IDMO vs DBMF

Comparison between INVESCO S&P INTERNATIONAL DEVELOPED MOMENTUM ETF (IDMO, ETF) and IMGP DBI MANAGED FUTURES STRATEGY ETF (DBMF, ETF).

5-Year PerformanceIDMO has outperformed DBMF, delivering a return of +15.6% compared to +8.5%

IDMO vs DBMF - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	IDMO(ETF)	DBMF(ETF)
Net Assets	$3.90B	$3.90B
Expense Ratio	0.25%	0.85%
Max Drawdown	40.58%	29.26%
Sharpe Ratio	1.02	1.68
5Y Beta	0.87	0.27
5Y Dividends CAGR	32.87%	50.84%

Net Assets

IDMO

$3.90B

DBMF

$3.90B

Expense Ratio

Winner

IDMO

0.25%

DBMF

0.85%

Max Drawdown

IDMO

40.58%

Winner

DBMF

29.26%

Sharpe Ratio

IDMO

1.02

Winner

DBMF

1.68

5Y Beta

IDMO

0.87

Winner

DBMF

0.27

5Y Dividends CAGR

IDMO

32.87%

Winner

DBMF

50.84%

IDMO vs DBMF - Historical Returns

Returns include dividend reinvestment.

Period	IDMO	DBMF
1 month	+0.14%	+0.86%
3 months	+1.88%	+2.93%
6 months	+7.10%	+8.34%
1 year	+24.57%	+27.87%
5 years(CAGR)	+15.64%	+8.53%
10 years(CAGR)	+12.65%	N/A
Max(CAGR)	+9.03%	+9.26%

IDMO

+0.14%

Winner

DBMF

+0.86%

IDMO

+1.88%

Winner

DBMF

+2.93%

IDMO

+7.10%

Winner

DBMF

+8.34%

IDMO

+24.57%

Winner

DBMF

+27.87%

5Y(CAGR)

Winner

IDMO

+15.64%

DBMF

+8.53%

10Y(CAGR)

IDMO

+12.65%

DBMF

N/A

Max(CAGR)

IDMO

+9.03%

Winner

DBMF

+9.26%

IDMO vs DBMF - Annual Returns (2012 - 2026)

Returns include dividend reinvestment.

Year	IDMO	DBMF
2026	+8.66%	+11.08%
2025	+42.29%	+13.02%
2024	+14.02%	+7.00%
2023	+20.76%	-8.72%
2022	-12.23%	+20.44%
2021	+13.15%	+11.21%
2020	+21.38%	+0.47%
2019	+26.22%	+10.68%
2018	-16.01%	N/A
2017	+29.17%	N/A
2016	+2.38%	N/A
2015	-11.66%	N/A
2014	-4.53%	N/A
2013	+18.63%	N/A
2012	+1.88%	N/A

IDMO vs DBMF Drawdown Comparison

The maximum drawdown for IDMO was -39.35%, occurring on Feb 9, 2016. Recovery took 1191 trading sessions.

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

The current IDMO drawdown is -2.38%. The current DBMF drawdown is -0.87%.

Rank	IDMO	DBMF
#1	-39.35% May 14, 2015 - Feb 6, 2020	-20.44% Oct 20, 2022 - Dec 19, 2025
#2	-31.32% Feb 19, 2020 - Jul 14, 2020	-10.43% Feb 20, 2020 - Feb 8, 2021
#3	-27.09% Nov 12, 2021 - Dec 1, 2023	-7.38% Jun 13, 2022 - Sep 21, 2022
#4	-25.56% Feb 24, 2012 - Dec 19, 2012	-6.73% Sep 4, 2019 - Jan 16, 2020
#5	-21.02% Jul 3, 2014 - Apr 24, 2015	-6.18% Nov 16, 2021 - Feb 11, 2022
#6	-13.64% Jan 30, 2013 - Aug 14, 2013	-6.10% Feb 27, 2026 - Jun 2, 2026
#7	-12.65% Mar 25, 2025 - Apr 23, 2025	-5.50% Jun 15, 2021 - Nov 9, 2021
#8	-12.52% Feb 16, 2021 - Aug 5, 2021	-4.75% Sep 27, 2022 - Oct 19, 2022
#9	-12.31% Feb 26, 2026 - Apr 14, 2026	-4.03% Mar 17, 2021 - Apr 19, 2021
#10	-11.40% Jul 16, 2024 - Aug 30, 2024	-3.89% May 6, 2022 - Jun 8, 2022
#11	-7.30% Jan 17, 2014 - Feb 18, 2014	-3.71% Jan 29, 2026 - Feb 9, 2026
#12	-7.22% May 13, 2026 - Jun 16, 2026	-3.69% Jun 3, 2026 - Jun 26, 2026
#13	-6.98% Dec 5, 2024 - Feb 6, 2025	-3.55% Mar 8, 2022 - Mar 21, 2022
#14	-6.92% Sep 15, 2021 - Nov 1, 2021	-3.36% Feb 24, 2021 - Mar 11, 2021
#15	-6.73% Oct 12, 2020 - Nov 5, 2020	-2.86% May 2, 2022 - May 6, 2022

Correlation

Correlation between IDMO and DBMF is 0.80 which considered as a strong positive correlation - the stocks tend to move together.

0.80

-101

Dividend Comparison (2012 - 2026)

IDMO vs DBMF dividend yield comparison.

Year	IDMO	DBMF
2026	1.30%	0.88%
2025	3.71%	5.91%
2024	2.24%	5.75%
2023	2.89%	2.91%
2022	3.66%	7.72%
2021	1.81%	10.38%
2020	1.63%	0.86%
2019	2.78%	9.35%
2018	3.27%	0.00%
2017	3.08%	0.00%
2016	2.18%	0.00%
2015	2.52%	0.00%
2014	2.19%	0.00%
2013	1.70%	0.00%
2012	2.07%	0.00%