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SDMF vs SPY

Comparison between SIMPLIFY DBI CTA MANAGED FUTURES INDEX ETF (SDMF, ETF) and SPDR S&P 500 ETF Trust (SPY, ETF).

SDMF vs SPY - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
SDMF
$31M
Winner
SPY
$781B
Expense Ratio
SDMF
0.35%
Winner
SPY
0.09%
Max Drawdown
Winner
SDMF
6.23%
SPY
56.47%
Sharpe Ratio
SDMF
0.47
Winner
SPY
1.12
5Y Beta
Winner
SDMF
0.15
SPY
1.00
P/E Ratio
SDMF
N/A
SPY
28.53
Forward P/E
SDMF
N/A
SPY
21.47
5Y Dividends CAGR
SDMF
N/A
SPY
6.00%
5Y EPS CAGR
SDMF
N/A
SPY
25.58%
Debt to Equity
SDMF
N/A
SPY
32.09%
P/S Ratio
SDMF
N/A
SPY
3.75
P/B Ratio
SDMF
N/A
SPY
5.64

SDMF vs SPY - Holdings Comparison

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

SDMF's top 25 holdings weight is 654.54%. SPY's top 25 holdings weight is 51.74%.

RankSDMFSPY
#1
EURO FX FUTURE JUNE 26 (n/a) - 115.65%
NVIDIA CORP (NVDA) - 7.89%
#2
S&P 500 E-MINI (n/a) - 49.16%
APPLE INC (AAPL) - 7.37%
#3
TRSSG0018 (n/a) - 48.18%
MICROSOFT CORP (MSFT) - 4.50%
#4
TRSSG0017 (n/a) - 47.74%
AMAZON.COM INC (AMZN) - 3.82%
#5
MSCI EMERGING MARKETS (EM) INDEX FUTURES (n/a) - 39.54%
ALPHABET INC CLASS A (GOOGL) - 3.33%
#6
CRUDE OIL FUTURE JULY 26 (n/a) - 31.39%
BROADCOM INC (AVGO) - 2.86%
#7
TRSSG0015 (n/a) - 27.59%
ALPHABET INC CLASS C (GOOG) - 2.68%
#8
TRSSG0016 (n/a) - 25.62%
META PLATFORMS INC CLASS A (META) - 2.29%
#9
TRSSG0002 (n/a) - 22.22%
TESLA INC (TSLA) - 1.70%
#10
TRSSG0010 (n/a) - 22.04%
MICRON TECHNOLOGY INC (MU) - 1.56%
#11
TRSSG0011 (n/a) - 21.74%
JPMORGAN CHASE & CO (JPM) - 1.42%
#12
TRSSG0012 (n/a) - 21.08%
ELI LILLY AND CO (LLY) - 1.40%
#13
TRSSG0009 (n/a) - 20.27%
BERKSHIRE HATHAWAY INC CLASS B (BRK-B) - 1.37%
#14
TRSSG0001 (n/a) - 19.99%
ADVANCED MICRO DEVICES INC (AMD) - 1.32%
#15
TRSSG0020 (n/a) - 19.90%
EXXONMOBIL HOLDINGS CORP (XOM) - 0.92%
#16
TRSSG0003 (n/a) - 16.79%
JOHNSON & JOHNSON (JNJ) - 0.91%
#17
TRSSG0007 (n/a) - 16.01%
VISA INC CLASS A (V) - 0.90%
#18
TRSSG0008 (n/a) - 15.94%
WALMART INC (WMT) - 0.76%
#19
TRSSG0019 (n/a) - 15.16%
INTEL CORP (INTC) - 0.75%
#20
TRSSG0004 (n/a) - 14.62%
APPLIED MATERIALS INC (AMAT) - 0.70%
#21
TRSSG0013 (n/a) - 11.81%
CISCO SYSTEMS INC (CSCO) - 0.68%
#22
TRSSG0006 (n/a) - 10.52%
MASTERCARD INC CLASS A (MA) - 0.66%
#23
TRSSG0005 (n/a) - 10.50%
ABBVIE INC (ABBV) - 0.66%
#24
TRSSG0014 (n/a) - 10.21%
CATERPILLAR INC (CAT) - 0.65%
#25
CASH (n/a) - 0.87%
LAM RESEARCH CORP (LRCX) - 0.64%
Total Holdings48505

SDMF vs SPY - Historical Returns

Returns include dividend reinvestment.

