Not exactly - at very short ranges, you can use DAC cabling, "Direct Attachment Cable". Those directly connect SFP signals, but afaik they still have circuitry inside its just easier because the cable is known length and characteristics - in exchange the cable is rather thick and unwieldy. Generally it works well inside rack for connecting servers to ToR switches and that's it.

40Gbit DAC is even more annoying because unless the cable is a bit more active, it's essentially 4 10gbit DAC in one sheath.