CPSO vs SDMF
Comparison between S&P 500 Structured Alt Protection ETF - October (CPSO, ETF) and SIMPLIFY DBI CTA MANAGED FUTURES INDEX ETF (SDMF, ETF).
CPSO vs SDMF - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
CPSO
$26M
SDMF
$26M
Expense Ratio
CPSO
0.69%
Winner
SDMF
0.35%
Max Drawdown
Winner
CPSO
3.23%
SDMF
6.23%
Sharpe Ratio
Winner
CPSO
1.35
SDMF
0.13
5Y Beta
CPSO
0.16
Winner
SDMF
0.08
CPSO vs SDMF - Historical Returns
Returns include dividend reinvestment.
1M
Winner
CPSO
+0.36%
SDMF
-0.46%
3M
Winner
CPSO
+2.50%
SDMF
+0.23%
6M
CPSO
+2.91%
SDMF
N/A
1Y
CPSO
+6.74%
SDMF
N/A
Max(CAGR)
Winner
CPSO
+5.70%
SDMF
+4.69%
CPSO vs SDMF - Annual Returns (2024 - 2026)
Returns include dividend reinvestment.
| Year | CPSO | SDMF |
|---|---|---|
| 2026 | +2.58% | +1.43% |
| 2025 | +6.09% | N/A |
| 2024 | +0.77% | N/A |
CPSO vs SDMF Drawdown Comparison
The maximum drawdown for CPSO was -3.23%, occurring on Apr 7, 2025. Recovery took 60 trading sessions.
The maximum drawdown for SDMF was -6.23%, occurring on Mar 23, 2026. Recovery took 64 trading sessions.
The current CPSO drawdown is -0.13%. The current SDMF drawdown is -1.88%.
| Rank | CPSO | SDMF |
|---|---|---|
| #1 | -3.23% Feb 19, 2025 - May 15, 2025 | -6.23% Feb 27, 2026 - Jun 1, 2026 |
| #2 | -1.45% Feb 25, 2026 - Apr 9, 2026 | -2.40% Jun 3, 2026 - Jun 5, 2026 |
| #3 | -0.89% Oct 27, 2025 - Dec 3, 2025 | -0.23% Feb 25, 2026 - Feb 27, 2026 |
| #4 | -0.56% Oct 18, 2024 - Nov 7, 2024 | -0.03% Feb 20, 2026 - Feb 24, 2026 |
| #5 | -0.52% Dec 16, 2024 - Jan 6, 2025 | N/A |
| #6 | -0.49% May 19, 2025 - May 30, 2025 | N/A |
| #7 | -0.47% Jan 24, 2025 - Feb 6, 2025 | N/A |
| #8 | -0.44% Jan 28, 2026 - Feb 9, 2026 | N/A |
| #9 | -0.43% Jun 2, 2026 - Jun 10, 2026 | N/A |
| #10 | -0.39% Jan 6, 2025 - Jan 15, 2025 | N/A |
| #11 | -0.36% Jul 28, 2025 - Aug 6, 2025 | N/A |
| #12 | -0.35% Nov 13, 2024 - Nov 26, 2024 | N/A |
| #13 | -0.31% Feb 9, 2026 - Feb 25, 2026 | N/A |
| #14 | -0.30% Oct 6, 2025 - Oct 20, 2025 | N/A |
| #15 | -0.29% Nov 29, 2024 - Dec 3, 2024 | N/A |
Correlation
Correlation between CPSO and SDMF is 0.43 which considered as a weak positive correlation - the stocks show a slight tendency to move together.
0.43
-101
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