HYLB vs DBMF

Comparison between XTRACKERS USD HIGH YIELD CORPORATE BOND ETF (HYLB, ETF) and IMGP DBI MANAGED FUTURES STRATEGY ETF (DBMF, ETF).

5-Year PerformanceDBMF has outperformed HYLB, delivering a return of +7.9% compared to +4.0%

HYLB vs DBMF - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	HYLB(ETF)	DBMF(ETF)
Net Assets	$3.40B	$3.50B
Expense Ratio	0.05%	0.85%
Max Drawdown	24.69%	29.26%
Sharpe Ratio	0.68	1.74
5Y Beta	0.23	0.27
5Y Dividends CAGR	3.73%	51.19%

Net Assets

HYLB

$3.40B

Winner

DBMF

$3.50B

Expense Ratio

Winner

HYLB

0.05%

DBMF

0.85%

Max Drawdown

Winner

HYLB

24.69%

DBMF

29.26%

Sharpe Ratio

HYLB

0.68

Winner

DBMF

1.74

5Y Beta

Winner

HYLB

0.23

DBMF

0.27

5Y Dividends CAGR

HYLB

3.73%

Winner

DBMF

51.19%

HYLB vs DBMF - Historical Returns

Returns include dividend reinvestment.

Period	HYLB	DBMF
1 month	-0.11%	-0.26%
3 months	+0.76%	+1.75%
6 months	+1.58%	+11.78%
1 year	+6.46%	+27.81%
5 years(CAGR)	+3.96%	+7.89%
10 years(CAGR)	+4.70%	N/A
Max(CAGR)	+4.70%	+9.16%

Winner

HYLB

-0.11%

DBMF

-0.26%

HYLB

+0.76%

Winner

DBMF

+1.75%

HYLB

+1.58%

Winner

DBMF

+11.78%

HYLB

+6.46%

Winner

DBMF

+27.81%

5Y(CAGR)

HYLB

+3.96%

Winner

DBMF

+7.89%

10Y(CAGR)

HYLB

+4.70%

DBMF

N/A

Max(CAGR)

HYLB

+4.70%

Winner

DBMF

+9.16%

HYLB vs DBMF - Annual Returns (2016 - 2026)

Returns include dividend reinvestment.

Year	HYLB	DBMF
2026	+1.11%	+9.34%
2025	+8.50%	+13.02%
2024	+8.54%	+7.00%
2023	+11.78%	-8.72%
2022	-10.78%	+20.44%
2021	+4.10%	+11.21%
2020	+4.63%	+0.47%
2019	+14.30%	+10.68%
2018	-1.98%	N/A
2017	+5.57%	N/A
2016	+0.34%	N/A

HYLB vs DBMF Drawdown Comparison

The maximum drawdown for HYLB was -22.91%, occurring on Mar 23, 2020. Recovery took 166 trading sessions.

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

The current HYLB drawdown is -0.55%. The current DBMF drawdown is -2.42%.

Rank	HYLB	DBMF
#1	-22.91% Feb 14, 2020 - Oct 12, 2020	-20.44% Oct 20, 2022 - Dec 19, 2025
#2	-15.54% Dec 27, 2021 - Dec 27, 2023	-10.43% Feb 20, 2020 - Feb 8, 2021
#3	-6.07% Oct 1, 2018 - Jan 31, 2019	-7.38% Jun 13, 2022 - Sep 21, 2022
#4	-4.51% Feb 28, 2025 - May 12, 2025	-6.73% Sep 4, 2019 - Jan 16, 2020
#5	-2.87% Jan 5, 2018 - Jul 25, 2018	-6.18% Nov 16, 2021 - Feb 11, 2022
#6	-2.38% Mar 2, 2017 - Apr 25, 2017	-6.10% Feb 27, 2026 - Jun 2, 2026
#7	-2.35% Nov 5, 2021 - Dec 23, 2021	-5.50% Jun 15, 2021 - Nov 9, 2021
#8	-2.28% Mar 27, 2024 - May 6, 2024	-4.75% Sep 27, 2022 - Oct 19, 2022
#9	-2.27% Feb 20, 2026 - Apr 8, 2026	-4.03% Mar 17, 2021 - Apr 19, 2021
#10	-2.15% Oct 12, 2020 - Nov 4, 2020	-3.89% May 6, 2022 - Jun 8, 2022
#11	-1.93% Feb 12, 2021 - Apr 6, 2021	-3.71% Jan 29, 2026 - Feb 9, 2026
#12	-1.89% Apr 26, 2019 - Jun 10, 2019	-3.55% Mar 8, 2022 - Mar 21, 2022
#13	-1.87% Oct 23, 2017 - Jan 3, 2018	-3.36% Feb 24, 2021 - Mar 11, 2021
#14	-1.74% Dec 6, 2024 - Jan 17, 2025	-2.86% May 2, 2022 - May 6, 2022
#15	-1.60% Jul 3, 2019 - Aug 26, 2019	-2.74% Mar 23, 2022 - Apr 5, 2022

Correlation

Correlation between HYLB and DBMF is 0.66 which considered as a moderate positive correlation - the stocks show some tendency to move together.

0.66

-101

Dividend Comparison (2016 - 2026)

HYLB vs DBMF dividend yield comparison.

Year	HYLB	DBMF
2026	2.72%	0.39%
2025	6.29%	5.91%
2024	6.31%	5.75%
2023	5.84%	2.91%
2022	5.53%	7.72%
2021	4.45%	10.38%
2020	5.23%	0.86%
2019	5.71%	9.35%
2018	5.95%	0.00%
2017	5.85%	0.00%
2016	0.27%	0.00%