DBMF vs DEM

Comparison between IMGP DBI MANAGED FUTURES STRATEGY ETF (DBMF, ETF) and WISDOMTREE EMERGING MARKETS HIGH DIVIDEND FUND (DEM, ETF).

5-Year PerformanceDEM has outperformed DBMF, delivering a return of +10.0% compared to +7.9%

DBMF vs DEM - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	DBMF(ETF)	DEM(ETF)
Net Assets	$3.90B	$4B
Expense Ratio	0.85%	0.63%
Max Drawdown	29.26%	57.03%
Sharpe Ratio	1.76	1.59
5Y Beta	0.27	0.60
5Y Dividends CAGR	51.19%	6.07%

Net Assets

DBMF

$3.90B

Winner

DEM

$4B

Expense Ratio

DBMF

0.85%

Winner

DEM

0.63%

Max Drawdown

Winner

DBMF

29.26%

DEM

57.03%

Sharpe Ratio

Winner

DBMF

1.76

DEM

1.59

5Y Beta

Winner

DBMF

0.27

DEM

0.60

5Y Dividends CAGR

Winner

DBMF

51.19%

DEM

6.07%

DBMF vs DEM - Historical Returns

Returns include dividend reinvestment.

Period	DBMF	DEM
1 month	-1.12%	+6.35%
3 months	+0.59%	+13.87%
6 months	+11.61%	+21.90%
1 year	+27.47%	+29.53%
5 years(CAGR)	+7.86%	+10.04%
10 years(CAGR)	N/A	+10.70%
Max(CAGR)	+9.24%	+5.16%

DBMF

-1.12%

Winner

DEM

+6.35%

DBMF

+0.59%

Winner

DEM

+13.87%

DBMF

+11.61%

Winner

DEM

+21.90%

DBMF

+27.47%

Winner

DEM

+29.53%

5Y(CAGR)

DBMF

+7.86%

Winner

DEM

+10.04%

10Y(CAGR)

DBMF

N/A

DEM

+10.70%

Max(CAGR)

Winner

DBMF

+9.24%

DEM

+5.16%

DBMF vs DEM - Annual Returns (2007 - 2026)

Returns include dividend reinvestment.

Year	DBMF	DEM
2026	+10.13%	+19.55%
2025	+13.02%	+21.85%
2024	+7.00%	+5.66%
2023	-8.72%	+21.11%
2022	+20.44%	-10.64%
2021	+11.21%	+10.71%
2020	+0.47%	-7.42%
2019	+10.68%	+19.79%
2018	N/A	-8.80%
2017	N/A	+24.78%
2016	N/A	+26.16%
2015	N/A	-20.90%
2014	N/A	-10.17%
2013	N/A	-8.21%
2012	N/A	+13.65%
2011	N/A	-11.22%
2010	N/A	+20.83%
2009	N/A	+53.78%
2008	N/A	-33.89%
2007	N/A	+2.61%

DBMF vs DEM Drawdown Comparison

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

The maximum drawdown for DEM was -51.78%, occurring on Mar 2, 2009. Recovery took 471 trading sessions.

The current DBMF drawdown is -1.72%. The current DEM drawdown is -0.34%.

Rank	DBMF	DEM
#1	-20.44% Oct 20, 2022 - Dec 19, 2025	-51.78% May 19, 2008 - Apr 1, 2010
#2	-10.43% Feb 20, 2020 - Feb 8, 2021	-47.00% Apr 29, 2011 - Jan 18, 2018
#3	-7.38% Jun 13, 2022 - Sep 21, 2022	-37.79% Jan 13, 2020 - Mar 15, 2021
#4	-6.73% Sep 4, 2019 - Jan 16, 2020	-27.12% Feb 16, 2022 - Feb 20, 2024
#5	-6.18% Nov 16, 2021 - Feb 11, 2022	-19.03% Jan 26, 2018 - Jan 2, 2020
#6	-6.10% Feb 27, 2026 - Jun 2, 2026	-18.42% Apr 14, 2010 - Sep 13, 2010
#7	-5.50% Jun 15, 2021 - Nov 9, 2021	-16.36% Jul 23, 2007 - Sep 27, 2007
#8	-4.75% Sep 27, 2022 - Oct 19, 2022	-15.64% Oct 7, 2024 - Jun 6, 2025
#9	-4.03% Mar 17, 2021 - Apr 19, 2021	-15.33% Oct 31, 2007 - May 15, 2008
#10	-3.89% May 6, 2022 - Jun 8, 2022	-9.48% Jul 11, 2024 - Sep 24, 2024
#11	-3.71% Jan 29, 2026 - Feb 9, 2026	-9.17% Jun 4, 2021 - Jan 12, 2022
#12	-3.55% Mar 8, 2022 - Mar 21, 2022	-7.89% Feb 25, 2026 - Apr 17, 2026
#13	-3.36% Feb 24, 2021 - Mar 11, 2021	-6.69% Jan 3, 2011 - Mar 30, 2011
#14	-2.86% May 2, 2022 - May 6, 2022	-6.36% Nov 4, 2010 - Dec 31, 2010
#15	-2.74% Mar 23, 2022 - Apr 5, 2022	-5.30% Sep 17, 2025 - Nov 10, 2025

Correlation

Correlation between DBMF and DEM is 0.78 which considered as a strong positive correlation - the stocks tend to move together.

0.78

-101

Dividend Comparison (2007 - 2026)

DBMF vs DEM dividend yield comparison.

Year	DBMF	DEM
2026	0.38%	0.42%
2025	5.91%	4.88%
2024	5.75%	5.24%
2023	2.91%	5.49%
2022	7.72%	8.62%
2021	10.38%	5.87%
2020	0.86%	4.21%
2019	9.35%	4.78%
2018	0.00%	4.47%
2017	0.00%	3.67%
2016	0.00%	3.63%
2015	0.00%	5.21%
2014	0.00%	5.51%
2013	0.00%	4.10%
2012	0.00%	3.29%
2011	0.00%	4.44%
2010	0.00%	3.24%
2009	0.00%	2.93%
2008	0.00%	5.85%
2007	0.00%	0.92%