DBMF Performance — iMGP DBI Managed Futures Strategy ETF
Data updated: 2026-08-26
DBMF returned +10.11% year to date and +25.54% over one year to Jun 2026. Annualised returns are +8.81% over 3 years and +8.37% over 5 years. The fund trailed its Commodities category average: $100 invested three years ago grew to $129, against $165 for the category, and to $126 over one year, against $130. Volatility over the past three years was 10.36% a year. In the 12 months to Jun 2026 the fund took in a net $2.4B, and assets reached $3.89B.
DBMF Growth of $100
What $100 invested in iMGP DBI Managed Futures Strategy ETF grew to, compounded from monthly returns reported on SEC Form N-PORT, against the Commodities category average over the same months.
| Period | DBMF | Category average |
|---|---|---|
| 1 year (Jul 2025 – Jun 2026) | $126 | $130 |
| 3 years (Jul 2023 – Jun 2026) | $129 | $165 |
| 5 years (Jul 2021 – Jun 2026) | $149 | $171 |
DBMF Trailing Returns
Total returns to Jun 2026, from SEC N-PORT.
| Period | Total return |
|---|---|
| YTD | +10.11% |
| 1 year | +25.54% |
| 3 years (annualised) | +8.81% |
| 5 years (annualised) | +8.37% |
DBMF Annual Returns
Calendar-year total returns of iMGP DBI Managed Futures Strategy ETF, compounded from monthly SEC N-PORT returns. Partial years show the months covered.
| Year | Total return |
|---|---|
| 2026 (Jan–Jun) | +10.11% |
| 2025 | +13.84% |
| 2024 | +7.17% |
| 2023 | −8.71% |
| 2022 | +23.05% |
| 2021 (Jul–Dec) | −0.95% |
DBMF Monthly Returns
Monthly total returns as reported on SEC Form N-PORT.
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | +3.6% | +8.0% | −3.7% | +1.5% | +1.4% | −0.6% | — | — | — | — | — | — |
| 2025 | +1.3% | −2.2% | −1.6% | −0.4% | +0.2% | +2.8% | −0.6% | +1.5% | +5.5% | +3.8% | +2.1% | +1.0% |
| 2024 | +2.2% | +3.7% | +5.6% | +4.0% | −0.3% | +2.0% | −3.5% | −3.3% | +1.0% | −4.1% | +1.0% | −0.8% |
| 2023 | −2.3% | +0.2% | −7.3% | +1.0% | +0.6% | +3.3% | −0.3% | 0.0% | +4.6% | −0.3% | −5.0% | −2.9% |
| 2022 | +1.5% | +1.8% | +8.6% | +10.5% | −0.5% | +2.4% | −2.7% | +2.2% | +5.9% | +1.3% | −8.4% | −0.3% |
| 2021 | — | — | — | — | — | — | +1.0% | −1.5% | −2.8% | +4.8% | −5.0% | +2.9% |
DBMF Risk
Risk measures from monthly returns over Jul 2023 – Jun 2026.
- 3-year volatility (annualised): 10.36%
- 3-year Sharpe ratio: 0.42 (vs 4.5% risk-free rate)
- Best month: +7.95% (Feb 2026)
- Worst month: −5.01% (Nov 2023)
DBMF Fund Flows
Monthly money in and out of iMGP DBI Managed Futures Strategy ETF, from SEC Form N-PORT.
- 12-month net flow: $2.4B
- 12-month gross sales (incl. reinvestments): $2.8B
- Sales ÷ redemptions: 7.18×
| Month | Sales | Redemptions | Net flow |
|---|---|---|---|
| Jun 2026 | $198.4M | $162.2M | $36.2M |
| May 2026 | $319.2M | $12.2M | $307.0M |
| Apr 2026 | $278.5M | $82.2M | $196.3M |
| Mar 2026 | $296.0M | $16.2M | $279.8M |
| Feb 2026 | $624.8M | $35.2M | $589.7M |
| Jan 2026 | $246.6M | $3.6M | $243.0M |
| Dec 2025 | $140.6M | $21.6M | $119.0M |
| Nov 2025 | $71.5M | $13.0M | $58.5M |
| Oct 2025 | $334.5M | $21.7M | $312.8M |
| Sep 2025 | $65.8M | $13.1M | $52.7M |
| Aug 2025 | $202.7M | $3.8M | $198.8M |
| Jul 2025 | $17.4M | $4.5M | $12.9M |
DBMF Assets Under Management
Net assets of iMGP DBI Managed Futures Strategy ETF by report date, from SEC N-PORT filings.
| Report date | Net assets |
|---|---|
| 2026-06-30 | $3.89B |
| 2026-03-31 | $3.30B |
| 2025-12-31 | $2.05B |
| 2025-09-30 | $1.51B |
| 2025-06-30 | $1.17B |
| 2025-03-31 | $1.21B |
| 2024-12-31 | $1.26B |
| 2024-09-30 | $984.21M |
| 2024-06-30 | $1.05B |
| 2024-03-31 | $937.57M |
| 2023-12-31 | $690.50M |
| 2023-09-30 | $948.54M |
For information only. Not investment advice: figures are as reported in SEC filings and may contain errors or be out of date. Past performance does not guarantee future results.