DBMF vs ARTY

Comparison between IMGP DBI MANAGED FUTURES STRATEGY ETF (DBMF, ETF) and ISHARES FUTURE AI & TECH ETF (ARTY, ETF).

5-Year PerformanceARTY has outperformed DBMF, delivering a return of +10.1% compared to +8.5%

DBMF vs ARTY - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	DBMF(ETF)	ARTY(ETF)
Net Assets	$3.90B	$3.90B
Expense Ratio	0.85%	0.47%
Max Drawdown	29.26%	55.76%
Sharpe Ratio	1.69	1.37
5Y Beta	0.27	1.66
P/E Ratio	N/A	51.31
Forward P/E	N/A	22.44
PEG Ratio	N/A	0.22
5Y Dividends CAGR	50.84%	-31.91%
Debt to Equity	N/A	70.72%
P/S Ratio	N/A	5.48
P/B Ratio	N/A	9.38

Net Assets

DBMF

$3.90B

ARTY

$3.90B

Expense Ratio

DBMF

0.85%

Winner

ARTY

0.47%

Max Drawdown

Winner

DBMF

29.26%

ARTY

55.76%

Sharpe Ratio

Winner

DBMF

1.69

ARTY

1.37

5Y Beta

Winner

DBMF

0.27

ARTY

1.66

P/E Ratio

DBMF

N/A

ARTY

51.31

Forward P/E

DBMF

N/A

ARTY

22.44

PEG Ratio

DBMF

N/A

ARTY

0.22

5Y Dividends CAGR

Winner

DBMF

50.84%

ARTY

-31.91%

Debt to Equity

DBMF

N/A

ARTY

70.72%

P/S Ratio

DBMF

N/A

ARTY

5.48

P/B Ratio

DBMF

N/A

ARTY

9.38

DBMF vs ARTY - Historical Returns

Returns include dividend reinvestment.

Period	DBMF	ARTY
1 month	+1.32%	-12.00%
3 months	+2.02%	+14.63%
6 months	+8.52%	+28.05%
1 year	+26.87%	+57.99%
5 years(CAGR)	+8.49%	+10.08%
10 years(CAGR)	N/A	+14.51%
Max(CAGR)	+9.20%	+14.51%

Winner

DBMF

+1.32%

ARTY

-12.00%

DBMF

+2.02%

Winner

ARTY

+14.63%

DBMF

+8.52%

Winner

ARTY

+28.05%

DBMF

+26.87%

Winner

ARTY

+57.99%

5Y(CAGR)

DBMF

+8.49%

Winner

ARTY

+10.08%

10Y(CAGR)

DBMF

N/A

ARTY

+14.51%

Max(CAGR)

DBMF

+9.20%

Winner

ARTY

+14.51%

DBMF vs ARTY - Annual Returns (2018 - 2026)

Returns include dividend reinvestment.

Year	DBMF	ARTY
2026	+10.68%	+33.19%
2025	+13.02%	+29.45%
2024	+7.00%	+10.75%
2023	-8.72%	+35.02%
2022	+20.44%	-38.41%
2021	+11.21%	+6.59%
2020	+0.47%	+45.71%
2019	+10.68%	+33.74%
2018	N/A	-14.31%

DBMF vs ARTY Drawdown Comparison

The maximum drawdown for DBMF was -20.44%, occurring on Mar 24, 2023. Recovery took 794 trading sessions.

The maximum drawdown for ARTY was -54.49%, occurring on Oct 14, 2022. Recovery took 1167 trading sessions.

The current DBMF drawdown is -1.22%. The current ARTY drawdown is -18.16%.

Rank	DBMF	ARTY
#1	-20.44% Oct 20, 2022 - Dec 19, 2025	-54.49% Feb 16, 2021 - Oct 8, 2025
#2	-10.43% Feb 20, 2020 - Feb 8, 2021	-32.23% Feb 12, 2020 - Jun 5, 2020
#3	-7.38% Jun 13, 2022 - Sep 21, 2022	-24.26% Sep 26, 2018 - Apr 3, 2019
#4	-6.73% Sep 4, 2019 - Jan 16, 2020	-18.81% Jan 28, 2026 - Apr 14, 2026
#5	-6.18% Nov 16, 2021 - Feb 11, 2022	-18.16% Jun 2, 2026 - Jul 16, 2026
#6	-6.10% Feb 27, 2026 - Jun 2, 2026	-14.10% Oct 29, 2025 - Jan 16, 2026
#7	-5.50% Jun 15, 2021 - Nov 9, 2021	-13.00% Apr 23, 2019 - Nov 5, 2019
#8	-4.75% Sep 27, 2022 - Oct 19, 2022	-8.95% Sep 2, 2020 - Nov 4, 2020
#9	-4.03% Mar 17, 2021 - Apr 19, 2021	-7.96% May 11, 2026 - May 26, 2026
#10	-3.89% May 6, 2022 - Jun 8, 2022	-6.09% Jan 17, 2020 - Feb 12, 2020
#11	-3.71% Jan 29, 2026 - Feb 9, 2026	-5.05% Jun 8, 2020 - Jun 17, 2020
#12	-3.69% Jun 3, 2026 - Jun 26, 2026	-4.78% Oct 9, 2025 - Oct 27, 2025
#13	-3.55% Mar 8, 2022 - Mar 21, 2022	-4.58% Jul 25, 2018 - Aug 24, 2018
#14	-3.36% Feb 24, 2021 - Mar 11, 2021	-3.62% Apr 24, 2026 - May 1, 2026
#15	-2.86% May 2, 2022 - May 6, 2022	-3.51% Jan 26, 2021 - Feb 2, 2021