DBMF vs DON

Comparison between IMGP DBI MANAGED FUTURES STRATEGY ETF (DBMF, ETF) and WISDOMTREE U.S. MIDCAP DIVIDEND FUND (DON, ETF).

5-Year PerformanceDON has outperformed DBMF, delivering a return of +8.2% compared to +8.0%

DBMF vs DON - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	DBMF(ETF)	DON(ETF)
Net Assets	$3.90B	$3.90B
Expense Ratio	0.85%	0.38%
Max Drawdown	29.26%	64.40%
Sharpe Ratio	1.76	0.99
5Y Beta	0.27	0.78
P/E Ratio	N/A	18.93
Forward P/E	N/A	13.51
PEG Ratio	N/A	0.16
5Y Dividends CAGR	51.19%	9.37%
5Y EPS CAGR	N/A	9.82%
Debt to Equity	N/A	-6.13%
P/S Ratio	N/A	1.48
P/B Ratio	N/A	2.14

Net Assets

DBMF

$3.90B

DON

$3.90B

Expense Ratio

DBMF

0.85%

Winner

DON

0.38%

Max Drawdown

Winner

DBMF

29.26%

DON

64.40%

Sharpe Ratio

Winner

DBMF

1.76

DON

0.99

5Y Beta

Winner

DBMF

0.27

DON

0.78

P/E Ratio

DBMF

N/A

DON

18.93

Forward P/E

DBMF

N/A

DON

13.51

PEG Ratio

DBMF

N/A

DON

0.16

5Y Dividends CAGR

Winner

DBMF

51.19%

DON

9.37%

5Y EPS CAGR

DBMF

N/A

DON

9.82%

Debt to Equity

DBMF

N/A

DON

-6.13%

P/S Ratio

DBMF

N/A

DON

1.48

P/B Ratio

DBMF

N/A

DON

2.14

DBMF vs DON - Historical Returns

Returns include dividend reinvestment.

Period	DBMF	DON
1 month	-0.64%	+3.45%
3 months	+0.13%	+8.97%
6 months	+11.24%	+8.74%
1 year	+27.33%	+16.71%
5 years(CAGR)	+7.97%	+8.17%
10 years(CAGR)	N/A	+9.57%
Max(CAGR)	+9.22%	+9.29%

DBMF

-0.64%

Winner

DON

+3.45%

DBMF

+0.13%

Winner

DON

+8.97%

Winner

DBMF

+11.24%

DON

+8.74%

Winner

DBMF

+27.33%

DON

+16.71%

5Y(CAGR)

DBMF

+7.97%

Winner

DON

+8.17%

10Y(CAGR)

DBMF

N/A

DON

+9.57%

Max(CAGR)

DBMF

+9.22%

Winner

DON

+9.29%

DBMF vs DON - Annual Returns (2006 - 2026)

Returns include dividend reinvestment.

Year	DBMF	DON
2026	+9.91%	+9.56%
2025	+13.02%	+4.48%
2024	+7.00%	+14.03%
2023	-8.72%	+14.73%
2022	+20.44%	-5.08%
2021	+11.21%	+31.98%
2020	+0.47%	-5.03%
2019	+10.68%	+23.20%
2018	N/A	-8.81%
2017	N/A	+14.00%
2016	N/A	+21.44%
2015	N/A	-1.13%
2014	N/A	+16.41%
2013	N/A	+30.22%
2012	N/A	+13.46%
2011	N/A	+3.86%
2010	N/A	+20.77%
2009	N/A	+30.04%
2008	N/A	-31.38%
2007	N/A	-6.02%
2006	N/A	+14.77%

DBMF vs DON Drawdown Comparison

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

The maximum drawdown for DON was -61.90%, occurring on Mar 9, 2009. Recovery took 964 trading sessions.

The current DBMF drawdown is -1.91%.

Rank	DBMF	DON
#1	-20.44% Oct 20, 2022 - Dec 19, 2025	-61.90% Jun 4, 2007 - Mar 30, 2011
#2	-10.43% Feb 20, 2020 - Feb 8, 2021	-46.79% Jan 16, 2020 - Feb 8, 2021
#3	-7.38% Jun 13, 2022 - Sep 21, 2022	-21.46% Nov 25, 2024 - Jan 15, 2026
#4	-6.73% Sep 4, 2019 - Jan 16, 2020	-21.10% Jul 7, 2011 - Feb 3, 2012
#5	-6.18% Nov 16, 2021 - Feb 11, 2022	-19.20% Aug 29, 2018 - Jul 24, 2019
#6	-6.10% Feb 27, 2026 - Jun 2, 2026	-15.72% Apr 20, 2022 - Jan 31, 2023
#7	-5.50% Jun 15, 2021 - Nov 9, 2021	-13.97% Feb 2, 2023 - Dec 13, 2023
#8	-4.75% Sep 27, 2022 - Oct 19, 2022	-13.58% Apr 6, 2015 - Mar 17, 2016
#9	-4.03% Mar 17, 2021 - Apr 19, 2021	-9.16% Jan 26, 2018 - Jun 12, 2018
#10	-3.89% May 6, 2022 - Jun 8, 2022	-9.09% May 1, 2012 - Aug 16, 2012
#11	-3.71% Jan 29, 2026 - Feb 9, 2026	-9.05% Feb 11, 2026 - Jun 11, 2026
#12	-3.55% Mar 8, 2022 - Mar 21, 2022	-8.56% Sep 5, 2014 - Nov 3, 2014
#13	-3.36% Feb 24, 2021 - Mar 11, 2021	-8.10% May 21, 2013 - Jul 18, 2013
#14	-2.86% May 2, 2022 - May 6, 2022	-7.98% Jun 8, 2021 - Oct 15, 2021
#15	-2.74% Mar 23, 2022 - Apr 5, 2022	-7.90% Jul 30, 2019 - Oct 22, 2019

Correlation

Correlation between DBMF and DON is 0.85 which considered as a strong positive correlation - the stocks tend to move together.

0.85

-101

Dividend Comparison (2006 - 2026)

DBMF vs DON dividend yield comparison.

Year	DBMF	DON
2026	0.38%	0.72%
2025	5.91%	2.53%
2024	5.75%	2.27%
2023	2.91%	2.41%
2022	7.72%	2.71%
2021	10.38%	2.12%
2020	0.86%	2.77%
2019	9.35%	2.38%
2018	0.00%	2.55%
2017	0.00%	2.25%
2016	0.00%	2.48%
2015	0.00%	2.89%
2014	0.00%	2.56%
2013	0.00%	2.28%
2012	0.00%	3.62%
2011	0.00%	2.43%
2010	0.00%	2.83%
2009	0.00%	2.72%
2008	0.00%	5.61%
2007	0.00%	3.03%
2006	0.00%	1.30%