DBMF vs IMTM

Comparison between IMGP DBI MANAGED FUTURES STRATEGY ETF (DBMF, ETF) and ISHARES MSCI INTL MOMENTUM FACTOR ETF (IMTM, ETF).

5-Year PerformanceIMTM has outperformed DBMF, delivering a return of +10.3% compared to +9.3%

DBMF vs IMTM - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	DBMF(ETF)	IMTM(ETF)
Net Assets	$4.20B	$4.20B
Expense Ratio	0.85%	0.30%
Max Drawdown	29.26%	34.72%
Sharpe Ratio	1.73	0.87
5Y Beta	0.23	0.82
5Y Dividends CAGR	50.84%	33.40%

Net Assets

DBMF

$4.20B

IMTM

$4.20B

Expense Ratio

DBMF

0.85%

Winner

IMTM

0.30%

Max Drawdown

Winner

DBMF

29.26%

IMTM

34.72%

Sharpe Ratio

Winner

DBMF

1.73

IMTM

0.87

5Y Beta

Winner

DBMF

0.23

IMTM

0.82

5Y Dividends CAGR

Winner

DBMF

50.84%

IMTM

33.40%

DBMF vs IMTM - Historical Returns

Returns include dividend reinvestment.

Period	DBMF	IMTM
1 month	+0.16%	+2.76%
3 months	+1.34%	+3.43%
6 months	+2.20%	+3.80%
1 year	+28.48%	+20.87%
5 years(CAGR)	+9.29%	+10.29%
10 years(CAGR)	N/A	+10.06%
Max(CAGR)	+9.31%	+9.00%

DBMF

+0.16%

Winner

IMTM

+2.76%

DBMF

+1.34%

Winner

IMTM

+3.43%

DBMF

+2.20%

Winner

IMTM

+3.80%

Winner

DBMF

+28.48%

IMTM

+20.87%

5Y(CAGR)

DBMF

+9.29%

Winner

IMTM

+10.29%

10Y(CAGR)

DBMF

N/A

IMTM

+10.06%

Max(CAGR)

Winner

DBMF

+9.31%

IMTM

+9.00%

DBMF vs IMTM - Annual Returns (2015 - 2026)

Returns include dividend reinvestment.

Year	DBMF	IMTM
2026	+12.44%	+12.08%
2025	+13.02%	+34.88%
2024	+7.00%	+13.55%
2023	-8.72%	+14.13%
2022	+20.44%	-16.98%
2021	+11.21%	+2.45%
2020	+0.47%	+21.34%
2019	+10.68%	+24.70%
2018	N/A	-14.94%
2017	N/A	+25.17%
2016	N/A	+2.90%
2015	N/A	-2.08%

DBMF vs IMTM Drawdown Comparison

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

The maximum drawdown for IMTM was -32.60%, occurring on Sep 27, 2022. Recovery took 583 trading sessions.

The current DBMF drawdown is -0.54%. The current IMTM drawdown is -1.26%.

Rank	DBMF	IMTM
#1	-20.44% Oct 20, 2022 - Dec 19, 2025	-32.60% Nov 8, 2021 - Mar 6, 2024
#2	-10.43% Feb 20, 2020 - Feb 8, 2021	-29.79% Feb 19, 2020 - Jul 10, 2020
#3	-7.38% Jun 13, 2022 - Sep 21, 2022	-23.03% Jan 26, 2018 - Jan 14, 2020
#4	-6.73% Sep 4, 2019 - Jan 16, 2020	-19.90% May 21, 2015 - Apr 25, 2017
#5	-6.18% Nov 16, 2021 - Feb 11, 2022	-12.85% Feb 25, 2026 - May 13, 2026
#6	-6.10% Feb 27, 2026 - Jun 2, 2026	-12.41% Mar 19, 2025 - Apr 24, 2025
#7	-5.50% Jun 15, 2021 - Nov 9, 2021	-12.00% Jul 16, 2024 - Sep 26, 2024
#8	-4.75% Sep 27, 2022 - Oct 19, 2022	-10.56% Feb 16, 2021 - Jun 1, 2021
#9	-4.03% Mar 17, 2021 - Apr 19, 2021	-8.53% Sep 26, 2024 - Feb 13, 2025
#10	-3.89% May 6, 2022 - Jun 8, 2022	-7.40% Jun 22, 2026 - Aug 17, 2026
#11	-3.71% Jan 29, 2026 - Feb 9, 2026	-6.81% Jun 7, 2021 - Aug 10, 2021
#12	-3.69% Jun 3, 2026 - Jul 21, 2026	-6.70% Sep 7, 2021 - Nov 3, 2021
#13	-3.55% Mar 8, 2022 - Mar 21, 2022	-6.70% Oct 12, 2020 - Nov 5, 2020
#14	-3.36% Feb 24, 2021 - Mar 11, 2021	-5.46% Mar 27, 2024 - May 28, 2024
#15	-2.86% May 2, 2022 - May 6, 2022	-5.37% Nov 12, 2025 - Dec 10, 2025

Correlation

Correlation between DBMF and IMTM is 0.74 which considered as a strong positive correlation - the stocks tend to move together.

0.74

-101

Dividend Comparison (2015 - 2026)

DBMF vs IMTM dividend yield comparison.

Year	DBMF	IMTM
2026	0.87%	1.12%
2025	5.91%	4.70%
2024	5.75%	2.93%
2023	2.91%	2.29%
2022	7.72%	2.68%
2021	10.38%	2.51%
2020	0.86%	0.97%
2019	9.35%	2.13%
2018	0.00%	2.36%
2017	0.00%	1.92%
2016	0.00%	2.75%
2015	0.00%	1.56%