SDMF vs. WTMF

Last updated Aug 2, 2026

SDMF (Simplify DBi CTA Managed Futures Index ETF) and WTMF (WisdomTree Managed Futures Strategy Fund) are both Systematic Trend funds - SDMF tracks the DBi CTA Managed Futures Index while WTMF tracks the WisdomTree Managed Futures Index. Both are passively managed. Their 0.41 correlation means their historical movements had little consistent relationship. SDMF charges 0.35%/yr vs 0.65%/yr for WTMF.

Performance

SDMF vs. WTMF - 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 Managed Futures Strategy Fund (WTMF). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

SDMF

• 1D: 1.66%
• 1M: 3.21%
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

WTMF

• 1D: -0.05%
• 1M: 0.96%
• 6M: 8.70%
• YTD: 8.10%
• 1Y: 18.77%
• 3Y*: 9.32%
• 5Y*: 6.09%
• 10Y*: 3.47%
• ALL TIME*: 1.16%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
SDMF Simplify DBi CTA Managed Futures Index ETF	$589.61K	$841.42K	$693.99K
WTMF WisdomTree Managed Futures Strategy Fund	$1.17M	$1.17M	$1.11M

SDMF vs. WTMF - Yearly Performance Comparison

	2026 (YTD)
SDMF Simplify DBi CTA Managed Futures Index ETF	3.49%
WTMF WisdomTree Managed Futures Strategy Fund	6.23%

Correlation

The correlation between SDMF and WTMF is 0.41, which is low. Their historical price movements had little consistent relationship.

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

Return for Risk

SDMF vs. WTMF — Risk / Return Rank

Compare historical risk-adjusted metric ranks 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.

WTMF

WTMF Risk / Return Rank: 87
WTMF Sharpe Ratio Rank: 84
WTMF Sortino Ratio Rank: 82
WTMF Omega Ratio Rank: 85
WTMF Calmar Ratio Rank: 93
WTMF Martin Ratio Rank: 93

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

SDMF vs. WTMF - 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 Managed Futures Strategy Fund (WTMF). 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	WTMF	Difference
Sharpe ratio: Return per unit of total volatility	—	1.94	—
Sortino ratio: Return per unit of downside risk	—	2.65	—
Omega ratio: Gain probability vs. loss probability	—	1.37	—
Calmar ratio: Return relative to maximum drawdown	—	4.38	—
Martin ratio: Return relative to average drawdown	—	16.87	—

Drawdowns

SDMF vs. WTMF - Drawdown Comparison

The maximum SDMF drawdown since its inception was -6.23%, smaller than the maximum WTMF drawdown of -30.79%. Use the drawdown chart below to compare losses from any high point for SDMF and WTMF.

Drawdown Indicators

	SDMF	WTMF	Difference
Max Drawdown Largest peak-to-trough decline	-6.23%	-30.79%	+24.56%
Max Drawdown (1Y) Largest decline over 1 year	—	-4.04%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-9.93%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-13.21%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-14.83%	—
Current Drawdown Current decline from peak	-0.31%	-0.87%	+0.56%
Average Drawdown Average peak-to-trough decline	-2.01%	-17.53%	+15.52%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	1.05%	—

Volatility

Volatility by Period

	SDMF	WTMF	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	2.19%	—
Volatility (6M) Calculated over the trailing 6-month period	—	7.17%	—
Volatility (1Y) Calculated over the trailing 1-year period	12.51%	9.13%	+3.38%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	12.51%	9.37%	+3.14%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	12.51%	8.12%	+4.39%

SDMF vs. WTMF - Expense Ratio Comparison

SDMF has a 0.35% expense ratio, which is lower than WTMF's 0.65% expense ratio.

Dividends

SDMF vs. WTMF - Dividend Comparison

SDMF's dividend yield for the trailing twelve months is around 0.38%, less than WTMF's 2.82% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
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%
WTMF WisdomTree Managed Futures Strategy Fund	2.82%	3.04%	3.57%	4.74%	5.29%	14.71%	0.47%	1.63%	3.59%

Frequently Asked Questions

Can I hold both SDMF and WTMF in my portfolio?

SDMF and WTMF 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 WTMF?

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 WTMF?

SDMF is cheaper with a 0.35% expense ratio, compared with 0.65% for WTMF.

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

WTMF has the higher dividend yield at 2.82%, compared with 0.38% for SDMF.

What is the main difference between SDMF and WTMF?

SDMF tracks DBi CTA Managed Futures Index, while WTMF tracks WisdomTree Managed Futures Index. They also come from different issuers: Simplify and WisdomTree. Their fees differ too: 0.35% for SDMF and 0.65% for WTMF.