DBMF vs EUFN

Comparison between IMGP DBI MANAGED FUTURES STRATEGY ETF (DBMF, ETF) and ISHARES MSCI EUROPE FINANCIALS ETF (EUFN, ETF).

5-Year PerformanceEUFN has outperformed DBMF, delivering a return of +18.3% compared to +8.1%

DBMF vs EUFN - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	DBMF(ETF)	EUFN(ETF)
Net Assets	$3.30B	$3.40B
Expense Ratio	0.85%	0.49%
Max Drawdown	29.26%	59.14%
Sharpe Ratio	1.83	1.27
5Y Beta	0.27	0.81
5Y Dividends CAGR	51.19%	33.53%

Net Assets

DBMF

$3.30B

Winner

EUFN

$3.40B

Expense Ratio

DBMF

0.85%

Winner

EUFN

0.49%

Max Drawdown

Winner

DBMF

29.26%

EUFN

59.14%

Sharpe Ratio

Winner

DBMF

1.83

EUFN

1.27

5Y Beta

Winner

DBMF

0.27

EUFN

0.81

5Y Dividends CAGR

Winner

DBMF

51.19%

EUFN

33.53%

DBMF vs EUFN - Historical Returns

Returns include dividend reinvestment.

Period	DBMF	EUFN
1 month	+1.69%	+2.37%
3 months	+0.62%	-1.81%
6 months	+13.99%	+13.08%
1 year	+28.85%	+29.87%
5 years(CAGR)	+8.14%	+18.33%
10 years(CAGR)	N/A	+12.57%
Max(CAGR)	+9.28%	+7.10%

DBMF

+1.69%

Winner

EUFN

+2.37%

Winner

DBMF

+0.62%

EUFN

-1.81%

Winner

DBMF

+13.99%

EUFN

+13.08%

DBMF

+28.85%

Winner

EUFN

+29.87%

5Y(CAGR)

DBMF

+8.14%

Winner

EUFN

+18.33%

10Y(CAGR)

DBMF

N/A

EUFN

+12.57%

Max(CAGR)

Winner

DBMF

+9.28%

EUFN

+7.10%

DBMF vs EUFN - Annual Returns (2010 - 2026)

Returns include dividend reinvestment.

Year	DBMF	EUFN
2026	+9.45%	+1.39%
2025	+13.02%	+67.60%
2024	+7.00%	+18.14%
2023	-8.72%	+24.26%
2022	+20.44%	-9.61%
2021	+11.21%	+19.77%
2020	+0.47%	-9.99%
2019	+10.68%	+21.29%
2018	N/A	-23.77%
2017	N/A	+24.49%
2016	N/A	-0.66%
2015	N/A	-4.80%
2014	N/A	-7.21%
2013	N/A	+26.80%
2012	N/A	+31.10%
2011	N/A	-27.56%
2010	N/A	-3.91%

DBMF vs EUFN Drawdown Comparison

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

The maximum drawdown for EUFN was -53.26%, occurring on Mar 18, 2020. Recovery took 1472 trading sessions.

The current DBMF drawdown is -2.10%. The current EUFN drawdown is -2.11%.

Rank	DBMF	EUFN
#1	-20.44% Oct 20, 2022 - Dec 19, 2025	-53.26% Jan 26, 2018 - Dec 1, 2023
#2	-10.43% Feb 20, 2020 - Feb 8, 2021	-43.38% Apr 29, 2011 - Sep 18, 2013
#3	-7.38% Jun 13, 2022 - Sep 21, 2022	-39.47% Jun 6, 2014 - Aug 1, 2017
#4	-6.73% Sep 4, 2019 - Jan 16, 2020	-27.21% Apr 13, 2010 - Nov 4, 2010
#5	-6.18% Nov 16, 2021 - Feb 11, 2022	-17.18% Nov 4, 2010 - Feb 1, 2011
#6	-6.10% Feb 27, 2026 - Mar 23, 2026	-15.95% Mar 18, 2025 - Apr 24, 2025
#7	-5.50% Jun 15, 2021 - Nov 9, 2021	-14.77% Feb 2, 2026 - Apr 17, 2026
#8	-4.75% Sep 27, 2022 - Oct 19, 2022	-11.87% Feb 17, 2011 - Apr 27, 2011
#9	-4.03% Mar 17, 2021 - Apr 19, 2021	-9.82% Jan 15, 2014 - Jun 5, 2014
#10	-3.89% May 6, 2022 - Jun 8, 2022	-9.16% Feb 3, 2010 - Mar 19, 2010
#11	-3.71% Jan 29, 2026 - Feb 9, 2026	-8.12% Jun 3, 2024 - Aug 19, 2024
#12	-3.55% Mar 8, 2022 - Mar 21, 2022	-6.88% Sep 26, 2024 - Jan 21, 2025
#13	-3.36% Feb 24, 2021 - Mar 11, 2021	-6.81% Nov 12, 2025 - Dec 10, 2025
#14	-2.86% May 2, 2022 - May 6, 2022	-6.20% Oct 22, 2013 - Dec 26, 2013
#15	-2.74% Mar 23, 2022 - Apr 5, 2022	-5.94% Aug 7, 2017 - Jan 2, 2018

Correlation

Correlation between DBMF and EUFN is 0.73 which considered as a strong positive correlation - the stocks tend to move together.

0.73

-101

Dividend Comparison (2010 - 2026)

DBMF vs EUFN dividend yield comparison.

Year	DBMF	EUFN
2026	0.39%	0.00%
2025	5.91%	3.57%
2024	5.75%	5.36%
2023	2.91%	5.00%
2022	7.72%	4.24%
2021	10.38%	4.15%
2020	0.86%	1.38%
2019	9.35%	4.55%
2018	0.00%	6.48%
2017	0.00%	3.04%
2016	0.00%	4.03%
2015	0.00%	3.65%
2014	0.00%	3.35%
2013	0.00%	1.59%
2012	0.00%	2.91%
2011	0.00%	3.88%
2010	0.00%	1.80%