SDMF vs PBSE
Comparison between SIMPLIFY DBI CTA MANAGED FUTURES INDEX ETF (SDMF, ETF) and PGIM S&P 500 BUFFER 20 ETF - SEPTEMBER (PBSE, ETF).
SDMF vs PBSE - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
SDMF
$26M
PBSE
$26M
Expense Ratio
Winner
SDMF
0.35%
PBSE
0.50%
Max Drawdown
Winner
SDMF
6.23%
PBSE
8.35%
Sharpe Ratio
SDMF
0.13
Winner
PBSE
1.74
5Y Beta
Winner
SDMF
0.08
PBSE
0.39
SDMF vs PBSE - Historical Returns
Returns include dividend reinvestment.
1M
SDMF
-0.46%
Winner
PBSE
+0.64%
3M
SDMF
+0.23%
Winner
PBSE
+4.66%
6M
SDMF
N/A
PBSE
+4.76%
1Y
SDMF
N/A
PBSE
+11.98%
Max(CAGR)
SDMF
+4.69%
Winner
PBSE
+10.16%
SDMF vs PBSE - Annual Returns (2024 - 2026)
Returns include dividend reinvestment.
| Year | SDMF | PBSE |
|---|---|---|
| 2026 | +1.43% | +4.16% |
| 2025 | N/A | +10.87% |
| 2024 | N/A | +5.75% |
SDMF vs PBSE Drawdown Comparison
The maximum drawdown for SDMF was -6.23%, occurring on Mar 23, 2026. Recovery took 64 trading sessions.
The maximum drawdown for PBSE was -8.35%, occurring on Apr 8, 2025. Recovery took 71 trading sessions.
The current SDMF drawdown is -1.88%. The current PBSE drawdown is -0.23%.
| Rank | SDMF | PBSE |
|---|---|---|
| #1 | -6.23% Feb 27, 2026 - Jun 1, 2026 | -8.35% Feb 19, 2025 - Jun 2, 2025 |
| #2 | -2.40% Jun 3, 2026 - Jun 5, 2026 | -3.15% Feb 25, 2026 - Apr 9, 2026 |
| #3 | -0.23% Feb 25, 2026 - Feb 27, 2026 | -1.77% Jul 16, 2024 - Aug 15, 2024 |
| #4 | -0.03% Feb 20, 2026 - Feb 24, 2026 | -1.71% Oct 27, 2025 - Nov 28, 2025 |
| #5 | N/A | -1.68% Aug 30, 2024 - Sep 13, 2024 |
| #6 | N/A | -1.18% Dec 11, 2024 - Jan 17, 2025 |
| #7 | N/A | -1.00% Oct 8, 2025 - Oct 20, 2025 |
| #8 | N/A | -0.97% Oct 18, 2024 - Nov 6, 2024 |
| #9 | N/A | -0.84% Feb 2, 2026 - Feb 25, 2026 |
| #10 | N/A | -0.81% Jan 12, 2026 - Jan 26, 2026 |
| #11 | N/A | -0.81% Jun 4, 2026 - Jun 10, 2026 |
| #12 | N/A | -0.81% Jul 28, 2025 - Aug 8, 2025 |
| #13 | N/A | -0.77% Nov 8, 2024 - Nov 25, 2024 |
| #14 | N/A | -0.65% Dec 11, 2025 - Dec 22, 2025 |
| #15 | N/A | -0.60% Jun 12, 2025 - Jun 23, 2025 |
Correlation
Correlation between SDMF and PBSE is 0.38 which considered as a weak positive correlation - the stocks show a slight tendency to move together.
0.38
-101
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