DBMF was created on 2019-05-08 by iM. The fund's investment portfolio concentrates primarily on global macro alternatives. DBMF aims to emulate the performance of a group of CTA hedge funds. The funds model allocates weights to derivatives selected by the funds active managers.
KMLM was created on 2020-12-02 by KraneShares. The fund's investment portfolio concentrates primarily on global macro alternatives. KMLM aims to track an index of long and short managed futures", based on a trend following methodology. The fund allocates to commodity", currency and global fixed income futures based on relative historical volatility.
Key Details
May 08, 2019
Dec 02, 2020
Alternatives
Alternatives
Global Macro
Global Macro
Information on this page is obtained from our data provider, Xignite, an unaffiliated third party. Double believes the information shown here is reliable, but has not been verified and there is no guarantee that the information is accurate. We also show information based on calculations performed by Double using data from our provider. Double believes this information is reliable, but has not verified the data and there is no guarantee that the calculations are accurate.
Name | Correlation | AUM | Expense Ratio | |
---|---|---|---|---|
XONE | 0.01% | $629.19M | 0.03% | |
EDV | -0.02% | $3.34B | 0.05% | |
LEMB | -0.04% | $369.21M | 0.3% | |
DFSD | 0.05% | $4.88B | 0.16% | |
AVIG | 0.05% | $1.10B | 0.15% | |
JSI | 0.05% | $904.98M | 0.49% | |
UPAR | 0.09% | $57.41M | 0.65% | |
DFCF | -0.10% | $7.13B | 0.17% | |
PSK | -0.11% | $812.33M | 0.45% | |
SHY | -0.12% | $23.68B | 0.15% | |
PGX | -0.12% | $3.96B | 0.51% | |
BBAG | 0.13% | $1.26B | 0.03% | |
FBND | 0.16% | $19.32B | 0.36% | |
GTO | 0.18% | $1.96B | 0.35% | |
IBDV | -0.20% | $1.91B | 0.1% | |
BND | 0.22% | $130.66B | 0.03% | |
HYSA | 0.22% | $30.98M | 0.55% | |
TBLL | -0.22% | $2.11B | 0.08% | |
LIT | 0.23% | $867.13M | 0.75% | |
IBTG | 0.24% | $1.93B | 0.07% |
Name | Correlation | Market Cap | Return % (1 Year) | Div Yield % |
---|---|---|---|---|
CIVI | 0.01% | $2.64B | -59.64% | 6.99% |
NCMI | -0.01% | $449.83M | -5.54% | 0.63% |
AIXI | 0.02% | $21.09M | -74.12% | 0.00% |
WRLD | -0.02% | $864.19M | +11.63% | 0.00% |
FCNCA | 0.02% | $27.65B | +13.64% | 0.36% |
RUN | 0.03% | $2.45B | -38.05% | 0.00% |
BAC | 0.03% | $347.60B | +4.58% | 2.24% |
NAVI | -0.03% | $1.48B | -6.94% | 4.36% |
TLN | -0.03% | $12.20B | +99.87% | 0.00% |
RS | 0.04% | $16.93B | +4.67% | 1.43% |
CLRB | 0.04% | $12.80M | -94.29% | 0.00% |
EHAB | 0.04% | $354.46M | -27.46% | 0.00% |
CARS | 0.05% | $779.17M | -38.20% | 0.00% |
JBGS | -0.05% | $1.33B | +8.26% | 3.80% |
RNGR | -0.05% | $256.48M | +2.52% | 1.94% |
TSE | 0.05% | $101.25M | -2.07% | 1.41% |
INGN | -0.05% | $176.11M | -32.82% | 0.00% |
IEP | -0.05% | $5.11B | -46.39% | 26.62% |
HOUS | -0.06% | $428.21M | -15.64% | 0.00% |
MRCY | 0.07% | $2.99B | +48.28% | 0.00% |
Name | Correlation | Market Cap | Return % (1 Year) | Div Yield % |
---|---|---|---|---|
VERA | 25.01% | $1.48B | -37.70% | 0.00% |
WIT | 22.98% | $30.36B | -13.30% | 2.33% |
ALK | 22.08% | $6.27B | +27.51% | 0.00% |
OPK | 21.97% | $1.05B | -7.64% | 0.00% |
HBI | 19.94% | $1.55B | -16.86% | 0.00% |
PINC | 19.75% | $1.72B | +8.86% | 4.01% |
PRCT | 19.15% | $3.21B | -16.84% | 0.00% |
RYAAY | 18.79% | $30.53B | +19.42% | 0.00% |
SHG | 18.39% | $23.90B | +32.11% | 2.37% |
ACN | 18.32% | $171.95B | -15.06% | 2.13% |
UL | 18.22% | $147.86B | +5.09% | 3.22% |
