DBMF vs IYF

Comparison between IMGP DBI MANAGED FUTURES STRATEGY ETF (DBMF, ETF) and ISHARES U.S. FINANCIALS ETF (IYF, ETF).

5-Year PerformanceIYF has outperformed DBMF, delivering a return of +10.1% compared to +8.1%

DBMF vs IYF - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	DBMF(ETF)	IYF(ETF)
Net Assets	$3.30B	$3.30B
Expense Ratio	0.85%	0.38%
Max Drawdown	29.26%	80.22%
Sharpe Ratio	1.83	0.54
5Y Beta	0.27	0.85
P/E Ratio	N/A	14.90
Forward P/E	N/A	14.21
PEG Ratio	N/A	0.33
5Y Dividends CAGR	51.19%	14.72%
5Y EPS CAGR	N/A	11.23%
Debt to Equity	N/A	45.38%
P/S Ratio	N/A	2.91
P/B Ratio	N/A	1.92

Net Assets

DBMF

$3.30B

IYF

$3.30B

Expense Ratio

DBMF

0.85%

Winner

IYF

0.38%

Max Drawdown

Winner

DBMF

29.26%

IYF

80.22%

Sharpe Ratio

Winner

DBMF

1.83

IYF

0.54

5Y Beta

Winner

DBMF

0.27

IYF

0.85

P/E Ratio

DBMF

N/A

IYF

14.90

Forward P/E

DBMF

N/A

IYF

14.21

PEG Ratio

DBMF

N/A

IYF

0.33

5Y Dividends CAGR

Winner

DBMF

51.19%

IYF

14.72%

5Y EPS CAGR

DBMF

N/A

IYF

11.23%

Debt to Equity

DBMF

N/A

IYF

45.38%

P/S Ratio

DBMF

N/A

IYF

2.91

P/B Ratio

DBMF

N/A

IYF

1.92

DBMF vs IYF - Historical Returns

Returns include dividend reinvestment.

Period	DBMF	IYF
1 month	+1.69%	+0.18%
3 months	+0.62%	-4.60%
6 months	+13.99%	-0.23%
1 year	+28.85%	+9.94%
5 years(CAGR)	+8.14%	+10.07%
10 years(CAGR)	N/A	+12.87%
Max(CAGR)	+9.28%	+5.81%

Winner

DBMF

+1.69%

IYF

+0.18%

Winner

DBMF

+0.62%

IYF

-4.60%

Winner

DBMF

+13.99%

IYF

-0.23%

Winner

DBMF

+28.85%

IYF

+9.94%

5Y(CAGR)

DBMF

+8.14%

Winner

IYF

+10.07%

10Y(CAGR)

DBMF

N/A

IYF

+12.87%

Max(CAGR)

Winner

DBMF

+9.28%

IYF

+5.81%

DBMF vs IYF - Annual Returns (2000 - 2026)

Returns include dividend reinvestment.

Year	DBMF	IYF
2026	+9.45%	-4.96%
2025	+13.02%	+18.38%
2024	+7.00%	+30.95%
2023	-8.72%	+14.95%
2022	+20.44%	-12.21%
2021	+11.21%	+33.66%
2020	+0.47%	-1.55%
2019	+10.68%	+31.73%
2018	N/A	-9.17%
2017	N/A	+18.69%
2016	N/A	+19.25%
2015	N/A	-0.53%
2014	N/A	+14.81%
2013	N/A	+29.91%
2012	N/A	+23.10%
2011	N/A	-14.90%
2010	N/A	+10.48%
2009	N/A	+16.13%
2008	N/A	-49.28%
2007	N/A	-18.33%
2006	N/A	+16.82%
2005	N/A	+6.37%
2004	N/A	+13.16%
2003	N/A	+27.24%
2002	N/A	-12.90%
2001	N/A	-3.55%
2000	N/A	-2.24%

DBMF vs IYF Drawdown Comparison

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

The maximum drawdown for IYF was -79.08%, occurring on Mar 6, 2009. Recovery took 2397 trading sessions.

The current DBMF drawdown is -2.10%. The current IYF drawdown is -7.35%.

Rank	DBMF	IYF
#1	-20.44% Oct 20, 2022 - Dec 19, 2025	-79.08% Jun 4, 2007 - Dec 7, 2016
#2	-10.43% Feb 20, 2020 - Feb 8, 2021	-42.57% Feb 14, 2020 - Feb 12, 2021
#3	-7.38% Jun 13, 2022 - Sep 21, 2022	-33.32% May 26, 2000 - Nov 3, 2003
#4	-6.73% Sep 4, 2019 - Jan 16, 2020	-25.05% Jan 12, 2022 - Jan 30, 2024
#5	-6.18% Nov 16, 2021 - Feb 11, 2022	-19.88% Sep 20, 2018 - Apr 26, 2019
#6	-6.10% Feb 27, 2026 - Mar 23, 2026	-16.60% Feb 18, 2025 - Jun 24, 2025
#7	-5.50% Jun 15, 2021 - Nov 9, 2021	-13.88% Jan 6, 2026 - Mar 27, 2026
#8	-4.75% Sep 27, 2022 - Oct 19, 2022	-11.23% Mar 5, 2004 - Nov 11, 2004
#9	-4.03% Mar 17, 2021 - Apr 19, 2021	-9.40% Jan 26, 2018 - Sep 20, 2018
#10	-3.89% May 6, 2022 - Jun 8, 2022	-9.18% Dec 30, 2004 - Jul 12, 2005
#11	-3.71% Jan 29, 2026 - Feb 9, 2026	-8.50% Nov 29, 2024 - Jan 30, 2025
#12	-3.55% Mar 8, 2022 - Mar 21, 2022	-8.35% Feb 20, 2007 - Jun 1, 2007
#13	-3.36% Feb 24, 2021 - Mar 11, 2021	-7.76% Jul 30, 2024 - Aug 23, 2024
#14	-2.86% May 2, 2022 - May 6, 2022	-7.64% May 5, 2006 - Sep 13, 2006
#15	-2.74% Mar 23, 2022 - Apr 5, 2022	-7.35% Nov 3, 2021 - Jan 7, 2022

Correlation

Correlation between DBMF and IYF is 0.76 which considered as a strong positive correlation - the stocks tend to move together.

0.76

-101

Dividend Comparison (2000 - 2026)

DBMF vs IYF dividend yield comparison.

Year	DBMF	IYF
2026	0.39%	0.47%
2025	5.91%	1.32%
2024	5.75%	1.29%
2023	2.91%	1.67%
2022	7.72%	1.86%
2021	10.38%	1.27%
2020	0.86%	1.72%
2019	9.35%	1.65%
2018	0.00%	1.90%
2017	0.00%	1.46%
2016	0.00%	1.67%
2015	0.00%	1.66%
2014	0.00%	1.38%
2013	0.00%	1.33%
2012	0.00%	1.67%
2011	0.00%	1.68%
2010	0.00%	1.04%
2009	0.00%	1.71%
2008	0.00%	4.64%
2007	0.00%	2.75%
2006	0.00%	1.86%
2005	0.00%	2.03%
2004	0.00%	1.75%
2003	0.00%	1.66%
2002	0.00%	1.75%
2001	0.00%	1.29%
2000	0.00%	2.11%