SEPM vs SDMF
Comparison between FT VEST U.S. EQUITY MAX BUFFER ETF - SEPTEMBER (SEPM, ETF) and SIMPLIFY DBI CTA MANAGED FUTURES INDEX ETF (SDMF, ETF).
SEPM vs SDMF - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
SEPM
$31M
SDMF
$31M
Expense Ratio
SEPM
0.85%
Winner
SDMF
0.35%
Max Drawdown
Winner
SEPM
3.88%
SDMF
6.23%
Sharpe Ratio
Winner
SEPM
0.90
SDMF
0.47
5Y Beta
SEPM
0.19
Winner
SDMF
0.15
SEPM vs SDMF - Historical Returns
Returns include dividend reinvestment.
1M
SEPM
+0.51%
Winner
SDMF
+3.22%
3M
SEPM
+1.72%
Winner
SDMF
+3.70%
6M
SEPM
+3.02%
Winner
SDMF
+3.80%
1Y
SEPM
+6.08%
SDMF
N/A
Max(CAGR)
SEPM
+5.94%
Winner
SDMF
+9.25%
SEPM vs SDMF - Annual Returns (2024 - 2026)
Returns include dividend reinvestment.
| Year | SEPM | SDMF |
|---|---|---|
| 2026 | +3.35% | +3.80% |
| 2025 | +6.52% | N/A |
| 2024 | +0.82% | N/A |
SEPM vs SDMF Drawdown Comparison
The maximum drawdown for SEPM was -3.88%, occurring on Apr 8, 2025. Recovery took 59 trading sessions.
The maximum drawdown for SDMF was -6.23%, occurring on Mar 23, 2026. Recovery took 64 trading sessions.
The current SEPM drawdown is -0.25%.
| Rank | SEPM | SDMF |
|---|---|---|
| #1 | -3.88% Feb 19, 2025 - May 14, 2025 | -6.23% Feb 27, 2026 - Jun 1, 2026 |
| #2 | -1.82% Feb 25, 2026 - Apr 9, 2026 | -3.51% Jun 3, 2026 - Jul 21, 2026 |
| #3 | -1.07% Oct 28, 2025 - Dec 3, 2025 | -0.23% Feb 25, 2026 - Feb 27, 2026 |
| #4 | -0.68% Dec 4, 2024 - Jan 15, 2025 | -0.03% Feb 20, 2026 - Feb 24, 2026 |
| #5 | -0.62% May 19, 2025 - Jun 2, 2025 | N/A |
| #6 | -0.56% Oct 8, 2025 - Oct 20, 2025 | N/A |
| #7 | -0.55% Jan 28, 2026 - Feb 9, 2026 | N/A |
| #8 | -0.54% Jan 9, 2026 - Jan 27, 2026 | N/A |
| #9 | -0.52% Jun 2, 2026 - Jun 15, 2026 | N/A |
| #10 | -0.50% Oct 18, 2024 - Nov 6, 2024 | N/A |
| #11 | -0.40% Dec 11, 2025 - Dec 19, 2025 | N/A |
| #12 | -0.40% Nov 8, 2024 - Nov 22, 2024 | N/A |
| #13 | -0.39% Feb 9, 2026 - Feb 25, 2026 | N/A |
| #14 | -0.39% Jun 16, 2026 - Jun 30, 2026 | N/A |
| #15 | -0.37% Jul 28, 2025 - Aug 6, 2025 | N/A |
Correlation
Correlation between SEPM and SDMF 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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