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SH vs. DBMF
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SH vs. DBMF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Short S&P500 (SH) and iMGP DBi Managed Futures Strategy ETF (DBMF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SH achieves a -6.39% return, which is significantly lower than DBMF's 10.27% return.


SH

1D
-0.50%
1M
0.03%
YTD
-6.39%
6M
-6.43%
1Y
-15.90%
3Y*
-11.96%
5Y*
-8.68%
10Y*
-12.83%

DBMF

1D
0.26%
1M
-1.31%
YTD
10.27%
6M
11.24%
1Y
26.94%
3Y*
9.64%
5Y*
8.01%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SH vs. DBMF - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
SH
ProShares Short S&P500
-6.39%-11.35%-13.52%-14.80%18.98%-24.21%-25.09%-10.69%
DBMF
iMGP DBi Managed Futures Strategy ETF
10.27%13.85%7.24%-8.94%21.61%11.49%1.80%10.51%

Correlation

The correlation between SH and DBMF is -0.35, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.35

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

-0.27

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

-0.11

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

-0.17

The correlation between SH and DBMF shifts across timeframes, from -0.35 (1 year) to -0.11 (5 years), reflecting how their relationship changes across market environments.

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Return for Risk

SH vs. DBMF — Risk / Return Rank

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

SH
SH Risk / Return Rank: 11
Overall Rank
SH Sharpe Ratio Rank: 00
Sharpe Ratio Rank
SH Sortino Ratio Rank: 11
Sortino Ratio Rank
SH Omega Ratio Rank: 11
Omega Ratio Rank
SH Calmar Ratio Rank: 22
Calmar Ratio Rank
SH Martin Ratio Rank: 11
Martin Ratio Rank

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
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.

SH vs. DBMF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Short S&P500 (SH) and iMGP 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.

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.


SHDBMFDifference
Sharpe ratioReturn per unit of total volatility

-3.44

Sortino ratioReturn per unit of downside risk

-4.68

Omega ratioGain probability vs. loss probability

0.81

1.47

-0.66

Calmar ratioReturn relative to maximum drawdown

-0.82

4.50

-5.32

Martin ratioReturn relative to average drawdown

-1.47

16.30

-17.78

SH vs. DBMF - Sharpe Ratio Comparison

The current SH Sharpe Ratio is -1.22, which is lower than the DBMF Sharpe Ratio of 2.22. The chart below compares the historical Sharpe Ratios of SH and DBMF, 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

SH vs. DBMF - Drawdown Comparison

The maximum SH drawdown since its inception was -94.66%, which is greater than DBMF's maximum drawdown of -20.39%. Use the drawdown chart below to compare losses from any high point for SH and DBMF.


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Drawdown Indicators


SHDBMFDifference

Max Drawdown

Largest peak-to-trough decline

-94.66%

-20.39%

-74.27%

Max Drawdown (1Y)

Largest decline over 1 year

-18.16%

-6.10%

-12.06%

Max Drawdown (3Y)

Largest decline over 3 years

-38.82%

-15.60%

-23.22%

Max Drawdown (5Y)

Largest decline over 5 years

-44.53%

-20.39%

-24.14%

Max Drawdown (10Y)

Largest decline over 10 years

-76.12%

Current Drawdown

Current decline from peak

-94.53%

-1.91%

-92.62%

Average Drawdown

Average peak-to-trough decline

-67.75%

-6.56%

-61.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.13%

1.68%

+8.45%

Volatility

SH vs. DBMF - Volatility Comparison

ProShares Short S&P500 (SH) has a higher volatility of 4.33% compared to iMGP DBi Managed Futures Strategy ETF (DBMF) at 2.71%. This indicates that SH'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.


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Volatility by Period


SHDBMFDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.33%

2.71%

+1.62%

Volatility (6M)

Calculated over the trailing 6-month period

9.59%

10.00%

-0.41%

Volatility (1Y)

Calculated over the trailing 1-year period

12.28%

12.35%

-0.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.91%

12.55%

+4.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.04%

12.41%

+5.63%

SH vs. DBMF - Expense Ratio Comparison

SH has a 0.90% expense ratio, which is higher than DBMF's 0.85% expense ratio.


Dividends

SH vs. DBMF - Dividend Comparison

SH's dividend yield for the trailing twelve months is around 4.43%, less than DBMF's 5.19% yield.


PositionTTM202520242023202220212020201920182017
DBMF
iMGP DBi Managed Futures Strategy ETF
5.19%5.91%5.75%2.91%7.72%10.38%0.86%9.35%0.00%0.00%
SH
ProShares Short S&P500
4.43%4.49%6.20%5.37%1.08%0.00%0.16%1.76%1.01%0.06%

Frequently Asked Questions


SH and DBMF have a correlation of -0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SH has higher volatility (4.33%) compared to DBMF (2.71%). In terms of maximum drawdown, SH dropped -94.66% vs DBMF's -20.39%.

On 5-year performance, DBMF leads with 8.01% vs -8.68% for SH. On fees, DBMF is cheaper at 0.85% per year. On volatility, DBMF has been the lower-risk option at 2.71%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, DBMF has performed better with a 8.01% return vs -8.68%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

DBMF is cheaper with a 0.85% expense ratio, compared with 0.90% for SH.

DBMF has the higher dividend yield at 5.19%, compared with 4.43% for SH.

SH is categorized as Inverse Equities, while DBMF is Systematic Trend. They also come from different issuers: ProShares and iM Global Partners. Their fees differ too: 0.90% for SH and 0.85% for DBMF.

DBMF currently has the higher Sharpe Ratio (2.22 vs -1.22), 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.

Portfolio Optimizer

Find the right allocation for SH and DBMF

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