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Launched · SEC filings

Simplify DBi CTA Managed Futures Index ETF

SDMFNYSE ArcaB

$27.63−0.12 (−0.41%)

As of Oct 13, 2026, 3:43 PM

B58/ 100

Rank 6 of 23 in Broad Commodity Futures

B58/100Rank 6 of 23inBroad Commodity Futures
Intraday session: down, 12 prints from 27.74 to 27.63. Range 27.52 to 27.75. Use the arrow keys to read each point.27.5527.6027.7010 AM12 PM2 PM4 PM
Expense ratio
0.35%
Fund size
$52M
1Y total return
—
Yield · Last 12 months
Data unavailable
Holdings
25
Avg volume · 30D
0M sh
NAV per share
$27.60
52W range
low $24.44high $28.47
Launched
Filings
SEC EDGAR

The ETF.net SDMF Grade

Based on 5 of 6 pillars

B

Score 58 out of 100

Category
Broad Commodity Futures⁠
Rank
6 of 23
Six-pillar profile for SDMF. Scores out of 100: Cost 82, Risk 73, Mission not scored, Tradability 31, Holdings 20, Durability 31. Strongest: Cost (82). Weakest: Holdings (20). Based on 5 of 6 pillars.

Score 58 of 100 falls in the B band. A is 70 or higher, B 55 to under 70, C 40 to under 55, D 25 to under 40, F under 25.

  • Cost

    The fund’s net expense ratio, ranked against its category.
    A82 out of 100
    Rank 5 of 23

  • Mission

    Whether the fund did what it promised, tested against its stated mandate.
    Not scored

  • Risk

    How the fund held up when markets fell: downside volatility, drawdowns and tail loss.
    A73 out of 100
    Rank 5 of 23

  • Tradability

    How easy the fund is to trade: daily volume, and how far its price strays from net asset value.
    D31 out of 100
    Rank 18 of 23

  • Holdings

    How concentrated the fund is, and how complete and current its disclosed holdings are.
    F20 out of 100
    Rank 14 of 15

  • Durability

    Whether the fund is likely to stay open, judged by its age, its assets and its issuer’s assets.
    D31 out of 100
    Rank 21 of 23

Our read on SDMF

ETF.net Research

BManaged futures without the hedge fund bill. SDMF tracks an index built to replicate what CTA trend funds are actually doing, using a short list of liquid futures markets, for 0.35% a year.

Stated mandate

The Fund seeks long-term capital appreciation.

Why people hold it

  1. 01Charges 0.35%, roughly half the typical fee among futures-strategy funds in its group. Cheap shelf space for a strategy that usually arrives with hedge fund pricing.
  2. 02Rules over hunches: it follows the DBi CTA Managed Futures Index and its advertised 10-factor replication approach, not a trader's discretion.simplify.us
  3. 03Its cohort is mostly long-only commodity baskets (BCI, CMDY). This one is a managed futures strategy, which can lean either direction across futures markets.
  4. 04Ordinary 1940 Act ETF plumbing: daily pricing, intraday trading, no lockup or subscription paperwork.

Worth knowing

  1. 01Launched in 2026, so there is no long record here and the risk picture rests on limited history.
  2. 02A small fund that has traded lightly since launch, so spreads can run wider than the big commodity index names in its category.
  3. 03The stated goal is long-term capital appreciation, and payouts come once or twice a year at most. Not built as an income stream.

SDMF Holdings

As of Oct 13, 2026
Asset class
Other
Holdings
25
Top-10 weight
350%
Largest holding
US Treasury Note, 2yr94.5%

Sectors

  • Technology39.4%
  • Financials13.8%
  • Consumer Discretionary9.0%
  • Communication8.7%
  • Health Care7.8%
  • Industrials7.4%
  • Consumer Staples4.0%
  • Energy3.5%
  • Materials2.7%
  • Utilities1.9%
  • Real Estate1.6%
The fund’s holdings, weight-ordered — page 1 of 2.
#TickerCompanyWeight %SharesMarket valueIn ETFs
001—US Treasury Note, 2yr94.52%-260$-53M1
002—US Treasury Note78.54%-421$-44M1
003—EUR/USD Future Active Contract65.59%-263$-37M1
004—US Treasury Bond Future20.45%-111$-11M1
005—Trs Dbmfc 080927 Bullet16.44%-9,218,374$-9M1
006—Trs Dbmfc 110827 Bullet16.31%-9,141,570$-9M1
007—Trs Dbmfnc 060427 Bullet16.26%-9,113,682$-9M1
008—Trs Dbmfnc 110827 Bullet14.47%-8,114,247$-8M1
009—Trs Dbmfnc 080927 Bullet14.28%-8,007,171$-8M1
010—Trs Dbmfc 060427 Bullet13.25%-7,430,902$-7M1
011—Trs Dbmfnc 051427 Bullet11.49%-6,440,042$-6M1
012—Trs Dbmfc 051427 Bullet11.33%-6,351,325$-6M1
013—Trs Dbmfnc 043027 Bullet9.20%-5,160,122$-5M1
014—Trs Dbmfc 043027 Bullet8.68%-4,868,350$-5M1
015—MSCI EAFE Index Futures8.05%-29$-5M1

