DBMF vs EWU

Comparison between IMGP DBI MANAGED FUTURES STRATEGY ETF (DBMF, ETF) and ISHARES MSCI UNITED KINGDOM ETF (EWU, ETF).

5-Year PerformanceEWU has outperformed DBMF, delivering a return of +10.6% compared to +7.9%

DBMF vs EWU - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	DBMF(ETF)	EWU(ETF)
Net Assets	$3.50B	$3.50B
Expense Ratio	0.85%	0.50%
Max Drawdown	29.26%	66.94%
Sharpe Ratio	1.74	1.09
5Y Beta	0.27	0.58
5Y Dividends CAGR	51.19%	12.29%

Net Assets

DBMF

$3.50B

EWU

$3.50B

Expense Ratio

DBMF

0.85%

Winner

EWU

0.50%

Max Drawdown

Winner

DBMF

29.26%

EWU

66.94%

Sharpe Ratio

Winner

DBMF

1.74

EWU

1.09

5Y Beta

Winner

DBMF

0.27

EWU

0.58

5Y Dividends CAGR

Winner

DBMF

51.19%

EWU

12.29%

DBMF vs EWU - Historical Returns

Returns include dividend reinvestment.

Period	DBMF	EWU
1 month	-0.26%	-0.15%
3 months	+1.75%	+0.30%
6 months	+11.78%	+9.39%
1 year	+27.81%	+19.96%
5 years(CAGR)	+7.89%	+10.64%
10 years(CAGR)	N/A	+7.76%
Max(CAGR)	+9.16%	+4.17%

DBMF

-0.26%

Winner

EWU

-0.15%

Winner

DBMF

+1.75%

EWU

+0.30%

Winner

DBMF

+11.78%

EWU

+9.39%

Winner

DBMF

+27.81%

EWU

+19.96%

5Y(CAGR)

DBMF

+7.89%

Winner

EWU

+10.64%

10Y(CAGR)

DBMF

N/A

EWU

+7.76%

Max(CAGR)

Winner

DBMF

+9.16%

EWU

+4.17%

DBMF vs EWU - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

Year	DBMF	EWU
2026	+9.34%	+4.32%
2025	+13.02%	+35.28%
2024	+7.00%	+7.79%
2023	-8.72%	+12.02%
2022	+20.44%	-5.49%
2021	+11.21%	+16.67%
2020	+0.47%	-11.93%
2019	+10.68%	+21.33%
2018	N/A	-15.06%
2017	N/A	+21.11%
2016	N/A	+0.39%
2015	N/A	-6.15%
2014	N/A	-6.45%
2013	N/A	+17.73%
2012	N/A	+12.01%
2011	N/A	-3.68%
2010	N/A	+8.10%
2009	N/A	+35.62%
2008	N/A	-46.01%
2007	N/A	+5.79%
2006	N/A	+26.45%
2005	N/A	+6.53%
2004	N/A	+18.42%
2003	N/A	+30.76%
2002	N/A	-15.16%
2001	N/A	-14.85%
2000	N/A	-15.37%
1999	N/A	+5.56%

DBMF vs EWU Drawdown Comparison

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

The maximum drawdown for EWU was -64.00%, occurring on Mar 9, 2009. Recovery took 1634 trading sessions.

The current DBMF drawdown is -2.42%. The current EWU drawdown is -4.72%.

Rank	DBMF	EWU
#1	-20.44% Oct 20, 2022 - Dec 19, 2025	-64.00% Oct 31, 2007 - Apr 30, 2014
#2	-10.43% Feb 20, 2020 - Feb 8, 2021	-46.84% Jan 3, 2000 - Mar 4, 2005
#3	-7.38% Jun 13, 2022 - Sep 21, 2022	-43.33% Jan 26, 2018 - May 7, 2021
#4	-6.73% Sep 4, 2019 - Jan 16, 2020	-29.36% Jul 3, 2014 - Jan 17, 2018
#5	-6.18% Nov 16, 2021 - Feb 11, 2022	-24.88% Feb 9, 2022 - Apr 13, 2023
#6	-6.10% Feb 27, 2026 - Jun 2, 2026	-13.36% Jul 12, 2007 - Oct 11, 2007
#7	-5.50% Jun 15, 2021 - Nov 9, 2021	-12.67% May 9, 2006 - Sep 1, 2006
#8	-4.75% Sep 27, 2022 - Oct 19, 2022	-12.63% Mar 19, 2025 - Apr 28, 2025
#9	-4.03% Mar 17, 2021 - Apr 19, 2021	-10.04% Jul 26, 2023 - Dec 22, 2023
#10	-3.89% May 6, 2022 - Jun 8, 2022	-9.92% Feb 27, 2026 - Mar 20, 2026
#11	-3.71% Jan 29, 2026 - Feb 9, 2026	-9.56% Sep 27, 2024 - Feb 28, 2025
#12	-3.55% Mar 8, 2022 - Mar 21, 2022	-8.43% Sep 6, 2005 - Jan 3, 2006
#13	-3.36% Feb 24, 2021 - Mar 11, 2021	-8.09% Feb 26, 2007 - Mar 21, 2007
#14	-2.86% May 2, 2022 - May 6, 2022	-7.06% Jun 15, 2021 - Oct 20, 2021
#15	-2.74% Mar 23, 2022 - Apr 5, 2022	-6.41% Mar 4, 2005 - Aug 11, 2005

Correlation

Correlation between DBMF and EWU is 0.80 which considered as a strong positive correlation - the stocks tend to move together.

0.80

-101

Dividend Comparison (1999 - 2026)

DBMF vs EWU dividend yield comparison.

Year	DBMF	EWU
2026	0.39%	0.00%
2025	5.91%	3.73%
2024	5.75%	4.16%
2023	2.91%	4.14%
2022	7.72%	3.43%
2021	10.38%	4.35%
2020	0.86%	2.48%
2019	9.35%	4.13%
2018	0.00%	4.98%
2017	0.00%	3.91%
2016	0.00%	3.97%
2015	0.00%	4.11%
2014	0.00%	7.59%
2013	0.00%	2.39%
2012	0.00%	3.57%
2011	0.00%	3.30%
2010	0.00%	2.43%
2009	0.00%	2.59%
2008	0.00%	6.61%
2007	0.00%	3.50%
2006	0.00%	3.47%
2005	0.00%	3.11%
2004	0.00%	1.91%
2003	0.00%	3.05%
2002	0.00%	2.33%
2001	0.00%	3.25%
2000	0.00%	5.35%
1999	0.00%	1.85%