SDMF vs SEPM
Comparison between SIMPLIFY DBI CTA MANAGED FUTURES INDEX ETF (SDMF, ETF) and FT VEST U.S. EQUITY MAX BUFFER ETF - SEPTEMBER (SEPM, ETF).
SDMF vs SEPM - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
SDMF
$31M
SEPM
$31M
Expense Ratio
Winner
SDMF
0.35%
SEPM
0.85%
Max Drawdown
SDMF
6.23%
Winner
SEPM
3.88%
Sharpe Ratio
SDMF
0.41
Winner
SEPM
1.02
5Y Beta
Winner
SDMF
0.16
SEPM
0.19
SDMF vs SEPM - Historical Returns
Returns include dividend reinvestment.
1M
Winner
SDMF
+1.50%
SEPM
+0.50%
3M
Winner
SDMF
+3.80%
SEPM
+2.05%
6M
Winner
SDMF
+3.42%
SEPM
+3.40%
1Y
SDMF
N/A
SEPM
+6.48%
Max(CAGR)
Winner
SDMF
+8.43%
SEPM
+6.08%
SDMF vs SEPM - Annual Returns (2024 - 2026)
Returns include dividend reinvestment.
| Year | SDMF | SEPM |
|---|---|---|
| 2026 | +3.42% | +3.55% |
| 2025 | N/A | +6.52% |
| 2024 | N/A | +0.82% |
SDMF vs SEPM Drawdown Comparison
The maximum drawdown for SDMF was -6.23%, occurring on Mar 23, 2026. Recovery took 64 trading sessions.
The maximum drawdown for SEPM was -3.88%, occurring on Apr 8, 2025. Recovery took 59 trading sessions.
The current SEPM drawdown is -0.02%.
| Rank | SDMF | SEPM |
|---|---|---|
| #1 | -6.23% Feb 27, 2026 - Jun 1, 2026 | -3.88% Feb 19, 2025 - May 14, 2025 |
| #2 | -3.51% Jun 3, 2026 - Jul 21, 2026 | -1.82% Feb 25, 2026 - Apr 9, 2026 |
| #3 | -0.23% Feb 25, 2026 - Feb 27, 2026 | -1.07% Oct 28, 2025 - Dec 3, 2025 |
| #4 | -0.03% Feb 20, 2026 - Feb 24, 2026 | -0.68% Dec 4, 2024 - Jan 15, 2025 |
| #5 | N/A | -0.62% May 19, 2025 - Jun 2, 2025 |
| #6 | N/A | -0.56% Oct 8, 2025 - Oct 20, 2025 |
| #7 | N/A | -0.55% Jan 28, 2026 - Feb 9, 2026 |
| #8 | N/A | -0.54% Jan 9, 2026 - Jan 27, 2026 |
| #9 | N/A | -0.52% Jun 2, 2026 - Jun 15, 2026 |
| #10 | N/A | -0.50% Oct 18, 2024 - Nov 6, 2024 |
| #11 | N/A | -0.40% Dec 11, 2025 - Dec 19, 2025 |
| #12 | N/A | -0.40% Nov 8, 2024 - Nov 22, 2024 |
| #13 | N/A | -0.39% Feb 9, 2026 - Feb 25, 2026 |
| #14 | N/A | -0.39% Jun 16, 2026 - Jun 30, 2026 |
| #15 | N/A | -0.37% Jul 28, 2025 - Aug 6, 2025 |
Correlation
Correlation between SDMF and SEPM is 0.61 which considered as a moderate positive correlation - the stocks show some tendency to move together.
0.61
-101
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