INTF vs DBMF

Comparison between ISHARES INTERNATIONAL EQUITY FACTOR ETF (INTF, ETF) and IMGP DBI MANAGED FUTURES STRATEGY ETF (DBMF, ETF).

5-Year PerformanceINTF has outperformed DBMF, delivering a return of +9.2% compared to +7.9%

INTF vs DBMF - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	INTF(ETF)	DBMF(ETF)
Net Assets	$3.40B	$3.50B
Expense Ratio	0.16%	0.85%
Max Drawdown	43.92%	29.26%
Sharpe Ratio	1.25	1.74
5Y Beta	0.73	0.27
5Y Dividends CAGR	8.62%	51.19%

Net Assets

INTF

$3.40B

Winner

DBMF

$3.50B

Expense Ratio

Winner

INTF

0.16%

DBMF

0.85%

Max Drawdown

INTF

43.92%

Winner

DBMF

29.26%

Sharpe Ratio

INTF

1.25

Winner

DBMF

1.74

5Y Beta

INTF

0.73

Winner

DBMF

0.27

5Y Dividends CAGR

INTF

8.62%

Winner

DBMF

51.19%

INTF vs DBMF - Historical Returns

Returns include dividend reinvestment.

Period	INTF	DBMF
1 month	-0.29%	-0.26%
3 months	+3.48%	+1.75%
6 months	+10.75%	+11.78%
1 year	+23.37%	+27.81%
5 years(CAGR)	+9.20%	+7.89%
10 years(CAGR)	+8.90%	N/A
Max(CAGR)	+7.60%	+9.16%

INTF

-0.29%

Winner

DBMF

-0.26%

Winner

INTF

+3.48%

DBMF

+1.75%

INTF

+10.75%

Winner

DBMF

+11.78%

INTF

+23.37%

Winner

DBMF

+27.81%

5Y(CAGR)

Winner

INTF

+9.20%

DBMF

+7.89%

10Y(CAGR)

INTF

+8.90%

DBMF

N/A

Max(CAGR)

INTF

+7.60%

Winner

DBMF

+9.16%

INTF vs DBMF - Annual Returns (2015 - 2026)

Returns include dividend reinvestment.

Year	INTF	DBMF
2026	+6.79%	+9.34%
2025	+35.79%	+13.02%
2024	+7.17%	+7.00%
2023	+17.82%	-8.72%
2022	-12.61%	+20.44%
2021	+10.83%	+11.21%
2020	+2.11%	+0.47%
2019	+18.95%	+10.68%
2018	-16.32%	N/A
2017	+27.88%	N/A
2016	+0.63%	N/A
2015	-4.25%	N/A

INTF vs DBMF Drawdown Comparison

The maximum drawdown for INTF was -40.39%, occurring on Mar 23, 2020. Recovery took 785 trading sessions.

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

The current INTF drawdown is -2.42%. The current DBMF drawdown is -2.42%.

Rank	INTF	DBMF
#1	-40.39% Jan 26, 2018 - Mar 11, 2021	-20.44% Oct 20, 2022 - Dec 19, 2025
#2	-29.21% Sep 3, 2021 - Jan 29, 2024	-10.43% Feb 20, 2020 - Feb 8, 2021
#3	-17.82% May 21, 2015 - Mar 24, 2017	-7.38% Jun 13, 2022 - Sep 21, 2022
#4	-13.64% Mar 19, 2025 - Apr 28, 2025	-6.73% Sep 4, 2019 - Jan 16, 2020
#5	-10.20% Feb 25, 2026 - Mar 20, 2026	-6.18% Nov 16, 2021 - Feb 11, 2022
#6	-9.27% Sep 26, 2024 - Mar 5, 2025	-6.10% Feb 27, 2026 - Jun 2, 2026
#7	-8.04% Jul 12, 2024 - Aug 21, 2024	-5.50% Jun 15, 2021 - Nov 9, 2021
#8	-5.28% Jun 7, 2021 - Sep 3, 2021	-4.75% Sep 27, 2022 - Oct 19, 2022
#9	-4.67% Nov 12, 2025 - Dec 3, 2025	-4.03% Mar 17, 2021 - Apr 19, 2021
#10	-4.38% Mar 27, 2024 - May 9, 2024	-3.89% May 6, 2022 - Jun 8, 2022
#11	-4.01% Jun 6, 2024 - Jul 11, 2024	-3.71% Jan 29, 2026 - Feb 9, 2026
#12	-3.90% Jul 23, 2025 - Aug 12, 2025	-3.55% Mar 8, 2022 - Mar 21, 2022
#13	-3.67% Aug 30, 2024 - Sep 19, 2024	-3.36% Feb 24, 2021 - Mar 11, 2021
#14	-3.18% May 7, 2021 - May 27, 2021	-2.86% May 2, 2022 - May 6, 2022
#15	-3.17% Oct 6, 2025 - Oct 27, 2025	-2.74% Mar 23, 2022 - Apr 5, 2022

Correlation

Correlation between INTF and DBMF is 0.76 which considered as a strong positive correlation - the stocks tend to move together.

0.76

-101

Dividend Comparison (2015 - 2026)

INTF vs DBMF dividend yield comparison.

Year	INTF	DBMF
2026	0.00%	0.39%
2025	2.87%	5.91%
2024	3.53%	5.75%
2023	3.59%	2.91%
2022	2.81%	7.72%
2021	5.38%	10.38%
2020	2.06%	0.86%
2019	3.65%	9.35%
2018	2.62%	0.00%
2017	3.26%	0.00%
2016	1.66%	0.00%
2015	0.85%	0.00%