INFY | 18.09% | $75.69B | -11.81% | 2.73% |
OMER | 17.97% | $211.52M | -29.15% | 0.00% |
LULU | 17.85% | $26.63B | -23.84% | 0.00% |
MKC | 17.79% | $18.99B | -3.51% | 2.49% |
EDIT | 17.41% | $230.21M | -53.86% | 0.00% |
SSRM | 17.24% | $2.61B | +132.67% | 0.00% |
PYPL | 17.23% | $70.96B | +18.04% | 0.00% |
JBLU | 17.23% | $1.54B | -33.33% | 0.00% |
VTYX | 17.22% | $215.62M | -5.31% | 0.00% |
Name | Correlation | AUM | Expense Ratio | |
---|---|---|---|---|
SOYB | -29.56% | $25.73M | 0.22% | |
WEAT | -28.10% | $122.74M | 0.28% | |
CORN | -24.40% | $43.53M | 0.2% | |
DBE | -22.19% | $54.90M | 0.77% | |
UGA | -21.52% | $76.42M | 0.97% | |
BNO | -21.31% | $111.07M | 1% | |
COMT | -19.76% | $619.71M | 0.48% | |
GSG | -19.54% | $1.02B | 0.75% | |
USO | -19.18% | $1.13B | 0.6% | |
USL | -18.56% | $44.02M | 0.85% | |
OILK | -18.47% | $74.24M | 0.69% | |
DBC | -17.72% | $1.27B | 0.87% | |
PDBC | -17.20% | $4.59B | 0.59% | |
FXC | -16.44% | $92.78M | 0.4% | |
DBO | -15.10% | $233.44M | 0.77% | |
CERY | -14.12% | $549.93M | 0.28% | |
CLIP | -12.92% | $1.51B | 0.07% | |
SHYD | -12.74% | $331.54M | 0.35% | |
VIXM | -12.56% | $23.12M | 0.85% | |
FLIA | -12.46% | $705.51M | 0.25% |
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DBMF gives retail investors access to CTA-style strategies with hedging potential, despite lagging traditional portfolios. Find out why DBMF ETF is a hold.
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iMGP DBi Managed Futures Strategy ETF is a solid diversifier with low stock/bond correlation, 5.6% TTM yield, and competitive fees. Click for more on DBMF.
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Going 'Max Defense' And Adding Gold To My 2025 Model Portfolio
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KMLM offers low correlations with the S&P 500 and long-term US government bonds, which is great for diversification. Read why KMLM ETF is a Buy.
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Combining VIXY, BTAL, and managed futures ETFs like DBMF can provide better portfolio protection during market turmoil. Read more here.
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DBMF aims to replicate the performance of leading managed futures hedge funds using a proprietary, quantitative model. See why I rate the fund a buy.
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KMLM: Adaptive Shifts Amid Currency And Commodity Volatility
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Discover 12 undercovered ETFs with unique investment opportunities. Expert analysis includes buy, hold, and sell ratings to guide your portfolio decisions.
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KMLM offers low correlations with the S&P 500 and long-term US government bonds, which is great for diversification. Read why KMLM ETF is a Buy.
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DBMF aims to replicate the performance of leading managed futures hedge funds using a proprietary, quantitative model. See why I rate the fund a buy.
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Simplify Managed Futures Strategy ETF (CTA) offers strong returns, diversification, and active trend-spotting. Read more on the ETF here.
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Trade war fears may lead to significant market losses. Find out why Simplifyâs CTA ETF is a better hedging option than KMLM, offering superior downside capture.
