DBMF vs. CTA
Compare and contrast key facts about iM DBi Managed Futures Strategy ETF (DBMF) and Simplify Managed Futures Strategy ETF (CTA).
DBMF and CTA are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. DBMF is an actively managed fund by Litman Gregory Capital Partners LLC. It was launched on May 8, 2019. CTA is an actively managed fund by Simplify. It was launched on Mar 7, 2022.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DBMF or CTA.
Correlation
The correlation between DBMF and CTA is 0.01, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
DBMF vs. CTA - Performance Comparison
Key characteristics
DBMF:
-1.07
CTA:
0.46
DBMF:
-1.36
CTA:
0.75
DBMF:
0.83
CTA:
1.08
DBMF:
-0.66
CTA:
0.66
DBMF:
-1.16
CTA:
1.25
DBMF:
9.39%
CTA:
4.59%
DBMF:
10.22%
CTA:
12.56%
DBMF:
-20.39%
CTA:
-18.07%
DBMF:
-14.95%
CTA:
-7.87%
Returns By Period
In the year-to-date period, DBMF achieves a -3.41% return, which is significantly lower than CTA's -0.20% return.
DBMF
-3.41%
-0.87%
-3.15%
-10.50%
5.01%
N/A
CTA
-0.20%
-6.89%
6.80%
6.57%
N/A
N/A
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DBMF vs. CTA - Expense Ratio Comparison
DBMF has a 0.85% expense ratio, which is higher than CTA's 0.78% expense ratio.
Risk-Adjusted Performance
DBMF vs. CTA — Risk-Adjusted Performance Rank
DBMF
CTA
DBMF vs. CTA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for iM DBi Managed Futures Strategy ETF (DBMF) and Simplify Managed Futures Strategy ETF (CTA). 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.
Dividends
DBMF vs. CTA - Dividend Comparison
DBMF's dividend yield for the trailing twelve months is around 6.08%, more than CTA's 4.72% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|
DBMF iM DBi Managed Futures Strategy ETF | 6.08% | 5.75% | 2.91% | 7.72% | 10.38% | 0.86% | 9.35% |
CTA Simplify Managed Futures Strategy ETF | 4.72% | 4.80% | 7.78% | 6.58% | 0.00% | 0.00% | 0.00% |
Drawdowns
DBMF vs. CTA - Drawdown Comparison
The maximum DBMF drawdown since its inception was -20.39%, which is greater than CTA's maximum drawdown of -18.07%. Use the drawdown chart below to compare losses from any high point for DBMF and CTA. For additional features, visit the drawdowns tool.
Volatility
DBMF vs. CTA - Volatility Comparison
The current volatility for iM DBi Managed Futures Strategy ETF (DBMF) is 3.07%, while Simplify Managed Futures Strategy ETF (CTA) has a volatility of 4.47%. This indicates that DBMF experiences smaller price fluctuations and is considered to be less risky than CTA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.