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DBMF vs. BRK-B
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DBMF vs. BRK-B - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iMGP DBi Managed Futures Strategy ETF (DBMF) and Berkshire Hathaway Inc. (BRK-B). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DBMF achieves a 10.27% return, which is significantly higher than BRK-B's -2.67% return.


DBMF

1D
0.26%
1M
-0.96%
YTD
10.27%
6M
11.24%
1Y
27.33%
3Y*
9.64%
5Y*
8.01%
10Y*

BRK-B

1D
0.71%
1M
0.77%
YTD
-2.67%
6M
-2.06%
1Y
-0.22%
3Y*
13.30%
5Y*
11.27%
10Y*
13.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

DBMF vs. BRK-B - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
DBMF
iMGP DBi Managed Futures Strategy ETF
10.27%13.85%7.24%-8.94%21.61%11.49%1.80%10.51%
BRK-B
Berkshire Hathaway Inc.
-2.67%10.89%27.09%15.46%3.31%28.95%2.37%8.15%

Correlation

The correlation between DBMF and BRK-B is -0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.04

Correlation (3Y)
Calculated over the trailing 3-year period

0.04

Correlation (5Y)
Calculated over the trailing 5-year period

0.00

Correlation (All Time)
Calculated using the full available price history since May 8, 2019

0.07

The correlation between DBMF and BRK-B shifts across timeframes, from -0.04 (1 year) to 0.07 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

DBMF vs. BRK-B — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

DBMF
DBMF Risk / Return Rank: 8484
Overall Rank
DBMF Sharpe Ratio Rank: 8181
Sharpe Ratio Rank
DBMF Sortino Ratio Rank: 7676
Sortino Ratio Rank
DBMF Omega Ratio Rank: 8787
Omega Ratio Rank
DBMF Calmar Ratio Rank: 8888
Calmar Ratio Rank
DBMF Martin Ratio Rank: 8787
Martin Ratio Rank

BRK-B
BRK-B Risk / Return Rank: 3939
Overall Rank
BRK-B Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
BRK-B Sortino Ratio Rank: 3434
Sortino Ratio Rank
BRK-B Omega Ratio Rank: 3333
Omega Ratio Rank
BRK-B Calmar Ratio Rank: 4242
Calmar Ratio Rank
BRK-B Martin Ratio Rank: 4242
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

DBMF vs. BRK-B - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iMGP DBi Managed Futures Strategy ETF (DBMF) and Berkshire Hathaway Inc. (BRK-B). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


DBMFBRK-BDifference
Sharpe ratioReturn per unit of total volatility

+2.24

Sortino ratioReturn per unit of downside risk

+2.84

Omega ratioGain probability vs. loss probability

1.47

1.01

+0.46

Calmar ratioReturn relative to maximum drawdown

4.50

-0.02

+4.52

Martin ratioReturn relative to average drawdown

16.30

-0.05

+16.35

DBMF vs. BRK-B - Sharpe Ratio Comparison

The current DBMF Sharpe Ratio is 2.22, which is higher than the BRK-B Sharpe Ratio of -0.02. The chart below compares the historical Sharpe Ratios of DBMF and BRK-B, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

DBMF vs. BRK-B - Drawdown Comparison

The maximum DBMF drawdown since its inception was -20.39%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for DBMF and BRK-B.


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Drawdown Indicators


DBMFBRK-BDifference

Max Drawdown

Largest peak-to-trough decline

-20.39%

-53.86%

+33.47%

Max Drawdown (1Y)

Largest decline over 1 year

-6.10%

-9.42%

+3.32%

Max Drawdown (3Y)

Largest decline over 3 years

-15.60%

-14.95%

-0.65%

Max Drawdown (5Y)

Largest decline over 5 years

-20.39%

-26.58%

+6.19%

Max Drawdown (10Y)

Largest decline over 10 years

-29.57%

Current Drawdown

Current decline from peak

-1.91%

-9.36%

+7.45%

Average Drawdown

Average peak-to-trough decline

-6.56%

-11.07%

+4.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.68%

4.53%

-2.85%

Volatility

DBMF vs. BRK-B - Volatility Comparison

The current volatility for iMGP DBi Managed Futures Strategy ETF (DBMF) is 2.71%, while Berkshire Hathaway Inc. (BRK-B) has a volatility of 3.95%. This indicates that DBMF experiences smaller price fluctuations and is considered to be less risky than BRK-B based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DBMFBRK-BDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.71%

3.95%

-1.24%

Volatility (6M)

Calculated over the trailing 6-month period

10.00%

10.78%

-0.78%

Volatility (1Y)

Calculated over the trailing 1-year period

12.35%

14.38%

-2.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.55%

17.12%

-4.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.41%

19.44%

-7.03%

Dividends

DBMF vs. BRK-B - Dividend Comparison

DBMF's dividend yield for the trailing twelve months is around 5.19%, while BRK-B has not paid dividends to shareholders.


PositionTTM2025202420232022202120202019
BRK-B
Berkshire Hathaway Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DBMF
iMGP DBi Managed Futures Strategy ETF
5.19%5.91%5.75%2.91%7.72%10.38%0.86%9.35%

Frequently Asked Questions


DBMF and BRK-B have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BRK-B has higher volatility (3.95%) compared to DBMF (2.71%). In terms of maximum drawdown, DBMF dropped -20.39% vs BRK-B's -53.86%.

DBMF currently has the higher Sharpe Ratio (2.22 vs -0.02), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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