Name | Correlation | Market Cap | Return % (1 Year) | Div Yield % |
---|---|---|---|---|
HUSA | -19.59% | $20.52M | -12.60% | 0.00% |
EVGO | -16.17% | $462.88M | -15.65% | 0.00% |
XOM | -16.04% | $486.60B | -2.70% | 3.46% |
WDS | -16.04% | $29.44B | -21.45% | 7.80% |
GLDD | -15.96% | $741.76M | +17.04% | 0.00% |
WTI | -15.45% | $252.48M | -31.60% | 2.37% |
TNDM | -15.01% | $1.01B | -67.65% | 0.00% |
FLUX | -14.62% | $31.45M | -53.94% | 0.00% |
TREE | -13.74% | $505.40M | -30.76% | 0.00% |
EZPW | -12.54% | $767.44M | +36.50% | 0.00% |
CLLS | -12.54% | $152.12M | -2.77% | 0.00% |
OCFT | -12.33% | $274.11M | +300.54% | 0.00% |
EVER | -12.20% | $890.90M | +3.97% | 0.00% |
FLXS | -11.79% | $197.91M | +1.16% | 1.89% |
NGS | -11.62% | $304.35M | +12.45% | 0.00% |
NINE | -11.41% | $33.68M | -55.32% | 0.00% |
SD | -11.29% | $380.44M | -24.53% | 4.25% |
CNQ | -11.14% | $65.50B | -12.99% | 5.19% |
AMTX | -11.10% | $165.55M | -24.30% | 0.00% |
IBTA | -10.91% | $1.04B | -46.61% | 0.00% |
Name | Correlation | AUM | Expense Ratio | |
---|---|---|---|---|
FMF | 51.78% | $163.26M | 0.95% | |
DBMF | 30.44% | $1.18B | 0.85% | |
WTMF | 20.59% | $160.89M | 0.65% | |
INDA | 20.03% | $10.12B | 0.62% | |
CPER | 19.64% | $235.86M | 0.97% | |
PPLT | 19.06% | $1.68B | 0.6% | |
THD | 18.93% | $208.77M | 0.59% | |
FLIN | 18.21% | $2.39B | 0.19% | |
INDY | 18.12% | $711.13M | 0.89% | |
EPI | 17.94% | $3.35B | 0.85% | |
JETS | 17.77% | $962.89M | 0.6% | |
PIN | 17.48% | $233.44M | 0.78% | |
CTA | 17.41% | $1.09B | 0.76% | |
EWS | 17.40% | $769.00M | 0.5% | |
DBEZ | 16.86% | $76.94M | 0.45% | |
EWY | 16.85% | $5.03B | 0.59% | |
HFXI | 16.77% | $1.03B | 0.2% | |
IHDG | 16.60% | $2.50B | 0.58% | |
PPH | 16.60% | $537.40M | 0.36% | |
FLKR | 16.57% | $166.29M | 0.09% |
DBMF - iMGP DBi Managed Futures Strategy ETF and KMLM - KraneShares Mount Lucas Managed Futures Index Strategy ETF have a 0 holding overlap. Which accounts for a 0.0% overlap.
