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DBMF vs SUSA

Comparison between IMGP DBI MANAGED FUTURES STRATEGY ETF (DBMF, ETF) and ISHARES ESG OPTIMIZED MSCI USA ETF (SUSA, ETF).

5-Year PerformanceSUSA has outperformed DBMF, delivering a return of +11.1% compared to +8.7%

DBMF vs SUSA - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Net Assets
DBMF
$3.90B
Winner
SUSA
$4B
Expense Ratio
DBMF
0.85%
Winner
SUSA
0.25%
Max Drawdown
Winner
DBMF
29.26%
SUSA
54.94%
Sharpe Ratio
Winner
DBMF
1.69
SUSA
1.42
5Y Beta
Winner
DBMF
0.23
SUSA
0.95
P/E Ratio
DBMF
N/A
SUSA
29.22
Forward P/E
DBMF
N/A
SUSA
21.51
PEG Ratio
DBMF
N/A
SUSA
3.19
5Y Dividends CAGR
Winner
DBMF
50.84%
SUSA
5.99%
5Y EPS CAGR
DBMF
N/A
SUSA
25.81%
Debt to Equity
DBMF
N/A
SUSA
108.10%
P/S Ratio
DBMF
N/A
SUSA
3.69
P/B Ratio
DBMF
N/A
SUSA
6.48

DBMF vs SUSA - Historical Returns

Returns include dividend reinvestment.

1M
DBMF
+0.95%
Winner
SUSA
+1.78%
3M
DBMF
+2.12%
Winner
SUSA
+5.79%
6M
DBMF
+3.51%
Winner
SUSA
+12.41%
1Y
Winner
DBMF
+27.46%
SUSA
+23.41%
5Y(CAGR)
DBMF
+8.73%
Winner
SUSA
+11.08%
10Y(CAGR)
DBMF
N/A
SUSA
+14.80%
Max(CAGR)
DBMF
+9.15%
Winner
SUSA
+10.54%

DBMF vs SUSA - Annual Returns (2005 - 2026)

Returns include dividend reinvestment.

YearDBMFSUSA
2026+10.90%+13.47%
2025+13.02%+15.98%
2024+7.00%+23.30%
2023-8.72%+24.42%
2022+20.44%-21.45%
2021+11.21%+32.05%
2020+0.47%+23.86%
2019+10.68%+32.49%
2018N/A-6.02%
2017N/A+21.51%
2016N/A+14.22%
2015N/A-1.77%
2014N/A+14.77%
2013N/A+27.63%
2012N/A+8.75%
2011N/A+0.57%
2010N/A+12.48%
2009N/A+26.93%
2008N/A-34.56%
2007N/A+4.65%
2006N/A+11.17%
2005N/A+7.95%

DBMF vs SUSA Drawdown Comparison

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

The maximum drawdown for SUSA was -53.93%, occurring on Mar 9, 2009. Recovery took 1114 trading sessions.

The current DBMF drawdown is -1.75%. The current SUSA drawdown is -0.29%.

RankDBMFSUSA
#1-20.44%
Oct 20, 2022 - Dec 19, 2025
-53.93%
Oct 9, 2007 - Mar 13, 2012
#2-10.43%
Feb 20, 2020 - Feb 8, 2021
-32.93%
Feb 19, 2020 - Jul 20, 2020
#3-7.38%
Jun 13, 2022 - Sep 21, 2022
-28.22%
Dec 29, 2021 - Feb 7, 2024
#4-6.73%
Sep 4, 2019 - Jan 16, 2020
-19.30%
Dec 4, 2024 - Jun 30, 2025
#5-6.18%
Nov 16, 2021 - Feb 11, 2022
-19.16%
Sep 21, 2018 - Apr 1, 2019
#6-6.10%
Feb 27, 2026 - Jun 2, 2026
-13.73%
May 20, 2015 - Apr 19, 2016
#7-5.50%
Jun 15, 2021 - Nov 9, 2021
-11.53%
Apr 2, 2012 - Jan 3, 2013
#8-4.75%
Sep 27, 2022 - Oct 19, 2022
-9.71%
Jan 28, 2026 - Apr 17, 2026
#9-4.03%
Mar 17, 2021 - Apr 19, 2021
-9.67%
Jan 26, 2018 - Aug 24, 2018
#10-3.89%
May 6, 2022 - Jun 8, 2022
-9.60%
Sep 2, 2020 - Nov 13, 2020
#11-3.71%
Jan 29, 2026 - Feb 9, 2026
-8.32%
Jul 19, 2007 - Oct 1, 2007
#12-3.69%
Jun 3, 2026 - Jul 21, 2026
-7.53%
Jul 16, 2024 - Aug 23, 2024
#13-3.55%
Mar 8, 2022 - Mar 21, 2022
-7.23%
Apr 23, 2019 - Jun 20, 2019
#14-3.36%
Feb 24, 2021 - Mar 11, 2021
-6.92%
Sep 2, 2014 - Oct 30, 2014
#15-2.86%
May 2, 2022 - May 6, 2022
-6.72%
May 8, 2006 - Sep 20, 2006

Correlation

Correlation between DBMF and SUSA is 0.83 which considered as a strong positive correlation - the stocks tend to move together.

0.83
-101

Dividend Comparison (2005 - 2026)

DBMF vs SUSA dividend yield comparison.

YearDBMFSUSA
20260.88%0.38%
20255.91%0.89%
20245.75%1.15%
20232.91%1.32%
20227.72%1.52%
202110.38%0.98%
20200.86%1.17%
20199.35%1.52%
20180.00%1.73%
20170.00%1.40%
20160.00%1.56%
20150.00%1.42%
20140.00%1.21%
20130.00%1.30%
20120.00%1.77%
20110.00%1.45%
20100.00%1.48%
20090.00%1.64%
20080.00%2.30%
20070.00%1.28%
20060.00%1.51%
20050.00%1.15%

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