DBMF vs IDMO

Comparison between IMGP DBI MANAGED FUTURES STRATEGY ETF (DBMF, ETF) and INVESCO S&P INTERNATIONAL DEVELOPED MOMENTUM ETF (IDMO, ETF).

5-Year PerformanceIDMO has outperformed DBMF, delivering a return of +15.6% compared to +8.5%

DBMF vs IDMO - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	DBMF(ETF)	IDMO(ETF)
Net Assets	$3.90B	$3.90B
Expense Ratio	0.85%	0.25%
Max Drawdown	29.26%	40.58%
Sharpe Ratio	1.68	1.02
5Y Beta	0.27	0.87
5Y Dividends CAGR	50.84%	32.87%

Net Assets

DBMF

$3.90B

IDMO

$3.90B

Expense Ratio

DBMF

0.85%

Winner

IDMO

0.25%

Max Drawdown

Winner

DBMF

29.26%

IDMO

40.58%

Sharpe Ratio

Winner

DBMF

1.68

IDMO

1.02

5Y Beta

Winner

DBMF

0.27

IDMO

0.87

5Y Dividends CAGR

Winner

DBMF

50.84%

IDMO

32.87%

DBMF vs IDMO - Historical Returns

Returns include dividend reinvestment.

Period	DBMF	IDMO
1 month	+0.86%	+0.14%
3 months	+2.93%	+1.88%
6 months	+8.34%	+7.10%
1 year	+27.87%	+24.57%
5 years(CAGR)	+8.53%	+15.64%
10 years(CAGR)	N/A	+12.65%
Max(CAGR)	+9.26%	+9.03%

Winner

DBMF

+0.86%

IDMO

+0.14%

Winner

DBMF

+2.93%

IDMO

+1.88%

Winner

DBMF

+8.34%

IDMO

+7.10%

Winner

DBMF

+27.87%

IDMO

+24.57%

5Y(CAGR)

DBMF

+8.53%

Winner

IDMO

+15.64%

10Y(CAGR)

DBMF

N/A

IDMO

+12.65%

Max(CAGR)

Winner

DBMF

+9.26%

IDMO

+9.03%

DBMF vs IDMO - Annual Returns (2012 - 2026)

Returns include dividend reinvestment.

Year	DBMF	IDMO
2026	+11.08%	+8.66%
2025	+13.02%	+42.29%
2024	+7.00%	+14.02%
2023	-8.72%	+20.76%
2022	+20.44%	-12.23%
2021	+11.21%	+13.15%
2020	+0.47%	+21.38%
2019	+10.68%	+26.22%
2018	N/A	-16.01%
2017	N/A	+29.17%
2016	N/A	+2.38%
2015	N/A	-11.66%
2014	N/A	-4.53%
2013	N/A	+18.63%
2012	N/A	+1.88%

DBMF vs IDMO Drawdown Comparison

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

The maximum drawdown for IDMO was -39.35%, occurring on Feb 9, 2016. Recovery took 1191 trading sessions.

The current DBMF drawdown is -0.87%. The current IDMO drawdown is -2.38%.

Rank	DBMF	IDMO
#1	-20.44% Oct 20, 2022 - Dec 19, 2025	-39.35% May 14, 2015 - Feb 6, 2020
#2	-10.43% Feb 20, 2020 - Feb 8, 2021	-31.32% Feb 19, 2020 - Jul 14, 2020
#3	-7.38% Jun 13, 2022 - Sep 21, 2022	-27.09% Nov 12, 2021 - Dec 1, 2023
#4	-6.73% Sep 4, 2019 - Jan 16, 2020	-25.56% Feb 24, 2012 - Dec 19, 2012
#5	-6.18% Nov 16, 2021 - Feb 11, 2022	-21.02% Jul 3, 2014 - Apr 24, 2015
#6	-6.10% Feb 27, 2026 - Jun 2, 2026	-13.64% Jan 30, 2013 - Aug 14, 2013
#7	-5.50% Jun 15, 2021 - Nov 9, 2021	-12.65% Mar 25, 2025 - Apr 23, 2025
#8	-4.75% Sep 27, 2022 - Oct 19, 2022	-12.52% Feb 16, 2021 - Aug 5, 2021
#9	-4.03% Mar 17, 2021 - Apr 19, 2021	-12.31% Feb 26, 2026 - Apr 14, 2026
#10	-3.89% May 6, 2022 - Jun 8, 2022	-11.40% Jul 16, 2024 - Aug 30, 2024
#11	-3.71% Jan 29, 2026 - Feb 9, 2026	-7.30% Jan 17, 2014 - Feb 18, 2014
#12	-3.69% Jun 3, 2026 - Jun 26, 2026	-7.22% May 13, 2026 - Jun 16, 2026
#13	-3.55% Mar 8, 2022 - Mar 21, 2022	-6.98% Dec 5, 2024 - Feb 6, 2025
#14	-3.36% Feb 24, 2021 - Mar 11, 2021	-6.92% Sep 15, 2021 - Nov 1, 2021
#15	-2.86% May 2, 2022 - May 6, 2022	-6.73% Oct 12, 2020 - Nov 5, 2020

Correlation

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

0.80

-101

Dividend Comparison (2012 - 2026)

DBMF vs IDMO dividend yield comparison.

Year	DBMF	IDMO
2026	0.88%	1.30%
2025	5.91%	3.71%
2024	5.75%	2.24%
2023	2.91%	2.89%
2022	7.72%	3.66%
2021	10.38%	1.81%
2020	0.86%	1.63%
2019	9.35%	2.78%
2018	0.00%	3.27%
2017	0.00%	3.08%
2016	0.00%	2.18%
2015	0.00%	2.52%
2014	0.00%	2.19%
2013	0.00%	1.70%
2012	0.00%	2.07%