Showing 1–15 of 25 holdings

SDMF Performance

Launched Feb 17, 2026

Shows how $10,000 changes over the selected period, with cash distributions reinvested at the closing price on each ex-dividend date.

Not enough history yet.Not enough history yet.Not enough history yet.Not enough history yet.Not enough history yet.
SDMF$10,854
SPY tracks large US stocks. It provides market context, rather than representing this fund’s strategy, asset class or investment benchmark.$10,332
Jul 10, 2026 to Oct 12, 2026. SDMF $10,854. SPY $10,332. Use the arrow keys to read each point.$9,567$10,258$10,949Jul 2026Aug 2026Oct 2026

Jul 10, 2026 – Oct 12, 2026

Returns run to the Oct 12, 2026 close, with cash distributions reinvested. Each period starts on the same date that many months or years earlier. Periods over one year show the average yearly return.

Trailing total return for SDMF. Periods over one year show the average yearly return.
PeriodSDMF
Year to dateFund launched this year—
1 month+5.0%
3 months+8.5%
1 yearFund is under 1 year old—
3 yearsFund is under 3 years oldper year—
5 yearsFund is under 5 years oldper year—
10 yearsFund is under 10 years oldper year—

As of the close, with distributions reinvested.

Calendar-year total return with cash distributions hypothetically reinvested at the ex-dividend date’s closing price. The current year shows year to date.

Annual total returns for SDMF
YearReturn barSDMF
2026 YTD+11.9%

Since listing, Feb 17, 2026

SDMF in the news

Filtered to SDMF · Broad Commodity Futures

SDMF Dividends

Last payment
$0.10 per share
Paid on
Shares bought on or after this date do not qualify for this distribution.
Frequency
Quarterly

Distribution data unavailable.

Distribution history

2026

One bar per payment. 2 payments in 2026 YTD. Jun 25, 2026 $0.10; Sep 25, 2026 $0.10. Use the arrow keys to read each point.2026YTD
Ex-datePay dateAmount per share
Sep 25, 2026Sep 30, 2026$0.10
Jun 25, 2026Jun 30, 2026$0.10

SDMF Risk

How much the fund’s monthly returns vary, scaled to a year.
—
Launched Feb 2026; fills in after 12 months
How it’s calculated: standard deviation

The sample standard deviation of monthly total returns, multiplied by the square root of 12.

Uses up to 36 complete months, with at least 12 required. Total returns include reinvested distributions.

Return above 3-month US Treasury bills per unit of volatility.
—
Launched Feb 2026; fills in after 12 months
How it’s calculated: Sharpe ratio

Subtract each month’s Treasury-bill return from the fund’s monthly total return.

Divide the average of those excess returns by their sample standard deviation, then multiply by the square root of 12.

Uses up to 36 complete months, with at least 12 required. Each month uses the Treasury yield quoted at the end of the previous month.

The largest fall from a peak to the low that followed.
—
Launched Feb 2026; fills in after 12 months
How it’s calculated: maximum drawdown

The largest percentage decline from an earlier peak, using total returns with reinvested distributions.

Uses up to five years through the last close, with at least 12 months required.

How strongly the fund’s returns move with its asset-class index.
0.27
vs its asset-class index
How it’s calculated: beta

The beta figure is supplied by FMP. The comparison index depends on the fund’s broad asset class.

SDMF Cost

Expense ratio0.35%
  • The middle half of Broad Commodity Futures funds
  • Median 0.70%

3 of the 22 Broad Commodity Futures funds charge less.

SDMF costs $35.00 a year on $10,000. The median Broad Commodity Futures fund costs $70.50.

Other funds in Broad Commodity Futures

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