SDMF vs CPSY

Comparison between SIMPLIFY DBI CTA MANAGED FUTURES INDEX ETF (SDMF, ETF) and Calamos S&P 500 Structured Alt Protection ETF January (CPSY, ETF).

SDMF vs CPSY - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	SDMF(ETF)	CPSY(ETF)
Net Assets	$26M	$26M
Expense Ratio	0.35%	0.69%
Max Drawdown	6.23%	3.01%
Sharpe Ratio	0.13	1.57
5Y Beta	0.08	0.15

Net Assets

SDMF

$26M

CPSY

$26M

Expense Ratio

Winner

SDMF

0.35%

CPSY

0.69%

Max Drawdown

SDMF

6.23%

Winner

CPSY

3.01%

Sharpe Ratio

SDMF

0.13

Winner

CPSY

1.57

5Y Beta

Winner

SDMF

0.08

CPSY

0.15

SDMF vs CPSY - Historical Returns

Returns include dividend reinvestment.

Period	SDMF	CPSY
1 month	-0.46%	+0.29%
3 months	+0.23%	+2.09%
6 months	N/A	+2.50%
1 year	N/A	+7.01%
Max(CAGR)	+4.69%	+6.27%

SDMF

-0.46%

Winner

CPSY

+0.29%

SDMF

+0.23%

Winner

CPSY

+2.09%

SDMF

N/A

CPSY

+2.50%

SDMF

N/A

CPSY

+7.01%

Max(CAGR)

SDMF

+4.69%

Winner

CPSY

+6.27%

SDMF vs CPSY - Annual Returns (2025 - 2026)

Returns include dividend reinvestment.

Year	SDMF	CPSY
2026	+1.43%	+1.99%
2025	N/A	+6.83%

SDMF vs CPSY Drawdown Comparison

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

The maximum drawdown for CPSY was -3.01%, occurring on Apr 8, 2025. Recovery took 62 trading sessions.

The current SDMF drawdown is -1.88%. The current CPSY drawdown is -0.19%.

Rank	SDMF	CPSY
#1	-6.23% Feb 27, 2026 - Jun 1, 2026	-3.01% Feb 14, 2025 - May 15, 2025
#2	-2.40% Jun 3, 2026 - Jun 5, 2026	-1.35% Feb 10, 2026 - Apr 13, 2026
#3	-0.23% Feb 25, 2026 - Feb 27, 2026	-0.56% Nov 11, 2025 - Nov 25, 2025
#4	-0.03% Feb 20, 2026 - Feb 24, 2026	-0.53% May 19, 2025 - Jun 2, 2025
#5	N/A	-0.47% Jun 4, 2026 - Jun 10, 2026
#6	N/A	-0.40% Oct 9, 2025 - Oct 20, 2025
#7	N/A	-0.39% Jul 25, 2025 - Aug 8, 2025
#8	N/A	-0.38% Jan 8, 2025 - Jan 15, 2025
#9	N/A	-0.38% Jan 21, 2025 - Feb 13, 2025
#10	N/A	-0.30% Jan 27, 2026 - Feb 9, 2026
#11	N/A	-0.30% Jan 9, 2026 - Jan 27, 2026
#12	N/A	-0.29% Jun 12, 2025 - Jun 16, 2025
#13	N/A	-0.24% Dec 15, 2025 - Dec 23, 2025
#14	N/A	-0.24% Jun 16, 2025 - Jun 23, 2025
#15	N/A	-0.23% Jul 3, 2025 - Jul 11, 2025