Number of overlapping holdings
0
% of overlapping holdings
0%
Name | Weight in DBMF | Weight in KMLM |
---|---|---|
Name | Correlation | Market Cap | Return % (1 Year) | Div Yield % |
---|---|---|---|---|
T | 0.01% | $194.43B | +43.34% | 4.11% |
QTTB | -0.02% | $25.37M | -92.20% | 0.00% |
GSK | -0.05% | $76.43B | -2.78% | 4.23% |
ZYXI | -0.14% | $68.94M | -77.20% | 0.00% |
NOC | 0.15% | $74.38B | +18.77% | 1.63% |
FE | -0.18% | $23.33B | +3.75% | 4.26% |
MSEX | 0.19% | $956.58M | -13.26% | 2.48% |
BF.A | -0.24% | $13.17B | -37.28% | 3.21% |
NEE | -0.25% | $153.78B | +3.89% | 2.88% |
KR | -0.26% | $47.52B | +34.10% | 1.78% |
UUU | 0.33% | $7.17M | +113.79% | 0.00% |
NNN | -0.34% | $8.06B | -5.86% | 5.38% |
THS | -0.35% | $966.07M | -49.90% | 0.00% |
CYD | 0.38% | $955.22M | +175.24% | 3.64% |
LMT | 0.40% | $110.15B | +0.33% | 2.77% |
JBI | -0.43% | $1.20B | -37.25% | 0.00% |
CCI | -0.44% | $44.40B | -1.88% | 5.61% |
RKT | -0.44% | $2.01B | -9.49% | 0.00% |
KMB | 0.49% | $42.06B | -11.03% | 3.91% |
QXO | 0.50% | $14.18B | -61.19% | 0.00% |
Name | Correlation | Market Cap | Return % (1 Year) | Div Yield % |
---|---|---|---|---|
K | -29.28% | $27.56B | +39.23% | 2.87% |
GIS | -16.02% | $27.13B | -20.49% | 4.81% |
JNJ | -13.66% | $373.35B | +2.75% | 3.07% |
CAG | -13.45% | $9.07B | -34.46% | 7.31% |
CPB | -13.08% | $9.07B | -34.03% | 5.01% |
PEP | -11.61% | $183.46B | -18.78% | 4.08% |
ED | -11.54% | $36.01B | +9.18% | 3.35% |
FDP | -11.42% | $1.59B | +48.21% | 3.30% |
OMCL | -10.42% | $1.28B | -1.16% | 0.00% |
CBOE | -10.07% | $24.50B | +35.35% | 1.07% |
ADC | -8.81% | $7.88B | +9.16% | 4.21% |
MO | -8.38% | $98.51B | +21.76% | 6.95% |
BCE | -8.29% | $22.18B | -26.98% | 10.11% |
FLO | -8.07% | $3.25B | -29.91% | 6.23% |
HRL | -7.86% | $16.06B | -6.86% | 4.88% |
CLX | -7.73% | $15.30B | -8.60% | 3.91% |
AWK | -7.67% | $27.46B | +1.26% | 2.22% |
PTGX | -7.24% | $3.43B | +46.23% | 0.00% |
AMT | -6.97% | $102.48B | +4.17% | 3.01% |
UTZ | -6.63% | $1.18B | -12.89% | 1.74% |
Name | Correlation | AUM | Expense Ratio | |
---|---|---|---|---|
VIXY | -52.90% | $198.83M | 0.85% | |
TAIL | -52.17% | $94.79M | 0.59% | |
VIXM | -49.08% | $23.12M | 0.85% | |
BTAL | -39.97% | $310.74M | 1.43% | |
IBTG | -28.17% | $1.93B | 0.07% | |
SPTS | -28.03% | $5.78B | 0.03% | |
XONE | -26.22% | $629.19M | 0.03% | |
SCHO | -24.20% | $10.92B | 0.03% | |
UTWO | -23.30% | $376.61M | 0.15% | |
IBTI | -22.70% | $1.07B | 0.07% | |
IBTH | -21.87% | $1.62B | 0.07% | |
IBTJ | -21.59% | $688.68M | 0.07% | |
VGSH | -20.91% | $22.74B | 0.03% | |
FXY | -20.83% | $793.88M | 0.4% | |
IBTK | -20.29% | $448.08M | 0.07% | |
IEI | -20.19% | $15.66B | 0.15% | |
IBTM | -20.02% | $316.67M | 0.07% | |
TBLL | -19.91% | $2.11B | 0.08% | |
BSMW | -19.51% | $107.44M | 0.18% | |
FLGV | -19.45% | $1.02B | 0.09% |
iMGP DBi Managed Futures Strategy ETF - DBMF is made up of 2 holdings. KraneShares Mount Lucas Managed Futures Index Strategy ETF - KMLM is made up of 6 holdings.
