EUFN vs DBMF

Comparison between ISHARES MSCI EUROPE FINANCIALS ETF (EUFN, ETF) and IMGP DBI MANAGED FUTURES STRATEGY ETF (DBMF, ETF).

5-Year PerformanceEUFN has outperformed DBMF, delivering a return of +22.0% compared to +9.3%

EUFN vs DBMF - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	EUFN(ETF)	DBMF(ETF)
Net Assets	$4.20B	$4.20B
Expense Ratio	0.49%	0.85%
Max Drawdown	59.14%	29.26%
Sharpe Ratio	1.14	1.73
5Y Beta	0.83	0.23
5Y Dividends CAGR	30.11%	50.84%

Net Assets

EUFN

$4.20B

DBMF

$4.20B

Expense Ratio

Winner

EUFN

0.49%

DBMF

0.85%

Max Drawdown

EUFN

59.14%

Winner

DBMF

29.26%

Sharpe Ratio

EUFN

1.14

Winner

DBMF

1.73

5Y Beta

EUFN

0.83

Winner

DBMF

0.23

5Y Dividends CAGR

EUFN

30.11%

Winner

DBMF

50.84%

EUFN vs DBMF - Historical Returns

Returns include dividend reinvestment.

Period	EUFN	DBMF
1 month	+4.71%	+0.16%
3 months	+12.95%	+1.34%
6 months	+14.68%	+2.20%
1 year	+28.45%	+28.48%
5 years(CAGR)	+21.97%	+9.29%
10 years(CAGR)	+14.42%	N/A
Max(CAGR)	+7.84%	+9.31%

Winner

EUFN

+4.71%

DBMF

+0.16%

Winner

EUFN

+12.95%

DBMF

+1.34%

Winner

EUFN

+14.68%

DBMF

+2.20%

EUFN

+28.45%

Winner

DBMF

+28.48%

5Y(CAGR)

Winner

EUFN

+21.97%

DBMF

+9.29%

10Y(CAGR)

EUFN

+14.42%

DBMF

N/A

Max(CAGR)

EUFN

+7.84%

Winner

DBMF

+9.31%

EUFN vs DBMF - Annual Returns (2010 - 2026)

Returns include dividend reinvestment.

Year	EUFN	DBMF
2026	+15.87%	+12.44%
2025	+67.60%	+13.02%
2024	+18.14%	+7.00%
2023	+24.26%	-8.72%
2022	-9.61%	+20.44%
2021	+19.77%	+11.21%
2020	-9.99%	+0.47%
2019	+21.29%	+10.68%
2018	-23.77%	N/A
2017	+24.49%	N/A
2016	-0.66%	N/A
2015	-4.80%	N/A
2014	-7.21%	N/A
2013	+26.80%	N/A
2012	+31.10%	N/A
2011	-27.56%	N/A
2010	-3.91%	N/A

EUFN vs DBMF Drawdown Comparison

The maximum drawdown for EUFN was -53.26%, occurring on Mar 18, 2020. Recovery took 1472 trading sessions.

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

The current EUFN drawdown is -0.80%. The current DBMF drawdown is -0.54%.

Rank	EUFN	DBMF
#1	-53.26% Jan 26, 2018 - Dec 1, 2023	-20.44% Oct 20, 2022 - Dec 19, 2025
#2	-43.38% Apr 29, 2011 - Sep 18, 2013	-10.43% Feb 20, 2020 - Feb 8, 2021
#3	-39.47% Jun 6, 2014 - Aug 1, 2017	-7.38% Jun 13, 2022 - Sep 21, 2022
#4	-27.21% Apr 13, 2010 - Nov 4, 2010	-6.73% Sep 4, 2019 - Jan 16, 2020
#5	-17.18% Nov 4, 2010 - Feb 1, 2011	-6.18% Nov 16, 2021 - Feb 11, 2022
#6	-15.95% Mar 18, 2025 - Apr 24, 2025	-6.10% Feb 27, 2026 - Jun 2, 2026
#7	-14.77% Feb 2, 2026 - Apr 17, 2026	-5.50% Jun 15, 2021 - Nov 9, 2021
#8	-11.87% Feb 17, 2011 - Apr 27, 2011	-4.75% Sep 27, 2022 - Oct 19, 2022
#9	-9.82% Jan 15, 2014 - Jun 5, 2014	-4.03% Mar 17, 2021 - Apr 19, 2021
#10	-9.16% Feb 3, 2010 - Mar 19, 2010	-3.89% May 6, 2022 - Jun 8, 2022
#11	-8.12% Jun 3, 2024 - Aug 19, 2024	-3.71% Jan 29, 2026 - Feb 9, 2026
#12	-6.88% Sep 26, 2024 - Jan 21, 2025	-3.69% Jun 3, 2026 - Jul 21, 2026
#13	-6.81% Nov 12, 2025 - Dec 10, 2025	-3.55% Mar 8, 2022 - Mar 21, 2022
#14	-6.20% Oct 22, 2013 - Dec 26, 2013	-3.36% Feb 24, 2021 - Mar 11, 2021
#15	-5.94% Aug 7, 2017 - Jan 2, 2018	-2.86% May 2, 2022 - May 6, 2022

Correlation

Correlation between EUFN and DBMF is 0.77 which considered as a strong positive correlation - the stocks tend to move together.

0.77

-101

Dividend Comparison (2010 - 2026)

EUFN vs DBMF dividend yield comparison.

Year	EUFN	DBMF
2026	2.69%	0.87%
2025	3.57%	5.91%
2024	5.36%	5.75%
2023	5.00%	2.91%
2022	4.24%	7.72%
2021	4.15%	10.38%
2020	1.38%	0.86%
2019	4.55%	9.35%
2018	6.48%	0.00%
2017	3.04%	0.00%
2016	4.03%	0.00%
2015	3.65%	0.00%
2014	3.35%	0.00%
2013	1.59%	0.00%
2012	2.91%	0.00%
2011	3.88%	0.00%
2010	1.80%	0.00%