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SDMF vs BREE

Comparison between SIMPLIFY DBI CTA MANAGED FUTURES INDEX ETF (SDMF, ETF) and MFS BLENDED RESEARCH EMERGING MARKETS EQUITY ETF (BREE, ETF).

SDMF vs BREE - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
SDMF
$26M
Winner
BREE
$27M
Expense Ratio
Winner
SDMF
0.35%
BREE
0.44%
Max Drawdown
Winner
SDMF
6.23%
BREE
7.97%
Sharpe Ratio
SDMF
0.13
Winner
BREE
2.01
5Y Beta
Winner
SDMF
0.08
BREE
1.70

SDMF vs BREE - Holdings Comparison

SDMF and BREE have 1 common holdings. Overlap is -92.54%

SDMF's top 25 holdings weight is 654.54%. BREE's top 25 holdings weight is 61.05%.

RankSDMFBREE
#1
EURO FX FUTURE JUNE 26 (n/a) - 115.65%
n/a (TSM) - 14.20%
#2
S&P 500 E-MINI (n/a) - 49.16%
SK HYNIX INC (n/a) - 7.43%
#3
TRSSG0018 (n/a) - 48.18%
SAMSUNG ELECTRONICS CO LTD (n/a) - 6.89%
#4
TRSSG0017 (n/a) - 47.74%
TENCENT HOLDINGS LTD ADR (TCEHY) - 3.11%
#5
MSCI EMERGING MARKETS (EM) INDEX FUTURES (n/a) - 39.54%
n/a (n/a) - 2.90%
#6
CRUDE OIL FUTURE JULY 26 (n/a) - 31.39%
LENOVO GROUP LTD (n/a) - 2.14%
#7
TRSSG0015 (n/a) - 27.59%
HON HAI PRECISION INDUSTRY CO LTD (n/a) - 2.06%
#8
TRSSG0016 (n/a) - 25.62%
CHINA CONSTRUCTION BANK CORP CLASS H (n/a) - 2.02%
#9
TRSSG0002 (n/a) - 22.22%
ALIBABA GROUP HOLDING LTD ADR (BABA) - 1.89%
#10
TRSSG0010 (n/a) - 22.04%
MEDIATEK INC (n/a) - 1.77%
#11
TRSSG0011 (n/a) - 21.74%
SK SQUARE (n/a) - 1.66%
#12
TRSSG0012 (n/a) - 21.08%
PETROCHINA CO LTD CLASS H (n/a) - 1.49%
#13
TRSSG0009 (n/a) - 20.27%
ASE TECHNOLOGY HOLDING CO LTD ADR (ASX) - 1.35%
#14
TRSSG0001 (n/a) - 19.99%
ACCTON TECHNOLOGY CORP (n/a) - 1.21%
#15
TRSSG0020 (n/a) - 19.90%
KB FINANCIAL GROUP INC ADR (KB) - 1.18%
#16
TRSSG0003 (n/a) - 16.79%
DELTA ELECTRONICS INC (n/a) - 1.15%
#17
TRSSG0007 (n/a) - 16.01%
NETEASE INC ADR (NTES) - 1.04%
#18
TRSSG0008 (n/a) - 15.94%
MARUTI SUZUKI INDIA LTD (n/a) - 0.98%
#19
TRSSG0019 (n/a) - 15.16%
SSC GOVERNMENT MM GVMXX (n/a) - 0.98%
#20
TRSSG0004 (n/a) - 14.62%
MAHINDRA & MAHINDRA LTD (n/a) - 0.97%
#21
TRSSG0013 (n/a) - 11.81%
CEMEX SAB DE CV ADR (CX) - 0.97%
#22
TRSSG0006 (n/a) - 10.52%
SUN PHARMACEUTICALS INDUSTRIES LTD (n/a) - 0.94%
#23
TRSSG0005 (n/a) - 10.50%
TATA CONSULTANCY SERVICES LTD (n/a) - 0.92%
#24
TRSSG0014 (n/a) - 10.21%
SHINHAN FINANCIAL GROUP CO LTD ADR (SHG) - 0.91%
#25
CASH (n/a) - 0.87%
CREDICORP LTD (BAP) - 0.89%
Total Holdings48145

SDMF vs BREE - Historical Returns

Returns include dividend reinvestment.

1M
SDMF
-0.46%
Winner
BREE
+4.07%
3M
SDMF
+0.23%
Winner
BREE
+19.57%
Max(CAGR)
SDMF
+4.69%
Winner
BREE
+81.32%

SDMF vs BREE - Annual Returns (2026 - 2026)

Returns include dividend reinvestment.

YearSDMFBREE
2026+1.43%+17.50%

SDMF vs BREE Drawdown Comparison

The maximum drawdown for SDMF was -6.23%, occurring on Mar 23, 2026. Recovery took 64 trading sessions.

The maximum drawdown for BREE was -7.97%, occurring on Jun 5, 2026. This drawdown has not yet recovered.

The current SDMF drawdown is -1.88%. The current BREE drawdown is -3.70%.

RankSDMFBREE
#1-6.23%
Feb 27, 2026 - Jun 1, 2026
-7.97%
Jun 2, 2026 - Jun 5, 2026
#2-2.40%
Jun 3, 2026 - Jun 5, 2026
-7.70%
Mar 10, 2026 - Apr 8, 2026
#3-0.23%
Feb 25, 2026 - Feb 27, 2026
-5.26%
May 11, 2026 - May 27, 2026
#4-0.03%
Feb 20, 2026 - Feb 24, 2026
-2.04%
Apr 17, 2026 - Apr 30, 2026
#5N/A-0.94%
May 6, 2026 - May 8, 2026
#6N/A-0.34%
Mar 5, 2026 - Mar 9, 2026
#7N/A-0.32%
Apr 14, 2026 - Apr 17, 2026
#8N/A-0.05%
Apr 8, 2026 - Apr 10, 2026

Correlation

Correlation between SDMF and BREE is 0.83 which considered as a strong positive correlation - the stocks tend to move together.

0.83
-101

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