Preheat the oven to 350 degrees F (175 degrees C). Oil the sides and bottom of a 10-inch Bundt cake pan.

Make the cinnamon mixture: Mix sugar, cinnamon, and cocoa powder together in a small bowl.

Add a few tablespoons cinnamon mixture to the oiled pan. Shake and tilt the pan to “flour” it, continuing until the sides and bottom are coated. Tap out and save any excess cinnamon mixture.

Make the cake: Beat cake mix, oil, sherry, eggs, pudding mix, and nutmeg in a large bowl until well blended.

Pour 1/2 of the batter into the prepared pan, then sprinkle with 1/2 of the remaining cinnamon mixture. Pour in remaining batter and sprinkle remaining cinnamon mixture over top.

Bake in the preheated oven at 350 degrees F (175 degrees C) until a toothpick inserted into the cake comes out clean, about 45 minutes.

Remove from the oven and let cool in pan for 10 minutes, before inverting onto a wire rack to cool completely.