USRT vs DBMF

Comparison between ISHARES CORE U.S. REIT ETF (USRT, ETF) and IMGP DBI MANAGED FUTURES STRATEGY ETF (DBMF, ETF).

5-Year PerformanceDBMF has outperformed USRT, delivering a return of +8.0% compared to +5.1%

USRT vs DBMF - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	USRT(ETF)	DBMF(ETF)
Net Assets	$3.80B	$3.90B
Expense Ratio	0.08%	0.85%
Max Drawdown	72.93%	29.26%
Sharpe Ratio	1.12	1.76
5Y Beta	0.53	0.27
P/E Ratio	35.73	N/A
Forward P/E	35.24	N/A
5Y Dividends CAGR	5.36%	51.19%
5Y EPS CAGR	8.73%	N/A
Debt to Equity	41.28%	N/A
P/S Ratio	7.15	N/A
P/B Ratio	2.40	N/A

Net Assets

USRT

$3.80B

Winner

DBMF

$3.90B

Expense Ratio

Winner

USRT

0.08%

DBMF

0.85%

Max Drawdown

USRT

72.93%

Winner

DBMF

29.26%

Sharpe Ratio

USRT

1.12

Winner

DBMF

1.76

5Y Beta

USRT

0.53

Winner

DBMF

0.27

P/E Ratio

USRT

35.73

DBMF

N/A

Forward P/E

USRT

35.24

DBMF

N/A

5Y Dividends CAGR

USRT

5.36%

Winner

DBMF

51.19%

5Y EPS CAGR

USRT

8.73%

DBMF

N/A

Debt to Equity

USRT

41.28%

DBMF

N/A

P/S Ratio

USRT

7.15

DBMF

N/A

P/B Ratio

USRT

2.40

DBMF

N/A

USRT vs DBMF - Historical Returns

Returns include dividend reinvestment.

Period	USRT	DBMF
1 month	+2.56%	-0.64%
3 months	+9.73%	+0.13%
6 months	+17.96%	+11.24%
1 year	+19.34%	+27.33%
5 years(CAGR)	+5.07%	+7.97%
10 years(CAGR)	+6.62%	N/A
Max(CAGR)	+5.51%	+9.22%

Winner

USRT

+2.56%

DBMF

-0.64%

Winner

USRT

+9.73%

DBMF

+0.13%

Winner

USRT

+17.96%

DBMF

+11.24%

USRT

+19.34%

Winner

DBMF

+27.33%

5Y(CAGR)

USRT

+5.07%

Winner

DBMF

+7.97%

10Y(CAGR)

USRT

+6.62%

DBMF

N/A

Max(CAGR)

USRT

+5.51%

Winner

DBMF

+9.22%

USRT vs DBMF - Annual Returns (2007 - 2026)

Returns include dividend reinvestment.

Year	USRT	DBMF
2026	+17.56%	+9.91%
2025	+3.39%	+13.02%
2024	+7.56%	+7.00%
2023	+14.00%	-8.72%
2022	-24.01%	+20.44%
2021	+48.36%	+11.21%
2020	-6.52%	+0.47%
2019	+28.98%	+10.68%
2018	-4.39%	N/A
2017	+4.73%	N/A
2016	+9.79%	N/A
2015	+3.17%	N/A
2014	+29.43%	N/A
2013	-2.53%	N/A
2012	+16.51%	N/A
2011	+7.48%	N/A
2010	+27.25%	N/A
2009	+30.21%	N/A
2008	-37.20%	N/A
2007	-18.58%	N/A

USRT vs DBMF Drawdown Comparison

The maximum drawdown for USRT was -69.91%, occurring on Mar 6, 2009. Recovery took 1253 trading sessions.

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

The current DBMF drawdown is -1.91%.

Rank	USRT	DBMF
#1	-69.91% May 11, 2007 - May 1, 2012	-20.44% Oct 20, 2022 - Dec 19, 2025
#2	-44.38% Feb 21, 2020 - Apr 21, 2021	-10.43% Feb 20, 2020 - Feb 8, 2021
#3	-31.00% Dec 31, 2021 - Sep 16, 2024	-7.38% Jun 13, 2022 - Sep 21, 2022
#4	-18.70% Nov 27, 2024 - Feb 6, 2026	-6.73% Sep 4, 2019 - Jan 16, 2020
#5	-18.52% May 21, 2013 - Jul 18, 2014	-6.18% Nov 16, 2021 - Feb 11, 2022
#6	-15.79% Jan 26, 2015 - Mar 29, 2016	-6.10% Feb 27, 2026 - Jun 2, 2026
#7	-14.95% Aug 1, 2016 - Jul 6, 2018	-5.50% Jun 15, 2021 - Nov 9, 2021
#8	-13.10% Dec 6, 2018 - Jan 30, 2019	-4.75% Sep 27, 2022 - Oct 19, 2022
#9	-9.02% Sep 14, 2012 - Jan 15, 2013	-4.03% Mar 17, 2021 - Apr 19, 2021
#10	-8.19% Aug 28, 2018 - Dec 6, 2018	-3.89% May 6, 2022 - Jun 8, 2022
#11	-8.04% Mar 2, 2026 - Apr 16, 2026	-3.71% Jan 29, 2026 - Feb 9, 2026
#12	-7.40% May 1, 2012 - Jun 29, 2012	-3.55% Mar 8, 2022 - Mar 21, 2022
#13	-7.23% Sep 2, 2021 - Oct 26, 2021	-3.36% Feb 24, 2021 - Mar 11, 2021
#14	-6.81% Sep 5, 2014 - Oct 23, 2014	-2.86% May 2, 2022 - May 6, 2022
#15	-6.13% Oct 23, 2019 - Jan 21, 2020	-2.74% Mar 23, 2022 - Apr 5, 2022

Correlation

Correlation between USRT and DBMF is 0.71 which considered as a strong positive correlation - the stocks tend to move together.

0.71

-101

Dividend Comparison (2007 - 2026)

USRT vs DBMF dividend yield comparison.

Year	USRT	DBMF
2026	0.32%	0.38%
2025	3.07%	5.91%
2024	2.85%	5.75%
2023	3.18%	2.91%
2022	3.46%	7.72%
2021	2.27%	10.38%
2020	3.12%	0.86%
2019	3.34%	9.35%
2018	5.66%	0.00%
2017	3.43%	0.00%
2016	3.98%	0.00%
2015	3.59%	0.00%
2014	3.46%	0.00%
2013	3.84%	0.00%
2012	3.48%	0.00%
2011	3.95%	0.00%
2010	3.56%	0.00%
2009	3.52%	0.00%
2008	9.54%	0.00%
2007	3.51%	0.00%