Name | Weight |
---|---|
- | 78.20% |
7 7381427NT United States Treasury Bills | 75.69% |
Name | Weight |
---|---|
7 7381443NT United States Treasury Bills 0% | 25.45% |
7 7381468NT United States Treasury Bills 0% | 25.37% |
7 7382798NT United States Treasury Bills 0% | 21.25% |
7 7381460NT United States Treasury Bills 0% | 21.20% |
7 7381469NT United States Treasury Bills 0% | 21.13% |
- | 3.86% |
Name | Correlation | Market Cap | Return % (1 Year) | Div Yield % |
---|---|---|---|---|
INTC | 51.81% | $99.98B | -33.26% | 0.55% |
HTGC | 50.83% | - | - | 8.39% |
PLAB | 50.83% | $1.15B | -31.55% | 0.00% |
SNPS | 50.33% | $88.30B | -7.16% | 0.00% |
LRCX | 50.16% | $129.28B | -6.07% | 3.08% |
AMAT | 49.67% | $159.93B | -18.94% | 0.87% |
RMBS | 49.35% | $6.93B | -1.15% | 0.00% |
ITT | 49.10% | $12.27B | +9.26% | 0.86% |
KLAC | 48.86% | $123.85B | +8.00% | 0.74% |
QCOM | 48.49% | $169.42B | -26.40% | 2.23% |
WDC | 48.19% | $23.56B | +15.97% | 0.15% |
SII | 48.18% | $1.87B | +56.85% | 1.58% |
KLIC | 47.95% | $1.86B | -33.96% | 2.34% |
CDNS | 47.93% | $86.84B | +2.02% | 0.00% |
SLAB | 47.59% | $4.49B | +10.19% | 0.00% |
MKSI | 47.58% | $6.97B | -28.13% | 0.87% |
MOG.A | 47.48% | $5.79B | -5.79% | 0.62% |
MUFG | 47.36% | $155.25B | +18.89% | 3.27% |
PDFS | 47.23% | $882.99M | -42.96% | 0.00% |
AL | 47.07% | $6.49B | +16.46% | 1.49% |
Name | Correlation | AUM | Expense Ratio | |
---|---|---|---|---|
IMOM | 59.14% | $106.73M | 0.39% | |
QAI | 59.05% | $709.89M | 0.91% | |
IMTM | 58.60% | $3.06B | 0.3% | |
FV | 57.83% | $3.66B | 0.87% | |
HEFA | 57.59% | $6.28B | 0.35% | |
DBEF | 57.31% | $7.87B | 0.35% | |
FEPI | 57.14% | $483.39M | 0.65% | |
IHDG | 56.97% | $2.50B | 0.58% | |
IDMO | 56.78% | $1.18B | 0.25% | |
PPI | 56.69% | $57.19M | 0.78% | |
AIPI | 56.61% | $327.35M | 0.65% | |
DXJ | 56.32% | $3.48B | 0.48% | |
AIQ | 56.25% | $3.84B | 0.68% | |
VPL | 55.76% | $7.49B | 0.07% | |
PIZ | 55.69% | $377.60M | 0.8% | |
FLJH | 55.63% | $86.56M | 0.09% | |
FCTR | 55.60% | $61.32M | 0.65% | |
IGPT | 55.58% | $483.48M | 0.58% | |
HFXI | 55.42% | $1.03B | 0.2% | |
QTEC | 55.26% | $2.71B | 0.55% |
Name | Correlation | AUM | Expense Ratio | |
---|---|---|---|---|
IBDW | -0.01% | $1.58B | 0.1% | |
DFIP | -0.02% | $930.81M | 0.11% | |
IBDS | 0.03% | $3.15B | 0.1% | |
KCCA | 0.04% | $109.69M | 0.87% | |
MUNI | 0.08% | $2.02B | 0.35% | |
USDU | 0.16% | $130.22M | 0.5% | |
SPIP | 0.18% | $949.72M | 0.12% | |
ILTB | -0.28% | $582.60M | 0.06% | |
IBDR | 0.31% | $3.34B | 0.1% | |
SPSB | -0.35% | $8.12B | 0.04% | |
VTIP | -0.39% | $15.20B | 0.03% | |
BSCP | -0.48% | $3.25B | 0.1% | |
IBDV | 0.54% | $1.91B | 0.1% | |
TDTT | 0.59% | $2.64B | 0.18% | |
BSCR | -0.61% | $3.72B | 0.1% | |
TIP | 0.63% | $13.68B | 0.18% | |
PSQA | 0.64% | $36.50M | 0.2% | |
IBMP | 0.69% | $553.96M | 0.18% | |
IBD | 0.74% | $390.81M | 0.43% | |
FLDR | 0.82% | $955.22M | 0.15% |