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
$13M
Winner
SPY
$735B
Expense Ratio
SDMF
0.35%
Winner
SPY
0.09%
Max Drawdown
Winner
SDMF
6.23%
SPY
56.47%
Sharpe Ratio
SDMF
0.02
Winner
SPY
1.62
5Y Beta
Winner
SDMF
0.09
SPY
1.00
P/E Ratio
SDMF
N/A
SPY
28.99
Forward P/E
SDMF
N/A
SPY
22.37
5Y Dividends CAGR
SDMF
N/A
SPY
5.43%
5Y EPS CAGR
SDMF
N/A
SPY
26.05%
Debt to Equity
SDMF
N/A
SPY
32.40%
P/S Ratio
SDMF
N/A
SPY
3.74
P/B Ratio
SDMF
N/A
SPY
5.61
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 52.37%.
| Rank | SDMF | SPY |
|---|---|---|
| #1 | EURO FX FUTURE JUNE 26 (n/a) - 115.65% | NVIDIA CORP (NVDA) - 8.10% |
| #2 | S&P 500 E-MINI (n/a) - 49.16% | APPLE INC (AAPL) - 7.02% |
| #3 | TRSSG0018 (n/a) - 48.18% | MICROSOFT CORP (MSFT) - 4.79% |
| #4 | TRSSG0017 (n/a) - 47.74% | AMAZON.COM INC (AMZN) - 4.02% |
| #5 | MSCI EMERGING MARKETS (EM) INDEX FUTURES (n/a) - 39.54% | ALPHABET INC CLASS A (GOOGL) - 3.51% |
| #6 | CRUDE OIL FUTURE JULY 26 (n/a) - 31.39% | BROADCOM INC (AVGO) - 3.10% |
| #7 | TRSSG0015 (n/a) - 27.59% | ALPHABET INC CLASS C (GOOG) - 2.79% |
| #8 | TRSSG0016 (n/a) - 25.62% | META PLATFORMS INC CLASS A (META) - 2.08% |
| #9 | TRSSG0002 (n/a) - 22.22% | TESLA INC (TSLA) - 1.89% |
| #10 | TRSSG0010 (n/a) - 22.04% | MICRON TECHNOLOGY INC (MU) - 1.56% |
| #11 | TRSSG0011 (n/a) - 21.74% | BERKSHIRE HATHAWAY INC CLASS B (BRK-B) - 1.37% |
| #12 | TRSSG0012 (n/a) - 21.08% | ELI LILLY AND CO (LLY) - 1.31% |
| #13 | TRSSG0009 (n/a) - 20.27% | JPMORGAN CHASE & CO (JPM) - 1.28% |
| #14 | TRSSG0001 (n/a) - 19.99% | ADVANCED MICRO DEVICES INC (AMD) - 1.27% |
| #15 | TRSSG0020 (n/a) - 19.90% | EXXON MOBIL CORP (XOM) - 0.97% |
| #16 | TRSSG0003 (n/a) - 16.79% | INTEL CORP (INTC) - 0.90% |
| #17 | TRSSG0007 (n/a) - 16.01% | JOHNSON & JOHNSON (JNJ) - 0.86% |
| #18 | TRSSG0008 (n/a) - 15.94% | VISA INC CLASS A (V) - 0.85% |
| #19 | TRSSG0019 (n/a) - 15.16% | WALMART INC (WMT) - 0.81% |
| #20 | TRSSG0004 (n/a) - 14.62% | CISCO SYSTEMS INC (CSCO) - 0.72% |
| #21 | TRSSG0013 (n/a) - 11.81% | COSTCO WHOLESALE CORP (COST) - 0.69% |
| #22 | TRSSG0006 (n/a) - 10.52% | CATERPILLAR INC (CAT) - 0.66% |
| #23 | TRSSG0005 (n/a) - 10.50% | MASTERCARD INC CLASS A (MA) - 0.62% |
| #24 | TRSSG0014 (n/a) - 10.21% | LAM RESEARCH CORP (LRCX) - 0.62% |
| #25 | CASH (n/a) - 0.87% | ABBVIE INC (ABBV) - 0.58% |
| Total Holdings | 48 | 505 |
SDMF vs SPY - Historical Returns
Returns include dividend reinvestment.
1M
SDMF
-0.30%
Winner
SPY
+1.90%
3M
SDMF
+1.95%
Winner
SPY
+8.55%
6M
SDMF
N/A
SPY
+8.18%
1Y
SDMF
N/A
SPY
+25.79%
5Y(CAGR)
SDMF
N/A
SPY
+13.32%
10Y(CAGR)
SDMF
N/A
SPY
+15.19%
Max(CAGR)
SDMF
+3.12%
Winner
SPY
+8.47%
SDMF vs SPY - Annual Returns (1999 - 2026)
Returns include dividend reinvestment.
| Year | SDMF | SPY |
|---|---|---|
| 2026 | +0.89% | +8.26% |
| 2025 | N/A | +18.00% |
| 2024 | N/A | +25.59% |
| 2023 | N/A | +26.72% |
| 2022 | N/A | -18.64% |
| 2021 | N/A | +30.52% |
| 2020 | N/A | +17.28% |
| 2019 | N/A | +31.09% |
| 2018 | N/A | -5.24% |
| 2017 | N/A | +20.78% |
| 2016 | N/A | +13.59% |
| 2015 | N/A | +1.31% |
| 2014 | N/A | +14.56% |
| 2013 | N/A | +29.00% |
| 2012 | N/A | +14.17% |
| 2011 | N/A | +0.85% |
| 2010 | N/A | +13.14% |
| 2009 | N/A | +22.67% |
| 2008 | N/A | -36.25% |
| 2007 | N/A | +5.32% |
| 2006 | N/A | +13.85% |
| 2005 | N/A | +5.32% |
| 2004 | N/A | +10.75% |
| 2003 | N/A | +24.18% |
| 2002 | N/A | -22.42% |
| 2001 | N/A | -10.13% |
| 2000 | N/A | -8.84% |
| 1999 | N/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 SDMF drawdown is -2.40%. The current SPY drawdown is -2.90%.
| Rank | SDMF | SPY |
|---|---|---|
| #1 | -6.23% Feb 27, 2026 - Jun 1, 2026 | -55.20% Oct 9, 2007 - Aug 16, 2012 |
| #2 | -2.40% Jun 3, 2026 - Jun 5, 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 |
| #5 | N/A | -19.34% Sep 20, 2018 - Apr 12, 2019 |
| #6 | N/A | -18.76% Feb 19, 2025 - Jun 26, 2025 |
| #7 | N/A | -13.02% Jul 20, 2015 - Apr 18, 2016 |
| #8 | N/A | -10.10% Jan 26, 2018 - Aug 6, 2018 |
| #9 | N/A | -9.44% Sep 2, 2020 - Nov 11, 2020 |
| #10 | N/A | -9.30% Jan 19, 2000 - Mar 17, 2000 |
| #11 | N/A | -9.05% Jul 19, 2007 - Oct 5, 2007 |
| #12 | N/A | -8.88% Jan 27, 2026 - Apr 14, 2026 |
| #13 | N/A | -8.41% Jul 16, 2024 - Sep 19, 2024 |
| #14 | N/A | -7.35% Sep 14, 2012 - Jan 2, 2013 |
| #15 | N/A | -7.27% Sep 18, 2014 - Oct 31, 2014 |
Correlation
Correlation between SDMF and SPY is 0.44 which considered as a weak positive correlation - the stocks show a slight tendency to move together.
0.44
-101
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