IMTM vs DBMF

Comparison between ISHARES MSCI INTL MOMENTUM FACTOR ETF (IMTM, ETF) and IMGP DBI MANAGED FUTURES STRATEGY ETF (DBMF, ETF).

5-Year PerformanceIMTM has outperformed DBMF, delivering a return of +10.3% compared to +9.3%

IMTM vs DBMF - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	IMTM(ETF)	DBMF(ETF)
Net Assets	$4.20B	$4.20B
Expense Ratio	0.30%	0.85%
Max Drawdown	34.72%	29.26%
Sharpe Ratio	0.87	1.73
5Y Beta	0.82	0.23
5Y Dividends CAGR	33.40%	50.84%

Net Assets

IMTM

$4.20B

DBMF

$4.20B

Expense Ratio

Winner

IMTM

0.30%

DBMF

0.85%

Max Drawdown

IMTM

34.72%

Winner

DBMF

29.26%

Sharpe Ratio

IMTM

0.87

Winner

DBMF

1.73

5Y Beta

IMTM

0.82

Winner

DBMF

0.23

5Y Dividends CAGR

IMTM

33.40%

Winner

DBMF

50.84%

IMTM vs DBMF - Historical Returns

Returns include dividend reinvestment.

Period	IMTM	DBMF
1 month	+2.76%	+0.16%
3 months	+3.43%	+1.34%
6 months	+3.80%	+2.20%
1 year	+20.87%	+28.48%
5 years(CAGR)	+10.29%	+9.29%
10 years(CAGR)	+10.06%	N/A
Max(CAGR)	+9.00%	+9.31%

Winner

IMTM

+2.76%

DBMF

+0.16%

Winner

IMTM

+3.43%

DBMF

+1.34%

Winner

IMTM

+3.80%

DBMF

+2.20%

IMTM

+20.87%

Winner

DBMF

+28.48%

5Y(CAGR)

Winner

IMTM

+10.29%

DBMF

+9.29%

10Y(CAGR)

IMTM

+10.06%

DBMF

N/A

Max(CAGR)

IMTM

+9.00%

Winner

DBMF

+9.31%

IMTM vs DBMF - Annual Returns (2015 - 2026)

Returns include dividend reinvestment.

Year	IMTM	DBMF
2026	+12.08%	+12.44%
2025	+34.88%	+13.02%
2024	+13.55%	+7.00%
2023	+14.13%	-8.72%
2022	-16.98%	+20.44%
2021	+2.45%	+11.21%
2020	+21.34%	+0.47%
2019	+24.70%	+10.68%
2018	-14.94%	N/A
2017	+25.17%	N/A
2016	+2.90%	N/A
2015	-2.08%	N/A

IMTM vs DBMF Drawdown Comparison

The maximum drawdown for IMTM was -32.60%, occurring on Sep 27, 2022. Recovery took 583 trading sessions.

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

The current IMTM drawdown is -1.26%. The current DBMF drawdown is -0.54%.

Rank	IMTM	DBMF
#1	-32.60% Nov 8, 2021 - Mar 6, 2024	-20.44% Oct 20, 2022 - Dec 19, 2025
#2	-29.79% Feb 19, 2020 - Jul 10, 2020	-10.43% Feb 20, 2020 - Feb 8, 2021
#3	-23.03% Jan 26, 2018 - Jan 14, 2020	-7.38% Jun 13, 2022 - Sep 21, 2022
#4	-19.90% May 21, 2015 - Apr 25, 2017	-6.73% Sep 4, 2019 - Jan 16, 2020
#5	-12.85% Feb 25, 2026 - May 13, 2026	-6.18% Nov 16, 2021 - Feb 11, 2022
#6	-12.41% Mar 19, 2025 - Apr 24, 2025	-6.10% Feb 27, 2026 - Jun 2, 2026
#7	-12.00% Jul 16, 2024 - Sep 26, 2024	-5.50% Jun 15, 2021 - Nov 9, 2021
#8	-10.56% Feb 16, 2021 - Jun 1, 2021	-4.75% Sep 27, 2022 - Oct 19, 2022
#9	-8.53% Sep 26, 2024 - Feb 13, 2025	-4.03% Mar 17, 2021 - Apr 19, 2021
#10	-7.40% Jun 22, 2026 - Aug 17, 2026	-3.89% May 6, 2022 - Jun 8, 2022
#11	-6.81% Jun 7, 2021 - Aug 10, 2021	-3.71% Jan 29, 2026 - Feb 9, 2026
#12	-6.70% Sep 7, 2021 - Nov 3, 2021	-3.69% Jun 3, 2026 - Jul 21, 2026
#13	-6.70% Oct 12, 2020 - Nov 5, 2020	-3.55% Mar 8, 2022 - Mar 21, 2022
#14	-5.46% Mar 27, 2024 - May 28, 2024	-3.36% Feb 24, 2021 - Mar 11, 2021
#15	-5.37% Nov 12, 2025 - Dec 10, 2025	-2.86% May 2, 2022 - May 6, 2022

Correlation

Correlation between IMTM and DBMF is 0.74 which considered as a strong positive correlation - the stocks tend to move together.

0.74

-101

Dividend Comparison (2015 - 2026)

IMTM vs DBMF dividend yield comparison.

Year	IMTM	DBMF
2026	1.12%	0.87%
2025	4.70%	5.91%
2024	2.93%	5.75%
2023	2.29%	2.91%
2022	2.68%	7.72%
2021	2.51%	10.38%
2020	0.97%	0.86%
2019	2.13%	9.35%
2018	2.36%	0.00%
2017	1.92%	0.00%
2016	2.75%	0.00%
2015	1.56%	0.00%