RSBT vs. DBMF
Compare and contrast key facts about Return Stacked Bonds & Managed Futures ETF (RSBT) and iM DBi Managed Futures Strategy ETF (DBMF).
RSBT and DBMF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. RSBT is an actively managed fund by Return Stacked. It was launched on Feb 7, 2023. DBMF is an actively managed fund by Litman Gregory Capital Partners LLC. It was launched on May 8, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RSBT or DBMF.
Key characteristics
| RSBT | DBMF | |
|---|---|---|
| YTD Return | -2.90% | 7.67% |
| 1Y Return | -0.72% | 3.45% |
| Sharpe Ratio | -0.08 | 0.09 |
| Sortino Ratio | -0.01 | 0.20 |
| Omega Ratio | 1.00 | 1.03 |
| Calmar Ratio | -0.06 | 0.06 |
| Martin Ratio | -0.21 | 0.20 |
| Ulcer Index | 5.15% | 5.39% |
| Daily Std Dev | 13.82% | 11.35% |
| Max Drawdown | -18.78% | -20.39% |
| Current Drawdown | -17.17% | -11.59% |
Correlation
The correlation between RSBT and DBMF is 0.39, 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
RSBT vs. DBMF - Performance Comparison
In the year-to-date period, RSBT achieves a -2.90% return, which is significantly lower than DBMF's 7.67% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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RSBT vs. DBMF - Expense Ratio Comparison
RSBT has a 0.97% expense ratio, which is higher than DBMF's 0.85% expense ratio.
Risk-Adjusted Performance
RSBT vs. DBMF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Return Stacked Bonds & Managed Futures ETF (RSBT) and iM DBi Managed Futures Strategy ETF (DBMF). 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
RSBT vs. DBMF - Dividend Comparison
RSBT's dividend yield for the trailing twelve months is around 2.45%, less than DBMF's 5.21% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|
RSBT Return Stacked Bonds & Managed Futures ETF | 2.45% | 2.38% | 0.00% | 0.00% | 0.00% | 0.00% |
DBMF iM DBi Managed Futures Strategy ETF | 5.21% | 2.91% | 7.72% | 10.38% | 0.86% | 9.35% |
Drawdowns
RSBT vs. DBMF - Drawdown Comparison
The maximum RSBT drawdown since its inception was -18.78%, smaller than the maximum DBMF drawdown of -20.39%. Use the drawdown chart below to compare losses from any high point for RSBT and DBMF. For additional features, visit the drawdowns tool.
Volatility
RSBT vs. DBMF - Volatility Comparison
Return Stacked Bonds & Managed Futures ETF (RSBT) has a higher volatility of 4.27% compared to iM DBi Managed Futures Strategy ETF (DBMF) at 2.35%. This indicates that RSBT's price experiences larger fluctuations and is considered to be riskier than DBMF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.