DBMFIM DBI MANAGED FUTURES STRATEGY ETFACTIVE
IM DBI MANAGED FUTURES STRATEGY ETF
$30.95-1.04% today
263252-WK
SOURCE: MARKET TAPE & DAILY CREATION/REDEMPTION RECORDS · 1Y SHOWN
The desk’s read
Flows are quiet — the past month netted out near zero, while the price has returned +9.9% so far this year.
COMPOSED FROM THE FUND’S OWN DAILY RECORDS · UPDATED WITH EACH REFRESH
$940Massets under management
—expense ratio
—net flow, trailing month
2.2Mavg daily volume, 30 days
0holdings · US-domiciled
2023listed November 30, 2023 · beta 0.34
Sector weights
PORTFOLIO COMPOSITION, LATEST DISCLOSURE
Country weights
PORTFOLIO COMPOSITION, LATEST DISCLOSURE
Performance
| 1 week | -1.5% |
| 1 month | +0.2% |
| 3 months | -1.2% |
| 6 months | +1.9% |
| YTD | +9.9% |
| 1 year | — |
| 3 years | — |
PRICE RETURN, DISTRIBUTIONS NOT REINVESTED
Net flows
| 1 week | — |
| 1 month | — |
| 3 months | — |
| YTD | — |
| 1 year | — |
CREATION/REDEMPTION DOLLARS, DAILY RECORDS
The risk read
10%realized volatility, 30 days (annualized)
13%realized volatility, 1 year
-6.1%deepest fall from a peak, 1 year
-1.9%where it sits vs. that peak today
VOLATILITY & DRAWDOWN FROM THE DAILY TAPE · CONCENTRATION FROM THE LATEST DISCLOSED BOOK
Options tape
52calls today
1puts today
0.02put/call ratio
1Mshares traded
The case against DBMF
Due diligence cuts both ways. These funds sit on the same shelf and beat DBMF on at least one dimension that matters — the fee, the asset base, or where the money is going.
| Fund | Fee | Assets | Flow, 1M | The case | |
|---|---|---|---|---|---|
| SGOV iShares 0-3 Month Treasury Bond ETF | 0.07% | $103.2B | +$4.7B | 110× the assets · +$4.7B in over the month | Head-to-head |
| MUB iShares National Muni Bond ETF | 0.05% | $45.8B | +$585M | 49× the assets · +$585M in over the month | Head-to-head |
| TLT iShares 20+ Year Treasury Bond ETF | 0.15% | $45.4B | +$4B | 48× the assets · +$4B in over the month | Head-to-head |
| GOVT iShares U.S. Treasury Bond ETF | 0.05% | $43.8B | +$304M | 47× the assets · +$304M in over the month | Head-to-head |
| IUSB iShares Core Total USD Bond Market ETF | 0.06% | $43.4B | +$727M | 46× the assets · +$727M in over the month | Head-to-head |