SDMF vs EYEG
Comparison between SIMPLIFY DBI CTA MANAGED FUTURES INDEX ETF (SDMF, ETF) and AB CORPORATE BOND ETF (EYEG, ETF).
SDMF vs EYEG - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
SDMF
$26M
Winner
EYEG
$27M
Expense Ratio
SDMF
0.35%
Winner
EYEG
0.30%
Max Drawdown
Winner
SDMF
6.23%
EYEG
7.58%
Sharpe Ratio
SDMF
0.13
Winner
EYEG
0.39
5Y Beta
Winner
SDMF
0.08
EYEG
0.10
SDMF vs EYEG - Historical Returns
Returns include dividend reinvestment.
1M
SDMF
-0.46%
Winner
EYEG
+0.62%
3M
SDMF
+0.23%
Winner
EYEG
+1.63%
6M
SDMF
N/A
EYEG
+1.02%
1Y
SDMF
N/A
EYEG
+4.95%
Max(CAGR)
SDMF
+4.69%
Winner
EYEG
+5.03%
SDMF vs EYEG - Annual Returns (2023 - 2026)
Returns include dividend reinvestment.
| Year | SDMF | EYEG |
|---|---|---|
| 2026 | +1.43% | +0.75% |
| 2025 | N/A | +7.48% |
| 2024 | N/A | +3.75% |
| 2023 | N/A | +1.41% |
SDMF vs EYEG Drawdown Comparison
The maximum drawdown for SDMF was -6.23%, occurring on Mar 23, 2026. Recovery took 64 trading sessions.
The maximum drawdown for EYEG was -4.66%, occurring on Jan 13, 2025. Recovery took 194 trading sessions.
The current SDMF drawdown is -1.88%. The current EYEG drawdown is -0.73%.
| Rank | SDMF | EYEG |
|---|---|---|
| #1 | -6.23% Feb 27, 2026 - Jun 1, 2026 | -4.66% Sep 16, 2024 - Jun 26, 2025 |
| #2 | -2.40% Jun 3, 2026 - Jun 5, 2026 | -3.26% Feb 1, 2024 - Jun 4, 2024 |
| #3 | -0.23% Feb 25, 2026 - Feb 27, 2026 | -2.84% Feb 17, 2026 - Mar 27, 2026 |
| #4 | -0.03% Feb 20, 2026 - Feb 24, 2026 | -2.01% Dec 27, 2023 - Feb 1, 2024 |
| #5 | N/A | -1.67% Oct 27, 2025 - Feb 13, 2026 |
| #6 | N/A | -1.43% Jun 14, 2024 - Jul 5, 2024 |
| #7 | N/A | -1.28% Aug 2, 2024 - Aug 14, 2024 |
| #8 | N/A | -1.17% Jul 2, 2025 - Jul 29, 2025 |
| #9 | N/A | -0.98% Jun 5, 2024 - Jun 13, 2024 |
| #10 | N/A | -0.93% Jul 16, 2024 - Jul 31, 2024 |
| #11 | N/A | -0.86% Sep 16, 2025 - Oct 14, 2025 |
| #12 | N/A | -0.61% Aug 23, 2024 - Sep 4, 2024 |
| #13 | N/A | -0.61% Aug 28, 2025 - Sep 4, 2025 |
| #14 | N/A | -0.53% Aug 13, 2025 - Aug 22, 2025 |
| #15 | N/A | -0.44% Aug 21, 2024 - Aug 23, 2024 |
Correlation
Correlation between SDMF and EYEG is 0.84 which considered as a strong positive correlation - the stocks tend to move together.
0.84
-101
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