iMGP DBi Managed Futures Strategy ETF (DBMF)

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iMGP DBi Managed Futures Strategy ETF (DBMF) is up 10.8% since the beginning of the year. DBMF is currently trading at $31 per share. Investors who bought $1,000 worth of DBMF shares 5 years ago would now be looking at an investment worth $1,499.

iMGP DBi Managed Futures Strategy ETF (DBMF) has returned 10.77% so far this year and 27.61% over the past 12 months.

Based on dividend-adjusted daily data since May 8, 2019, DBMF's average daily return is +0.04%, while the average monthly return is +0.79%. At this rate, an investment would double in approximately 7.3 years.

Historically, 60% of months were positive and 40% were negative. The best month was Apr 2022 with a return of +10.6%, while the worst month was Nov 2022 at -8.8%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 4 months.

On a daily basis, DBMF closed higher 55% of trading days. The best single day was Feb 6, 2026 with a return of +3.3%, while the worst single day was Nov 26, 2021 at -4.1%.

iMGP DBi Managed Futures Strategy ETF has an annualized alpha of 8.16%, beta of 0.12, and R2 of 0.04 versus S&P 500 Index. Calculated based on daily prices since May 08, 2019.

• This ETF captured 10.84% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -36.23%) - a profile typical of hedging or uncorrelated assets.
• Beta of 0.12 may look defensive, but with R2 of 0.04 this ETF is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this ETF's risk.
• R2 of 0.04 means this ETF moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

DBMF has an expense ratio of 0.85%, placing it in the medium range.

DBMF ranks 78 for risk / return — better than 78% of ETFs on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

iMGP DBi Managed Futures Strategy ETF provided a 5.17% dividend yield over the last twelve months, with an annual payout of $1.60 per share. The fund has been increasing its distributions for 2 consecutive years.

The table displays the monthly dividend distributions for iMGP DBi Managed Futures Strategy ETF. The dividends shown in the table have been adjusted to account for any splits that may have occurred.

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

The table below displays the maximum drawdowns of the iMGP DBi Managed Futures Strategy ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the iMGP DBi Managed Futures Strategy ETF was 20.39%, occurring on Mar 24, 2023. Recovery took 688 trading sessions.

The current iMGP DBi Managed Futures Strategy ETF drawdown is 1.46%.

The chart below shows the rolling one-month volatility.