TLTI vs SDMF
Comparison between NEOS ENHANCED INCOME 20+ YEAR TREASURY BOND ETF (TLTI, ETF) and SIMPLIFY DBI CTA MANAGED FUTURES INDEX ETF (SDMF, ETF).
TLTI vs SDMF - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
TLTI
$13M
SDMF
$13M
Expense Ratio
TLTI
0.58%
Winner
SDMF
0.35%
Max Drawdown
TLTI
11.33%
Winner
SDMF
6.23%
Sharpe Ratio
Winner
TLTI
0.12
SDMF
0.02
5Y Beta
TLTI
0.14
Winner
SDMF
0.09
TLTI vs SDMF - Historical Returns
Returns include dividend reinvestment.
1M
Winner
TLTI
-0.11%
SDMF
-0.30%
3M
TLTI
-2.46%
Winner
SDMF
+1.95%
6M
TLTI
-0.43%
SDMF
N/A
1Y
TLTI
+4.41%
SDMF
N/A
Max(CAGR)
TLTI
-0.11%
Winner
SDMF
+3.12%
TLTI vs SDMF - Annual Returns (2024 - 2026)
Returns include dividend reinvestment.
| Year | TLTI | SDMF |
|---|---|---|
| 2026 | +0.41% | +0.89% |
| 2025 | +4.43% | N/A |
| 2024 | -4.61% | N/A |
TLTI vs SDMF Drawdown Comparison
The maximum drawdown for TLTI was -8.69%, occurring on May 21, 2025. Recovery took 130 trading sessions.
The maximum drawdown for SDMF was -6.23%, occurring on Mar 23, 2026. Recovery took 64 trading sessions.
The current TLTI drawdown is -4.17%. The current SDMF drawdown is -2.40%.
| Rank | TLTI | SDMF |
|---|---|---|
| #1 | -8.69% Apr 4, 2025 - Oct 10, 2025 | -6.23% Feb 27, 2026 - Jun 1, 2026 |
| #2 | -7.02% Dec 11, 2024 - Feb 26, 2025 | -2.40% Jun 3, 2026 - Jun 5, 2026 |
| #3 | -6.59% Feb 27, 2026 - May 19, 2026 | -0.23% Feb 25, 2026 - Feb 27, 2026 |
| #4 | -4.53% Oct 22, 2025 - Feb 26, 2026 | -0.03% Feb 20, 2026 - Feb 24, 2026 |
| #5 | -4.07% Mar 3, 2025 - Apr 4, 2025 | N/A |
| #6 | -0.96% Feb 26, 2025 - Feb 28, 2025 | N/A |
| #7 | -0.14% Oct 14, 2025 - Oct 16, 2025 | N/A |
| #8 | -0.07% Oct 16, 2025 - Oct 20, 2025 | N/A |
Correlation
Correlation between TLTI and SDMF is 0.54 which considered as a moderate positive correlation - the stocks show some tendency to move together.
0.54
-101
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