1M
Winner
SDMF
+3.22%
SPY
+0.63%
3M
SDMF
+3.70%
Winner
SPY
+4.46%
6M
SDMF
+3.80%
Winner
SPY
+7.67%
1Y
SDMF
N/A
SPY
+17.68%
5Y(CAGR)
SDMF
N/A
SPY
+12.42%
10Y(CAGR)
SDMF
N/A
SPY
+14.84%
Max(CAGR)
Winner
SDMF
+9.25%
SPY
+8.44%

SDMF vs SPY - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

YearSDMFSPY
2026+3.80%+8.63%
2025N/A+18.00%
2024N/A+25.59%
2023N/A+26.72%
2022N/A-18.64%
2021N/A+30.52%
2020N/A+17.28%
2019N/A+31.09%
2018N/A-5.24%
2017N/A+20.78%
2016N/A+13.59%
2015N/A+1.31%
2014N/A+14.56%
2013N/A+29.00%
2012N/A+14.17%
2011N/A+0.85%
2010N/A+13.14%
2009N/A+22.67%
2008N/A-36.25%
2007N/A+5.32%
2006N/A+13.85%
2005N/A+5.32%
2004N/A+10.75%
2003N/A+24.18%
2002N/A-22.42%
2001N/A-10.13%
2000N/A-8.84%
1999N/A+8.61%

SDMF vs SPY Drawdown Comparison

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

The maximum drawdown for SPY was -55.20%, occurring on Mar 9, 2009. Recovery took 1224 trading sessions.

The current SPY drawdown is -2.57%.

RankSDMFSPY
#1-6.23%
Feb 27, 2026 - Jun 1, 2026		-55.20%
Oct 9, 2007 - Aug 16, 2012
#2-3.51%
Jun 3, 2026 - Jul 21, 2026		-47.50%
Mar 24, 2000 - Oct 26, 2006
#3-0.23%
Feb 25, 2026 - Feb 27, 2026		-33.70%
Feb 19, 2020 - Aug 10, 2020
#4-0.03%
Feb 20, 2026 - Feb 24, 2026		-24.50%
Jan 3, 2022 - Dec 13, 2023
#5N/A-19.34%
Sep 20, 2018 - Apr 12, 2019
#6N/A-18.76%
Feb 19, 2025 - Jun 26, 2025
#7N/A-13.02%
Jul 20, 2015 - Apr 18, 2016
#8N/A-10.10%
Jan 26, 2018 - Aug 6, 2018
#9N/A-9.44%
Sep 2, 2020 - Nov 11, 2020
#10N/A-9.30%
Jan 19, 2000 - Mar 17, 2000
#11N/A-9.05%
Jul 19, 2007 - Oct 5, 2007
#12N/A-8.88%
Jan 27, 2026 - Apr 14, 2026
#13N/A-8.41%
Jul 16, 2024 - Sep 19, 2024
#14N/A-7.35%
Sep 14, 2012 - Jan 2, 2013
#15N/A-7.27%
Sep 18, 2014 - Oct 31, 2014

Correlation

Correlation between SDMF and SPY is 0.60 which considered as a moderate positive correlation - the stocks show some tendency to move together.

0.60
-101

Dividend Comparison (1999 - 2026)

SDMF vs SPY dividend yield comparison.

YearSDMFSPY
20260.38%0.50%
20250.00%1.07%
20240.00%1.21%
20230.00%1.40%
20220.00%1.65%
20210.00%1.20%
20200.00%1.52%
20190.00%1.75%
20180.00%2.04%
20170.00%1.80%
20160.00%2.03%
20150.00%2.06%
20140.00%1.87%
20130.00%1.81%
20120.00%2.18%
20110.00%2.05%
20100.00%1.80%
20090.00%1.95%
20080.00%3.02%
20070.00%1.85%
20060.00%1.73%
20050.00%1.73%
20040.00%1.82%
20030.00%1.47%
20020.00%1.70%
20010.00%1.25%
20000.00%1.15%
19990.00%0.24%

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