DON vs DBMF

Comparison between WISDOMTREE U.S. MIDCAP DIVIDEND FUND (DON, ETF) and IMGP DBI MANAGED FUTURES STRATEGY ETF (DBMF, ETF).

5-Year PerformanceDON has outperformed DBMF, delivering a return of +8.8% compared to +8.1%

DON vs DBMF - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	DON(ETF)	DBMF(ETF)
Net Assets	$3.90B	$3.90B
Expense Ratio	0.38%	0.85%
Max Drawdown	64.40%	29.26%
Sharpe Ratio	0.94	1.62
5Y Beta	0.77	0.27
P/E Ratio	19.66	N/A
Forward P/E	13.53	N/A
PEG Ratio	0.17	N/A
5Y Dividends CAGR	9.37%	51.19%
5Y EPS CAGR	10.28%	N/A
Debt to Equity	-31.54%	N/A
P/S Ratio	1.44	N/A
P/B Ratio	2.17	N/A

Net Assets

DON

$3.90B

DBMF

$3.90B

Expense Ratio

Winner

DON

0.38%

DBMF

0.85%

Max Drawdown

DON

64.40%

Winner

DBMF

29.26%

Sharpe Ratio

DON

0.94

Winner

DBMF

1.62

5Y Beta

DON

0.77

Winner

DBMF

0.27

P/E Ratio

DON

19.66

DBMF

N/A

Forward P/E

DON

13.53

DBMF

N/A

PEG Ratio

DON

0.17

DBMF

N/A

5Y Dividends CAGR

DON

9.37%

Winner

DBMF

51.19%

5Y EPS CAGR

DON

10.28%

DBMF

N/A

Debt to Equity

DON

-31.54%

DBMF

N/A

P/S Ratio

DON

1.44

DBMF

N/A

P/B Ratio

DON

2.17

DBMF

N/A

DON vs DBMF - Historical Returns

Returns include dividend reinvestment.

Period	DON	DBMF
1 month	+1.38%	-1.67%
3 months	+8.44%	+3.86%
6 months	+7.93%	+8.46%
1 year	+15.25%	+26.10%
5 years(CAGR)	+8.77%	+8.12%
10 years(CAGR)	+9.93%	N/A
Max(CAGR)	+12.92%	+9.05%

Winner

DON

+1.38%

DBMF

-1.67%

Winner

DON

+8.44%

DBMF

+3.86%

DON

+7.93%

Winner

DBMF

+8.46%

DON

+15.25%

Winner

DBMF

+26.10%

5Y(CAGR)

Winner

DON

+8.77%

DBMF

+8.12%

10Y(CAGR)

DON

+9.93%

DBMF

N/A

Max(CAGR)

Winner

DON

+12.92%

DBMF

+9.05%

DON vs DBMF - Annual Returns (2006 - 2026)

Returns include dividend reinvestment.

Year	DON	DBMF
2026	+8.14%	+9.02%
2025	+4.48%	+13.02%
2024	+14.03%	+7.00%
2023	+14.73%	-8.72%
2022	-5.08%	+20.44%
2021	+31.98%	+11.21%
2020	-5.03%	+0.47%
2019	+23.20%	+10.68%
2018	-8.81%	N/A
2017	+18.45%	N/A
2016	+27.97%	N/A
2015	+4.60%	N/A
2014	+22.82%	N/A
2013	+36.88%	N/A
2012	+22.07%	N/A
2011	+9.11%	N/A
2010	+28.22%	N/A
2009	+39.02%	N/A
2008	-25.07%	N/A
2007	-0.60%	N/A
2006	+17.83%	N/A

DON vs DBMF Drawdown Comparison

The maximum drawdown for DON was -56.45%, occurring on Mar 9, 2009. Recovery took 698 trading sessions.

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

The current DON drawdown is -1.29%. The current DBMF drawdown is -2.71%.

Rank	DON	DBMF
#1	-56.45% Jun 4, 2007 - Mar 11, 2010	-20.44% Oct 20, 2022 - Dec 19, 2025
#2	-46.79% Jan 16, 2020 - Feb 8, 2021	-10.43% Feb 20, 2020 - Feb 8, 2021
#3	-21.46% Nov 25, 2024 - Jan 15, 2026	-7.38% Jun 13, 2022 - Sep 21, 2022
#4	-21.10% Jul 7, 2011 - Jan 19, 2012	-6.73% Sep 4, 2019 - Jan 16, 2020
#5	-19.20% Aug 29, 2018 - Jul 24, 2019	-6.18% Nov 16, 2021 - Feb 11, 2022
#6	-15.72% Apr 20, 2022 - Jan 31, 2023	-6.10% Feb 27, 2026 - Jun 2, 2026
#7	-14.06% Apr 26, 2010 - Oct 5, 2010	-5.50% Jun 15, 2021 - Nov 9, 2021
#8	-13.97% Feb 2, 2023 - Dec 13, 2023	-4.75% Sep 27, 2022 - Oct 19, 2022
#9	-10.20% Dec 1, 2015 - Mar 2, 2016	-4.03% Mar 17, 2021 - Apr 19, 2021
#10	-9.66% Apr 24, 2015 - Nov 2, 2015	-3.89% May 6, 2022 - Jun 8, 2022
#11	-9.16% Jan 26, 2018 - Jun 12, 2018	-3.71% Jan 29, 2026 - Feb 9, 2026
#12	-9.09% May 1, 2012 - Jul 3, 2012	-3.55% Mar 8, 2022 - Mar 21, 2022
#13	-9.05% Feb 11, 2026 - Jun 11, 2026	-3.36% Feb 24, 2021 - Mar 11, 2021
#14	-8.08% Sep 5, 2014 - Oct 31, 2014	-2.86% May 2, 2022 - May 6, 2022
#15	-7.98% Jun 8, 2021 - Oct 15, 2021	-2.74% Mar 23, 2022 - Apr 5, 2022

Correlation

Correlation between DON and DBMF is 0.85 which considered as a strong positive correlation - the stocks tend to move together.

0.85

-101

Dividend Comparison (2006 - 2026)

DON vs DBMF dividend yield comparison.

Year	DON	DBMF
2026	0.73%	0.39%
2025	2.53%	5.91%
2024	2.27%	5.75%
2023	2.41%	2.91%
2022	2.71%	7.72%
2021	2.12%	10.38%
2020	2.77%	0.86%
2019	2.38%	9.35%
2018	2.55%	0.00%
2017	5.80%	0.00%
2016	7.43%	0.00%
2015	8.66%	0.00%
2014	7.67%	0.00%
2013	6.82%	0.00%
2012	10.87%	0.00%
2011	7.30%	0.00%
2010	8.49%	0.00%
2009	8.17%	0.00%
2008	16.84%	0.00%
2007	9.10%	0.00%
2006	3.91%	0.00%