SHYG vs. DBMF
Compare and contrast key facts about iShares 0-5 Year High Yield Corporate Bond ETF (SHYG) and iM DBi Managed Futures Strategy ETF (DBMF).
SHYG and DBMF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SHYG is a passively managed fund by iShares that tracks the performance of the Markit iBoxx USD Liquid High Yield 0-5 Index. It was launched on Oct 15, 2013. DBMF is an actively managed fund by Litman Gregory Capital Partners LLC. It was launched on May 8, 2019.
Performance
SHYG vs. DBMF - Performance Comparison
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SHYG vs. DBMF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
SHYG iShares 0-5 Year High Yield Corporate Bond ETF | -0.16% | 7.94% | 8.17% | 10.38% | -4.71% | 4.60% | 3.15% | 3.47% |
DBMF iM DBi Managed Futures Strategy ETF | 7.87% | 13.85% | 7.24% | -8.94% | 21.61% | 11.49% | 1.80% | 10.67% |
Returns By Period
In the year-to-date period, SHYG achieves a -0.16% return, which is significantly lower than DBMF's 7.87% return.
SHYG
- 1D
- 0.88%
- 1M
- -0.49%
- YTD
- -0.16%
- 6M
- 1.16%
- 1Y
- 6.71%
- 3Y*
- 7.66%
- 5Y*
- 4.73%
- 10Y*
- 5.34%
DBMF
- 1D
- -0.20%
- 1M
- -3.82%
- YTD
- 7.87%
- 6M
- 15.44%
- 1Y
- 26.29%
- 3Y*
- 9.90%
- 5Y*
- 8.63%
- 10Y*
- —
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SHYG vs. DBMF - Expense Ratio Comparison
SHYG has a 0.30% expense ratio, which is lower than DBMF's 0.85% expense ratio.
Return for Risk
SHYG vs. DBMF — Risk / Return Rank
SHYG
DBMF
SHYG vs. DBMF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares 0-5 Year High Yield Corporate Bond ETF (SHYG) 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.
| SHYG | DBMF | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.30 | 2.19 | -0.89 |
Sortino ratioReturn per unit of downside risk | 1.94 | 2.98 | -1.04 |
Omega ratioGain probability vs. loss probability | 1.33 | 1.46 | -0.13 |
Calmar ratioReturn relative to maximum drawdown | 1.78 | 4.25 | -2.47 |
Martin ratioReturn relative to average drawdown | 10.07 | 18.51 | -8.43 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SHYG | DBMF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.30 | 2.19 | -0.89 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.83 | 0.68 | +0.15 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.83 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.71 | 0.74 | -0.03 |
Correlation
The correlation between SHYG and DBMF 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.
Dividends
SHYG vs. DBMF - Dividend Comparison
SHYG's dividend yield for the trailing twelve months is around 7.07%, more than DBMF's 5.30% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SHYG iShares 0-5 Year High Yield Corporate Bond ETF | 7.07% | 7.03% | 6.93% | 6.54% | 5.57% | 4.83% | 5.07% | 5.33% | 5.90% | 5.49% | 5.53% | 5.17% |
DBMF iM DBi Managed Futures Strategy ETF | 5.30% | 5.91% | 5.75% | 2.91% | 7.72% | 10.38% | 0.86% | 9.35% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
SHYG vs. DBMF - Drawdown Comparison
The maximum SHYG drawdown since its inception was -19.26%, smaller than the maximum DBMF drawdown of -20.39%. Use the drawdown chart below to compare losses from any high point for SHYG and DBMF.
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Drawdown Indicators
| SHYG | DBMF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -19.26% | -20.39% | +1.13% |
Max Drawdown (1Y)Largest decline over 1 year | -3.77% | -6.10% | +2.33% |
Max Drawdown (5Y)Largest decline over 5 years | -9.39% | -20.39% | +11.00% |
Max Drawdown (10Y)Largest decline over 10 years | -19.26% | — | — |
Current DrawdownCurrent decline from peak | -0.76% | -3.82% | +3.06% |
Average DrawdownAverage peak-to-trough decline | -1.46% | -6.70% | +5.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.67% | 1.40% | -0.73% |
Volatility
SHYG vs. DBMF - Volatility Comparison
The current volatility for iShares 0-5 Year High Yield Corporate Bond ETF (SHYG) is 1.96%, while iM DBi Managed Futures Strategy ETF (DBMF) has a volatility of 5.24%. This indicates that SHYG experiences smaller price fluctuations and is considered to be less risky 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
| SHYG | DBMF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.96% | 5.24% | -3.28% |
Volatility (6M)Calculated over the trailing 6-month period | 2.46% | 11.10% | -8.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 5.20% | 12.09% | -6.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.71% | 12.66% | -6.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.43% | 12.48% | -6.05% |