DBMF vs EMLP

Comparison between IMGP DBI MANAGED FUTURES STRATEGY ETF (DBMF, ETF) and FIRST TRUST NORTH AMERICAN ENERGY INFRASTRUCTURE FUND (EMLP, ETF).

5-Year PerformanceEMLP has outperformed DBMF, delivering a return of +15.7% compared to +8.7%

DBMF vs EMLP - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	DBMF(ETF)	EMLP(ETF)
Net Assets	$3.90B	$3.90B
Expense Ratio	0.85%	0.95%
Max Drawdown	29.26%	48.01%
Sharpe Ratio	1.73	1.48
5Y Beta	0.27	0.37
P/E Ratio	N/A	18.50
Forward P/E	N/A	16.15
PEG Ratio	N/A	0.10
5Y Dividends CAGR	51.19%	4.58%
5Y EPS CAGR	N/A	12.08%

Net Assets

DBMF

$3.90B

EMLP

$3.90B

Expense Ratio

Winner

DBMF

0.85%

EMLP

0.95%

Max Drawdown

Winner

DBMF

29.26%

EMLP

48.01%

Sharpe Ratio

Winner

DBMF

1.73

EMLP

1.48

5Y Beta

Winner

DBMF

0.27

EMLP

0.37

P/E Ratio

DBMF

N/A

EMLP

18.50

Forward P/E

DBMF

N/A

EMLP

16.15

PEG Ratio

DBMF

N/A

EMLP

0.10

5Y Dividends CAGR

Winner

DBMF

51.19%

EMLP

4.58%

5Y EPS CAGR

DBMF

N/A

EMLP

12.08%

DBMF vs EMLP - Historical Returns

Returns include dividend reinvestment.

Period	DBMF	EMLP
1 month	-1.25%	-2.36%
3 months	+0.75%	-0.82%
6 months	+11.71%	+14.82%
1 year	+27.54%	+19.04%
5 years(CAGR)	+8.65%	+15.74%
10 years(CAGR)	N/A	+10.15%
Max(CAGR)	+9.25%	+9.60%

Winner

DBMF

-1.25%

EMLP

-2.36%

Winner

DBMF

+0.75%

EMLP

-0.82%

DBMF

+11.71%

Winner

EMLP

+14.82%

Winner

DBMF

+27.54%

EMLP

+19.04%

5Y(CAGR)

DBMF

+8.65%

Winner

EMLP

+15.74%

10Y(CAGR)

DBMF

N/A

EMLP

+10.15%

Max(CAGR)

DBMF

+9.25%

Winner

EMLP

+9.60%

DBMF vs EMLP - Annual Returns (2012 - 2026)

Returns include dividend reinvestment.

Year	DBMF	EMLP
2026	+10.27%	+13.14%
2025	+13.02%	+9.02%
2024	+7.00%	+32.40%
2023	-8.72%	+9.13%
2022	+20.44%	+9.95%
2021	+11.21%	+25.39%
2020	+0.47%	-12.95%
2019	+10.68%	+23.62%
2018	N/A	-9.37%
2017	N/A	+0.83%
2016	N/A	+29.40%
2015	N/A	-25.87%
2014	N/A	+25.38%
2013	N/A	+13.77%
2012	N/A	+6.34%

DBMF vs EMLP Drawdown Comparison

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

The maximum drawdown for EMLP was -43.61%, occurring on Mar 23, 2020. Recovery took 324 trading sessions.

The current DBMF drawdown is -1.59%. The current EMLP drawdown is -3.96%.

Rank	DBMF	EMLP
#1	-20.44% Oct 20, 2022 - Dec 19, 2025	-43.61% Feb 20, 2020 - Jun 3, 2021
#2	-10.43% Feb 20, 2020 - Feb 8, 2021	-35.59% Dec 29, 2014 - Mar 11, 2019
#3	-7.38% Jun 13, 2022 - Sep 21, 2022	-14.59% Jun 7, 2022 - Aug 18, 2022
#4	-6.73% Sep 4, 2019 - Jan 16, 2020	-14.40% Aug 25, 2022 - Jul 21, 2023
#5	-6.18% Nov 16, 2021 - Feb 11, 2022	-11.47% Jan 21, 2025 - Jul 18, 2025
#6	-6.10% Feb 27, 2026 - Jun 2, 2026	-9.73% Sep 5, 2014 - Nov 18, 2014
#7	-5.50% Jun 15, 2021 - Nov 9, 2021	-8.84% Jul 24, 2023 - Dec 1, 2023
#8	-4.75% Sep 27, 2022 - Oct 19, 2022	-8.83% Oct 17, 2012 - Jan 10, 2013
#9	-4.03% Mar 17, 2021 - Apr 19, 2021	-8.75% Nov 29, 2024 - Jan 21, 2025
#10	-3.89% May 6, 2022 - Jun 8, 2022	-8.38% May 21, 2013 - Feb 10, 2014
#11	-3.71% Jan 29, 2026 - Feb 9, 2026	-8.35% Apr 20, 2022 - Jun 7, 2022
#12	-3.55% Mar 8, 2022 - Mar 21, 2022	-7.35% Nov 26, 2014 - Dec 26, 2014
#13	-3.36% Feb 24, 2021 - Mar 11, 2021	-7.09% Jun 15, 2021 - Oct 19, 2021
#14	-2.86% May 2, 2022 - May 6, 2022	-6.72% Oct 20, 2021 - Jan 7, 2022
#15	-2.74% Mar 23, 2022 - Apr 5, 2022	-5.69% Sep 23, 2019 - Dec 24, 2019

Correlation

Correlation between DBMF and EMLP is 0.83 which considered as a strong positive correlation - the stocks tend to move together.

0.83

-101

Dividend Comparison (2012 - 2026)

DBMF vs EMLP dividend yield comparison.

Year	DBMF	EMLP
2026	0.38%	0.70%
2025	5.91%	3.18%
2024	5.75%	3.19%
2023	2.91%	3.92%
2022	7.72%	3.15%
2021	10.38%	3.29%
2020	0.86%	4.70%
2019	9.35%	3.71%
2018	0.00%	4.71%
2017	0.00%	3.80%
2016	0.00%	3.62%
2015	0.00%	4.63%
2014	0.00%	3.08%
2013	0.00%	3.30%
2012	0.00%	1.20%