio Rank: 61
RSST Calmar Ratio Rank: 81
RSST Martin Ratio Rank: 70

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. RSST - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Simplify DBi CTA Managed Futures Index ETF (SDMF) and Return Stacked U.S. Stocks & Managed Futures ETF (RSST). 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	RSST	Difference
Sharpe ratio: Return per unit of total volatility	—	1.70	—
Sortino ratio: Return per unit of downside risk	—	2.12	—
Omega ratio: Gain probability vs. loss probability	—	1.30	—
Calmar ratio: Return relative to maximum drawdown	—	3.42	—
Martin ratio: Return relative to average drawdown	—	10.21	—

Drawdowns

SDMF vs. RSST - Drawdown Comparison

The maximum SDMF drawdown since its inception was -6.23%, smaller than the maximum RSST drawdown of -30.80%. Use the drawdown chart below to compare losses from any high point for SDMF and RSST.

Drawdown Indicators

	SDMF	RSST	Difference
Max Drawdown Largest peak-to-trough decline	-6.23%	-30.80%	+24.57%
Max Drawdown (1Y) Largest decline over 1 year	—	-11.71%	—
Current Drawdown Current decline from peak	-1.04%	-4.83%	+3.79%
Average Drawdown Average peak-to-trough decline	-2.18%	-6.03%	+3.85%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	3.92%	—

Volatility

Volatility by Period

	SDMF	RSST	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	6.31%	—
Volatility (6M) Calculated over the trailing 6-month period	—	16.96%	—
Volatility (1Y) Calculated over the trailing 1-year period	12.82%	23.60%	-10.78%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.82%	24.38%	-11.56%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.82%	24.38%	-11.56%

SDMF vs. RSST - Expense Ratio Comparison

SDMF has a 0.35% expense ratio, which is lower than RSST's 0.99% expense ratio.

Dividends

SDMF vs. RSST - Dividend Comparison

SDMF's dividend yield for the trailing twelve months is around 0.39%, less than RSST's 0.96% yield.

Position	TTM	2025	2024	2023
RSST Return Stacked U.S. Stocks & Managed Futures ETF	0.96%	1.12%	0.09%	0.93%
SDMF Simplify DBi CTA Managed Futures Index ETF	0.39%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both SDMF and RSST in my portfolio?

SDMF and RSST have a correlation of 0.41, 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 RSST?

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 RSST?

SDMF is cheaper with a 0.35% expense ratio, compared with 0.99% for RSST.

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

RSST has the higher dividend yield at 0.96%, compared with 0.39% for SDMF.

What is the main difference between SDMF and RSST?

SDMF is categorized as Systematic Trend, while RSST is Large Cap Blend Equities. They also come from different issuers: Simplify and Return Stacked. Their fees differ too: 0.35% for SDMF and 0.99% for RSST.