SDMF vs YCL
Comparison between SIMPLIFY DBI CTA MANAGED FUTURES INDEX ETF (SDMF, ETF) and ProShares Ultra Yen 2x Shares (YCL, ETF).
SDMF vs YCL - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
SDMF
$31M
YCL
$31M
Expense Ratio
SDMF
0.35%
YCL
N/A
Max Drawdown
Winner
SDMF
6.23%
YCL
88.66%
Sharpe Ratio
Winner
SDMF
0.41
YCL
-1.63
5Y Beta
SDMF
0.16
Winner
YCL
-0.22
SDMF vs YCL - Historical Returns
Returns include dividend reinvestment.
1M
Winner
SDMF
+1.50%
YCL
-2.36%
3M
Winner
SDMF
+3.80%
YCL
-5.52%
6M
Winner
SDMF
+3.42%
YCL
-7.71%
1Y
SDMF
N/A
YCL
-22.43%
5Y(CAGR)
SDMF
N/A
YCL
-19.87%
10Y(CAGR)
SDMF
N/A
YCL
-13.01%
Max(CAGR)
Winner
SDMF
+8.43%
YCL
-10.06%
SDMF vs YCL - Annual Returns (2008 - 2026)
Returns include dividend reinvestment.
| Year | SDMF | YCL |
|---|---|---|
| 2026 | +3.42% | -9.79% |
| 2025 | N/A | -5.41% |
| 2024 | N/A | -25.24% |
| 2023 | N/A | -20.78% |
| 2022 | N/A | -26.59% |
| 2021 | N/A | -21.06% |
| 2020 | N/A | +6.95% |
| 2019 | N/A | -3.86% |
| 2018 | N/A | +0.17% |
| 2017 | N/A | +6.16% |
| 2016 | N/A | -0.15% |
| 2015 | N/A | -2.39% |
| 2014 | N/A | -25.04% |
| 2013 | N/A | -33.25% |
| 2012 | N/A | -23.05% |
| 2011 | N/A | +10.04% |
| 2010 | N/A | +26.13% |
| 2009 | N/A | -3.91% |
| 2008 | N/A | +3.15% |
SDMF vs YCL Drawdown Comparison
The maximum drawdown for SDMF was -6.23%, occurring on Mar 23, 2026. Recovery took 64 trading sessions.
The maximum drawdown for YCL was -88.66%, occurring on Jul 21, 2026. This drawdown has not yet recovered.
The current YCL drawdown is -88.66%.
| Rank | SDMF | YCL |
|---|---|---|
| #1 | -6.23% Feb 27, 2026 - Jun 1, 2026 | -88.66% Oct 28, 2011 - Jul 21, 2026 |
| #2 | -3.51% Jun 3, 2026 - Jul 21, 2026 | -26.40% Dec 17, 2008 - Aug 24, 2010 |
| #3 | -0.23% Feb 25, 2026 - Feb 27, 2026 | -14.37% Mar 17, 2011 - Jul 20, 2011 |
| #4 | -0.03% Feb 20, 2026 - Feb 24, 2026 | -8.82% Oct 29, 2010 - Mar 16, 2011 |
| #5 | N/A | -6.34% Sep 14, 2010 - Oct 6, 2010 |
| #6 | N/A | -5.53% Jul 29, 2011 - Aug 9, 2011 |
| #7 | N/A | -3.14% Aug 17, 2011 - Sep 20, 2011 |
| #8 | N/A | -3.10% Sep 22, 2011 - Oct 24, 2011 |
| #9 | N/A | -2.96% Aug 24, 2010 - Aug 31, 2010 |
| #10 | N/A | -2.18% Oct 25, 2010 - Oct 29, 2010 |
| #11 | N/A | -1.16% Sep 7, 2010 - Sep 13, 2010 |
| #12 | N/A | -1.14% Aug 31, 2010 - Sep 7, 2010 |
| #13 | N/A | -1.08% Dec 9, 2008 - Dec 11, 2008 |
| #14 | N/A | -0.79% Oct 18, 2010 - Oct 25, 2010 |
| #15 | N/A | -0.76% Oct 25, 2011 - Oct 27, 2011 |
Correlation
Correlation between SDMF and YCL is -0.21 which considered as a very weak or no correlation - the stocks move independently of each other.
-0.21
-101
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