KMLM vs SDMF
KraneShares Mount Lucas Managed Futures Index Strategy ETF against Simplify DBi CTA Managed Futures Index ETF: cost, size, returns, what they hold and how much of it is the same.
Overlap by weight
9%
1 shared positions
Fee gap
55 bp
SDMF is cheaper
1-year return gap
—
Larger fund
KMLM
$298M
Side by side
| KMLM | SDMF | |
|---|---|---|
| Fund | KraneShares Mount Lucas Managed Futures Index Strategy ETF | Simplify DBi CTA Managed Futures Index ETF |
| Issuer | KraneShares | Simplify |
| Category | Managed Futures | Managed Futures |
| Expense ratio | 0.90% | 0.35% |
| Assets | $298M | $31M |
| Average daily dollar volume | $11M | $648K |
| Listed | Dec 1, 2020 | Feb 17, 2026 |
| FrenzyCap score | 50 | 40 |
| 1-month return | +0.7% | +3.1% |
| 3-month return | +3.3% | +4.9% |
| Year to date | +18.8% | — |
| 1-year return | +13.9% | — |
| 30-day volatility | 11.6% | 11.8% |
| Worst drawdown, 1 year | −9.6% | −6.2% |
| Trailing 12-month yield | 4.23% | 0.73% |
| Holdings | 26 | 35 |
| Top 10 weight | 102.7% | 100.9% |
| Look-through P/E | — | — |
| Holdings vs fair value | — | — |
| Holdings above 200-day average | — | — |
| Net flow, latest 3 reported months | +$35M thru Jun 2026 | +$27M thru Jun 2026 |
| 30-day implied volatility | 27.3% | — |
| Holdings as of | as of Jun 30, 2026SEC filing | as of Jun 30, 2026SEC filing |
Returns are price returns and exclude distributions. Flows are each fund's own latest reported months and may not cover the same period.
Largest shared holdings
17% of KMLM · 9% of SDMF| Holding | KMLM | SDMF |
|---|---|---|
| United States of America, due Jul 21, 2026 | 16.75% | 9.32% |
Sector mix of the stock holdings
No sector breakdown: these funds hold few classified stocks.
More: full overlap table · KMLM holdings · SDMF holdings
Fund data comes from each fund's SEC filings and issuer disclosures and is shown with the date it is as of. SEC portfolio and flow filings become public about 60 days after the period they cover. Nothing here is investment advice; see Terms.